Learning Optimal Control Policy for Unknown Discrete-Time Systems

被引:2
作者
Lai, Jing [1 ]
Xiong, Junlin [1 ]
机构
[1] Univ Sci & Technol China, Dept Automat, Hefei 230026, Peoples R China
关键词
Model-free; stabilizing control; data-driven; reinforcement learning; ITERATION;
D O I
10.1109/TCSII.2023.3279309
中图分类号
TM [电工技术]; TN [电子技术、通信技术];
学科分类号
0808 ; 0809 ;
摘要
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.
引用
收藏
页码:4191 / 4195
页数:5
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