This brief studies the optimal control policy learning problem for discrete-time linear systems. A data-driven model-free algorithm is proposed by using the data matrices of the augmented system state and the increasing of the discount factor. The control gains generated by the proposed algorithm are proven to converge to the optimal one. Compared with the existing work, our model-free algorithm avoids the dependence on initial stabilizing control policy and the use of Kronecker product. Some numerical examples are provided to illustrate the proposed algorithm and analysis results.
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Northeastern Univ, State Key Lab Synthet Automat Proc Ind, Shenyang 110004, Peoples R China
Florida Inst Technol, Dept Mech & Civil Engn, Melbourne, FL 32901 USANortheastern Univ, State Key Lab Synthet Automat Proc Ind, Shenyang 110004, Peoples R China
Gao, Weinan
;
Deng, Chao
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Nanjing Univ Posts & Telecommun, Inst Adv Technol, Nanjing 210023, Peoples R ChinaNortheastern Univ, State Key Lab Synthet Automat Proc Ind, Shenyang 110004, Peoples R China
Deng, Chao
;
Jiang, Yi
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Northeastern Univ, State Key Lab Synthet Automat Proc Ind, Shenyang 110004, Peoples R China
City Univ Hong Kong, Dept Biomed Engn, Hong Kong, Peoples R ChinaNortheastern Univ, State Key Lab Synthet Automat Proc Ind, Shenyang 110004, Peoples R China
Jiang, Yi
;
Jiang, Zhong-Ping
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NYU, 6 MetroTech Ctr, Dept Elect & Comp Engn, Brooklyn, NY 11201 USANortheastern Univ, State Key Lab Synthet Automat Proc Ind, Shenyang 110004, Peoples R China
机构:
Harbin Inst Technol, Ctr Control Theory & Guidance Technol, Harbin 150001, Peoples R ChinaHarbin Inst Technol, Ctr Control Theory & Guidance Technol, Harbin 150001, Peoples R China
Jiang, Huaiyuan
;
Zhou, Bin
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Harbin Inst Technol, Ctr Control Theory & Guidance Technol, Harbin 150001, Peoples R ChinaHarbin Inst Technol, Ctr Control Theory & Guidance Technol, Harbin 150001, Peoples R China
Zhou, Bin
;
Duan, Guang-Ren
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Harbin Inst Technol, Ctr Control Theory & Guidance Technol, Harbin 150001, Peoples R ChinaHarbin Inst Technol, Ctr Control Theory & Guidance Technol, Harbin 150001, Peoples R China
机构:
Virginia Tech, Kevin T Crofton Dept Aerosp & Ocean Engn, Blacksburg, VA 24060 USAVirginia Tech, Kevin T Crofton Dept Aerosp & Ocean Engn, Blacksburg, VA 24060 USA
Kontoudis, George P.
;
Vamvoudakis, Kyriakos G.
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Georgia Tech, Daniel Guggenhe Sch Aerosp Engn, Atlanta, GA 30332 USAVirginia Tech, Kevin T Crofton Dept Aerosp & Ocean Engn, Blacksburg, VA 24060 USA
机构:
Northeastern Univ, State Key Lab Synthet Automat Proc Ind, Shenyang 110004, Peoples R China
Florida Inst Technol, Dept Mech & Civil Engn, Melbourne, FL 32901 USANortheastern Univ, State Key Lab Synthet Automat Proc Ind, Shenyang 110004, Peoples R China
Gao, Weinan
;
Deng, Chao
论文数: 0引用数: 0
h-index: 0
机构:
Nanjing Univ Posts & Telecommun, Inst Adv Technol, Nanjing 210023, Peoples R ChinaNortheastern Univ, State Key Lab Synthet Automat Proc Ind, Shenyang 110004, Peoples R China
Deng, Chao
;
Jiang, Yi
论文数: 0引用数: 0
h-index: 0
机构:
Northeastern Univ, State Key Lab Synthet Automat Proc Ind, Shenyang 110004, Peoples R China
City Univ Hong Kong, Dept Biomed Engn, Hong Kong, Peoples R ChinaNortheastern Univ, State Key Lab Synthet Automat Proc Ind, Shenyang 110004, Peoples R China
Jiang, Yi
;
Jiang, Zhong-Ping
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机构:
NYU, 6 MetroTech Ctr, Dept Elect & Comp Engn, Brooklyn, NY 11201 USANortheastern Univ, State Key Lab Synthet Automat Proc Ind, Shenyang 110004, Peoples R China
机构:
Harbin Inst Technol, Ctr Control Theory & Guidance Technol, Harbin 150001, Peoples R ChinaHarbin Inst Technol, Ctr Control Theory & Guidance Technol, Harbin 150001, Peoples R China
Jiang, Huaiyuan
;
Zhou, Bin
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机构:
Harbin Inst Technol, Ctr Control Theory & Guidance Technol, Harbin 150001, Peoples R ChinaHarbin Inst Technol, Ctr Control Theory & Guidance Technol, Harbin 150001, Peoples R China
Zhou, Bin
;
Duan, Guang-Ren
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h-index: 0
机构:
Harbin Inst Technol, Ctr Control Theory & Guidance Technol, Harbin 150001, Peoples R ChinaHarbin Inst Technol, Ctr Control Theory & Guidance Technol, Harbin 150001, Peoples R China
机构:
Virginia Tech, Kevin T Crofton Dept Aerosp & Ocean Engn, Blacksburg, VA 24060 USAVirginia Tech, Kevin T Crofton Dept Aerosp & Ocean Engn, Blacksburg, VA 24060 USA
Kontoudis, George P.
;
Vamvoudakis, Kyriakos G.
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h-index: 0
机构:
Georgia Tech, Daniel Guggenhe Sch Aerosp Engn, Atlanta, GA 30332 USAVirginia Tech, Kevin T Crofton Dept Aerosp & Ocean Engn, Blacksburg, VA 24060 USA