Stochastic iterative learning control with faded signals

Abstract

Stochastic iterative learning control &#x0028 ILC &#x0029 is designed for solving the tracking problem of stochastic linear systems through fading channels. Consequently, the signals used in learning control algorithms are faded in the sense that a random variable is multiplied by the original signal. To achieve the tracking objective, a two-dimensional Kalman filtering method is used in this study to derive a learning gain matrix varying along both time and iteration axes. The learning gain matrix minimizes the trace of input error covariance. The asymptotic convergence of the generated input sequence to the desired input value is strictly proved in the mean-square sense. Both output and input fading are accounted for separately in turn, followed by a general formulation that both input and output fading coexists. Illustrative examples are provided to verify the effectiveness of the proposed schemes.