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Calafiore, Giuseppe C.; Possieri, Corrado
IEEE transaction on neural networks and learning systems, 2021-July, 2021-7-00, 20210701, Letnik: 32, Številka: 7Journal Article
An algorithm is proposed to determine output feedback policies that solve finite-horizon linear-quadratic (LQ) optimal control problems without requiring knowledge of the system dynamical matrices. To reach this goal, the <inline-formula> <tex-math notation="LaTeX">Q </tex-math></inline-formula>-factors arising from finite-horizon LQ problems are first characterized in the state feedback case. It is then shown how they can be parameterized as functions of the input-output vectors. A procedure is then proposed for estimating these functions from input/output data and using these estimates for computing the optimal control via the measured inputs and outputs.
