Formulations for Data-Driven Control Design and Reinforcement Learning

Abstract

The goal of this paper is to investigate model-free data-driven control design strategies for unknown systems. In particular, we report new data-driven linear matrix inequalities (LMIs) and dynamic programming (DP) methods. Both continuous-time and discrete-time systems are considered. We consider data transition equations that include complete information on the system model using state-input trajectories. Instead of computing explicit system model, the data transition equations are used to construct data-dependent LMI and DP formulations. The proposed formulations provide additional insights in data-driven control designs. In addition, we regard the proposed methods as a complement rather than replacement of existing methods.