Output-Feedback Robust Control of Uncertain Systems via Online Data-Driven Learning

Although robust control has been studied for decades, the output-feedback robust control design is still challenging in the control field. This article proposes a new approach to address the output-feedback robust control for continuous-time uncertain systems. First, we transform the robust control problem into an optimal control problem of the nominal linear system with a constructive cost function, which allows simplifying the control design. Then, a modified algebraic Riccati equation (MARE) is constructed by further investigating the corresponding relationship with the state-feedback optimal control. To solve the derived MARE online, the vectorization operation and Kronecker's product are applied to reformulate the output Lyapunov function, and then, a new online data-driven learning method is suggested to learn its solution. Consequently, only the measurable system input and output are used to derive the solution of the MARE. In this case, the output-feedback robust control gain can be obtained without using the unknown system states. The control system stability and convergence of the derived solution are rigorously proved. Two simulation examples are provided to demonstrate the efficacy of the suggested methods.