Optimal output tracking control of linear discrete-time systems with unknown dynamics by adaptive dynamic programming and output feedback

This paper discusses the output-feedback-based model-free optimal output tracking control problem of discrete-time systems with completely unknown system models under mild assumptions. The only information that allows utilisation is the system output and the reference output. To overcome these challenges, the paper aims to solve a model-free optimal output regulation problem for achieving optimal output tracking control; solving an optimal output regulation problem is equivalent to solving a linear quadratic regulation (LQR) problem and a constrained static optimisation problem. The state reconstruction is first given to represent the system state in terms of the input and output sequences. A data-driven value iteration (VI) algorithm is then proposed to iteratively approximate the solution to the discrete-time algebraic Riccati equation (ARE) of the corresponding LQR problem on the basis of input and output data. Next, based on the iterative solutions with respect to the ARE, a model-free solution is provided for the corresponding constrained static optimisation problem. Finally, an alternative reference system equivalent to the original reference system is established to avoid the requirement of having the knowledge of the reference system dynamics and the reference state. A numerical example is employed to demonstrate the effectiveness of the proposed control scheme.