Finite-time Extended State Observer Based Adaptive Optimal Control of Continuous-time Linear Systems

Abstract

In this paper, a novel strategy iterative method based on finite-time extended state observer is proposed to find the online adaptive optimal controller for a class of linear continuous-time systems with completely unknown system dynamics and unmeasurable state variables. In this method, finite-time state observer estimates the system state variables by using the input and output information of the system and the policy iterative method uses the estimated state variables and system input information to iteratively solve the algebraic Riccati equation until the adaptive optimal controller is obtained. It is worth noting that the method proposed in this paper only uses the input and output information of the system, without requiring the apriori knowledge of the system matrices and the state variables. A numerical simulation example will be provided to demonstrate the effectiveness of the method.