Optimal Output Feedback Learning Control for Discrete-Time Linear Quadratic Regulation
This paper studies the linear quadratic regulation (LQR) problem of unknown discrete-time systems via dynamic output feedback learning control. In contrast to the state feedback, the optimality of the dynamic output feedback control for solving the LQR problem requires an implicit condition on the convergence of the state observer. Moreover, due to unknown system matrices and the existence of observer error, it is difficult to analyze the convergence and stability of most existing output feedback learning-based control methods. To tackle these issues, we propose a generalized dynamic output feedback learning control approach with guaranteed convergence, stability, and optimality performance for solving the LQR problem of unknown discrete-time linear systems. In particular, a dynamic output feedback controller is designed to be equivalent to a state feedback controller. This equivalence relationship is an inherent property without requiring convergence of the estimated state by the state observer, which plays a key role in establishing the off-policy learning control approaches. By value iteration and policy iteration schemes, the adaptive dynamic programming based learning control approaches are developed to estimate the optimal feedback control gain. In addition, a model-free stability criterion is provided by finding a nonsingular parameterization matrix, which contributes to establishing a switched iteration scheme. Furthermore, the convergence, stability, and optimality analyses of the proposed output feedback learning control approaches are given. Finally, the theoretical results are validated by two numerical examples.
Code (0)
등록된 구현이 없습니다.
Similar Papers 제목 키워드 기반
Optimal Control for Discrete-Time Systems under Bounded Disturbances
This paper introduces a novel approach to the optimal control of linear discrete-time systems subject to bounded disturbances. Our approach is based on the newly established duality between ellipsoidal approximations of …
Computational EfficiencyOptimal output feedback control of a class of linear systems with quasi-colored control-dependent multiplicative noise
This paper addresses the mean-square optimal control problem for \a class of discrete-time linear systems with a quasi-colored control-dependent multiplicative noise via output feedback. The noise under study is novel an…
Cooperative Optimal Output Tracking for Discrete-Time Multiagent Systems: Stabilizing Policy Iteration Frameworks and Analysis
In this paper, two model-free optimal output tracking frameworks based on policy iteration for discrete-time multi-agent systems are proposed. First, we establish a framework of stabilizing policy iteration that can star…
Q-LearningOptimization Landscape of Policy Gradient Methods for Discrete-time Static Output Feedback
In recent times, significant advancements have been made in delving into the optimization landscape of policy gradient methods for achieving optimal control in linear time-invariant (LTI) systems. Compared with state-fee…
Policy Gradient MethodsModel-based and Data-based Dynamic Output Feedback for Externally Positive Systems
In this work, we derive dynamic output-feedback controllers that render the closed-loop system externally positive. We begin by expressing the class of discrete-time, linear, time-invariant systems and the class of dynam…