Infinite-time robust optimal output tracking of continuous-time linear systems using undiscounted reinforcement learning

Abstract

This research paper focuses on addressing the challenge of infinite-time linear quadratic tracking control (LQT) for linear systems with parametric uncertainty. Traditional solutions to the LQT problem often involve using a discount factor to prevent the cost function from growing unbounded over time. However, this approach can introduce instability in the closed-loop system. To overcome this issue, this paper proposes an alternative approach using an undiscounted cost function that ensures the asymptotic stability of the uncertain closed-loop system. To design a control scheme without requiring precise knowledge of the system dynamics, reinforcement learning (RL) algorithms are employed. However, for systems with uncertain parameters that may lead to instability, the convergence of RL algorithms to a stabilising solution is not guaranteed. To address this limitation, a robust optimal control structure is developed using on-policy and off-policy reinforcement learning algorithms, resulting in a model-free controller. The effectiveness of the proposed robust optimal controller is validated through comparative simulations on an uncertain model of a DC–DC buck converter connected to a constant power load. These simulations demonstrate the advantages and benefits of the robust optimal controller in handling parametric uncertainty and ensuring stability in the control system.

Keywords:

• Linear quadratic tracking
• undiscounted cost function
• reinforcement learning
• parametric uncertainty
• robust control problem

Disclosure statement

No potential conflict of interest was reported by the author(s).

Data availability statement

The data that support the findings of this study are available from the corresponding author upon reasonable request.