The objective of this note is to introduce a novel data-driven iterative linear quadratic control method for solving a class of nonlinear optimal tracking problems. Specifically, an algorithm is proposed to approximate the Q-factors arising from linear quadratic stochastic optimal tracking problems. This algorithm is then coupled with iterative linear quadratic methods for determining local solutions to nonlinear optimal tracking problems in a purely data-driven setting. Simulation results highlight the potential of this method for field applications.

An iterative data-driven linear quadratic method to solve nonlinear discrete-time tracking problems

Incremona, Gian Paolo;
2021-01-01

Abstract

The objective of this note is to introduce a novel data-driven iterative linear quadratic control method for solving a class of nonlinear optimal tracking problems. Specifically, an algorithm is proposed to approximate the Q-factors arising from linear quadratic stochastic optimal tracking problems. This algorithm is then coupled with iterative linear quadratic methods for determining local solutions to nonlinear optimal tracking problems in a purely data-driven setting. Simulation results highlight the potential of this method for field applications.
2021
Data-driven control design
Dynamic programming
Linear quadratic control
Optimal control
Stochastic processes
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11311/1182149
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