An Iterative Data-Driven Linear Quadratic Method to Solve Nonlinear Discrete-Time Tracking Problems
Corrado Possieri, Gian Paolo Incremona, Giuseppe C. Calafiore, Antonella Ferrara · IEEE Transactions on Automatic Control · 2021
The objective of this article is to introduce a novel data-driven iterative linear quadratic (LQ) control method for solving a class of nonlinear optimal tracking problems. Specifically, an algorithm is proposed to approximate the Q-factors arising from LQ stochastic optimal tracking problems. This algorithm is then coupled with iterative LQ-methods for determining local solutions to nonlinear optimal tracking problems in a purely data-driven setting. Simulation results highlight the potential of this method for field applications.