Predictive Control for Unknown Dynamics With Observation Loss: A Temporal Game-Theoretic Approach

This article is concerned with a model-free predictive control problem on systems with unknown dynamics. Different from existing predictive control, the predictive feedback strategy is designed to take control inputs to cover the infinite horizon when the system exists the observation loss. To predict future control inputs, a temporal game-theoretic approach is presented to model such a predictive control issue as an optimization problem and ensure the optimality of the system performance. Moreover, a predictive algebraic Riccati equation (PARE) is constructed to solve such an optimization problem. By leveraging offline datasets and the real-time data of state and input, a data-driven parallel computational framework is developed to iteratively solve the PARE. In this way, the prior knowledge of the systems is avoided and the computational complexity of the proposed algorithm is reduced. Finally, numerical and practical examples are presented to show the applicability of the proposed results.