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Presented is an algorithm to synthesize an infinite-horizon LQR optimal feedback controller for continuous-time systems. The algorithm does not require knowledge of the system dynamics, but instead uses only a finite-length sampling of…

This paper presents a data-driven solution to the discrete-time infinite horizon LQR problem. The state feedback gain is computed directly from a batch of input and state data collected from the plant. Simulation examples illustrate the…

Optimization and Control · Mathematics 2021-04-12 Gustavo R. Gonçalves da Silva , Alexandre S. Bazanella , Lucíola Campstrini

This paper studies the data-driven synthesis of linear quadratic integral (LQI) controllers for continuous-time systems. The objective is to achieve optimal state-feedback control with integral action for reference tracking using only…

Systems and Control · Electrical Eng. & Systems 2026-04-17 Armin Gießler , Pol Jané-Soneira , Sören Hohmann

This paper presents a novel value iteration (VI) algorithm for finding the optimal control for a kind of infinite-horizon stochastic linear quadratic (SLQ) problem with unknown systems. First, an off-line algorithm is estabilished to obtain…

Optimization and Control · Mathematics 2022-03-15 Guangchen Wang , Heng Zhang

This paper presents a pioneering approach to solving the linear quadratic regulation (LQR) and linear quadratic tracking (LQT) problems with constrained inputs using a novel off-policy continuous-time Q-learning framework. The proposed…

Systems and Control · Electrical Eng. & Systems 2025-09-23 Duc Cuong Nguyen , Quang Huy Dao , Phuong Nam Dao

For various typical cases and situations where the formulation results in an optimal control problem, the Linear Quadratic Regulator (LQR) approach and its variants continue to be highly attractive. In certain scenarios, it can happen that…

Optimization and Control · Mathematics 2023-02-14 Jun Ma , Zilong Cheng , Xiaocong Li , Wenxin Wang , Masayoshi Tomizuka , Tong Heng Lee

A method is presented for solving the discrete-time finite-horizon Linear Quadratic Regulator (LQR) problem subject to auxiliary linear equality constraints, such as fixed end-point constraints. The method explicitly determines an affine…

Systems and Control · Computer Science 2018-09-18 Forrest Laine , Claire Tomlin

Linear Quadratic Regulator (LQR) design is one of the most classical optimal control problems, whose well-known solution is an input sequence expressed as a state-feedback. In this work, finite-horizon and discrete-time LQR is solved under…

Optimization and Control · Mathematics 2020-01-17 Anna Scampicchio , Aleksandr Aravkin , Gianluigi Pillonetto

This paper introduces and analyzes an improved Q-learning algorithm for discrete-time linear time-invariant systems. The proposed method does not require any knowledge of the system dynamics, and it enjoys significant efficiency advantages…

Systems and Control · Electrical Eng. & Systems 2023-04-03 Victor G. Lopez , Mohammad Alsalti , Matthias A. Müller

In this paper, we investigate a continuous-time linear quadratic control problem for systems with unknown matrices, where only input-output data are available. We propose an output-feedback learning framework based on a canonical nonminimal…

Optimization and Control · Mathematics 2026-05-19 Weijian Li , Bowen Yi , Panos J. Antsaklis , Hai Lin

A promising method for constructing a data-driven output-feedback control law involves the construction of a model-free observer. The Linear Quadratic Regulator (LQR) optimal control policy can then be obtained by both policy-iteration (PI)…

Optimization and Control · Mathematics 2025-09-24 Liquan Lin , Haoyan Lin , Jie Huang

This article presents a unified approach to quadratic optimal control for both linear and nonlinear discrete-time systems, with a focus on trajectory tracking. The control strategy is based on minimizing a quadratic cost function that…

Systems and Control · Electrical Eng. & Systems 2025-04-25 Igor Ladnik

We present a method for synthesizing controllers to steer trajectories from an initial set to a target set on a finite time horizon. The proposed control synthesis problem is decomposed into two steps. The first step under-approximates the…

Systems and Control · Computer Science 2018-10-02 He Yin , Andrew Packard , Murat Arcak , Pete Seiler

This paper presents a new robust data-driven predictive control scheme for unknown linear time-invariant systems by using input-state-output or input-output data based on whether the state is measurable. To remove the need for the…

Systems and Control · Electrical Eng. & Systems 2024-01-17 Kaijian Hu , Tao Liu

For a particular class of planar dynamics that are linear with respect to the control variable, we show that the feedback strategy ''null-singular null'' is minimizing the maximum of a coordinate over infinite horizon, under a L 1 budget…

Optimization and Control · Mathematics 2023-02-07 Emilio Molina , Alain Rapaport

This paper addresses data-driven control of continuous-time systems. We develop a framework based on synthesis operators associated with input and state trajectories. A key advantage of the proposed method is that it does not require the…

Optimization and Control · Mathematics 2025-11-27 Masashi Wakaiki

In a recent paper we have shown that data collected from linear systems excited by persistently exciting inputs during low-complexity experiments, can be used to design state- and output-feedback controllers, including optimal Linear…

Systems and Control · Electrical Eng. & Systems 2021-03-31 Claudio De Persis , Pietro Tesi

In this paper, we present a novel algorithm named synchronous integral Q-learning, which is based on synchronous policy iteration, to solve the continuous-time infinite horizon optimal control problems of input-affine system dynamics. The…

Systems and Control · Electrical Eng. & Systems 2021-05-20 Lei Guo , Han Zhao

This paper studies a continuous-time stochastic linear-quadratic (SLQ) optimal control problem on infinite-horizon. A data-driven policy iteration algorithm is proposed to solve the SLQ problem. Without knowing three system coefficient…

Optimization and Control · Mathematics 2022-09-30 Heng Zhang , Na Li

This paper studies finite-horizon robust tracking control for discrete-time linear systems, based on input-output data. We leverage behavioral theory to represent system trajectories through a set of noiseless historical data, instead of…

Optimization and Control · Mathematics 2021-02-25 Liang Xu , Mustafa Sahin Turan , Baiwei Guo , Giancarlo Ferrari-Trecate
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