Core Concepts
An iterative learning algorithm is presented for continuous-time linear-quadratic optimal control problems with unknown dynamics, globally convergent to the optimal solution, unbiased under noisy measurements, and computationally efficient.
Abstract
The content discusses an iterative learning algorithm for optimal control in continuous-time symmetric systems with unknown dynamics. It covers the background of linear-quadratic regulation problems, state-of-the-art methods, convergence conditions, measurement noise considerations, and extension to infinite-horizon problems. The algorithm's key features include global convergence, unbiasedness under noise, and low computational complexity.
Introduction
Linear-quadratic regulation (LQR) problem aims to minimize a quadratic cost subject to system dynamics.
Direct approach focuses on solving optimal control without knowing the system model.
State-of-the-Art
Kleinman’s algorithm sets a foundation for solving LQR problems without system model access.
Model-free algorithms emerged from Kleinman’s algorithm for LQR problems.
Symmetric Systems
Definition of external symmetry in systems based on input-output relations.
Completely symmetric systems are internally and externally symmetric.
Main Results
Algorithm presented solves optimal control problem without prior model knowledge.
Convergence analysis shows the algorithm's effectiveness in reaching the optimal solution.
Extension to Infinite-Horizon Problems
Algorithm adapted for infinite-horizon problems with state feedback gain derivation.
Theoretical analysis ensures convergence and reliability under noisy measurements.
Stats
It is shown that limk→+∞ ∥uk − u⋆∥2,tf = 0 holds from Lemma 1.
Condition (45) ensures limk→+∞ ∥uk − u⋆∥∞,tf = 0 as per Lemma 3.