Policy iteration for continuous-time systems with unknown internal dynamics

Draguna Vrabie, Octavian C. Pastravanu, Frank L. Lewis · 2007

In this paper we propose a new adaptive critic scheme for finding on-line the state feedback, infinite-horizon, optimal control solution of linear continuous-time systems using only partial knowledge regarding the system dynamics, i.e. no knowledge regarding the system A matrix is needed. This is in effect an adaptive control scheme for partially unknown systems that converges to the optimal control solution.

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