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Data-driven adaptive optimal control for discrete-time linear time-invariant systems

Ai-Guo Wu and Yuan Meng

International Journal of Systems Science, 2024, vol. 55, issue 15, 3069-3082

Abstract: In this paper, the problem of data-driven quadratic optimal control is investigated for discrete-time linear systems without the exact knowledge of system dynamics. A value iteration-based algorithm is proposed to obtain the optimal feedback gain. The main idea of the proposed approach is to obtain two sequences for the approximation of the unique positive definite solution of the corresponding algebraic Riccati matrix equation and the optimal feedback gain by using the collected data of the system states and control inputs. The proposed algorithm could be activated by an arbitrary bounded control input and a simple initial value of the Lyapunov matrix. An important feature of this algorithm is that an original stabilising feedback gain is not required. Finally, the effectiveness of the proposed approach is verified by two examples.

Date: 2024
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DOI: 10.1080/00207721.2024.2364897

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