Learning-Based Adaptive Optimal Output Regulation of Discrete-Time Linear Systems

Abstract

In this paper, we address the problem of model-free optimal output regulation of discrete-time systems that aims at achieving asymptotic tracking and disturbance rejection without the knowledge of the system parameters. Insights from reinforcement learning and adaptive dynamic programming are used to solve this problem. An interesting discovery is that the model-free discrete-time output regulation differs from the continuous-time counterpart in terms of the persistent excitation condition required to ensure the uniqueness and convergence of the policy iteration. In this work, we carefully establish the persistent excitation condition to ensure the uniqueness and convergence properties of the policy iteration.