1. Model-free finite-horizon optimal tracking control of discrete-time linear systems.
- Author
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Wang, Wei, Xie, Xiangpeng, and Feng, Changyang
- Subjects
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LINEAR control systems , *TRACKING algorithms , *RICCATI equation , *SYSTEM dynamics , *DIFFERENCE equations , *DISCRETE-time systems , *HORIZON - Abstract
• In this paper, the finite horizon linear quadratic tracking problem transforms to the finite-horizon linear quadratic regulator problem with the help of the augmented system. • The developed algorithm in this paper solves the time-varying Riccati equations offline and backward-in-time without the system dynamics or any model identification schemes through the defined time-varying Q-function. • Compare with the work in [56], the restrictions on initial state of the developed algorithm in this paper are not required. Besides, optimal tracking control can be achieved in this paper. • Compare with the work in [57], the discrete-time system is studied in this paper. While, continuous-time system is considered in [57]. Besides, there is no restriction on the initial value function of the developed algorithm in this paper, while the initial value function of the developed algorithm in [57] needs to meet certain conditions. Conventionally, the finite-horizon linear quadratic tracking (FHLQT) problem relies on solving the time-varying Riccati equations and the time-varying non-causal difference equations as the system dynamics is known. In this paper, with unknown system dynamics being considered, a Q -function-based model-free method is developed to solve the FHLQT problem. First, an augmented system consisting of the controlled system and the desired trajectory system is formulated, and the FHLQT problem transforms to the finite-horizon linear quadratic regulator (FHLQR) problem with the augmented system. Then, a time-varying Q -function which depends explicitly on the control input is defined. With the defined time-varying Q -function, a model-free finite-horizon control method is developed to approximate the solutions of the time-varying Riccati equations of the transformed FHLQR problem. At last, simulation studies are carried out to verify the validity of the developed method. [ABSTRACT FROM AUTHOR]
- Published
- 2022
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