Optimal Tracking Control for Discrete-Time Systems
The aim of this chapter is to present some direct methods for solving the closed-loop optimal tracking control problem for discrete-time systems. Considering the fact that the performance index functions of optimal tracking control problems are quite different from those of optimal state feedback control problems, a new type of performance index function is defined. The methods are mainly based on the iterative HDP and GDHP algorithms. We first study the optimal tracking control problem of affine nonlinear systems, and after that we study the optimal tracking control problem of nonaffine nonlinear systems. It is noticed that most real-world systems need to be effectively controlled within a finite time horizon. Hence, based on the above results, we will further study the finite-horizon optimal tracking control problem, using the ADP approach in the last part of this chapter.
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