Nearly data-based optimal control for linear discrete model-free systems with delays via reinforcement learning

Abstract

In this paper, a nearly data-based optimal control scheme is proposed for linear discrete model-free systems with delays. The nearly optimal control can be obtained using only measured input/output data from systems, by reinforcement learning technology, which combines Q-learning with value iterative algorithm. First, we construct a state estimator by using the measured input/output data. Second, the quadratic functional is used to approximate the value function at each point in the state space, and the data-based control is designed by Q-learning method using the obtained state estimator. Then, the paper states the method, that is, how to solve the optimal inner kernel matrix in the least-square sense, by value iteration algorithm. Finally, the numerical examples are given to illustrate the effectiveness of our approach.