On the Hardness of Learning to Stabilize Linear Systems

Inspired by the work of Tsiamis et al. [1], in this paper we study the statistical hardness of learning to stabilize linear time-invariant systems. Hardness is measured by the number of samples required to achieve a learning task with a given probability. The work in [1] shows that there exist system classes that are hard to learn to stabilize with the core reason being the hardness of identification. Here we present a class of systems that can be easy to identify, thanks to a non-degenerate noise process that excites all modes, but the sample complexity of stabilization still increases exponentially with the system dimension. We tie this result to the hardness of co-stabilizability for this class of systems using ideas from robust control.