Model-free optimal control design for a class of linear discrete-time systems with multiple delays using adaptive dynamic programming

In this paper, a model-free optimal control scheme for a class of linear discrete-time systems with multiple delays in state, control and output vectors is proposed. The optimal control can be obtained using only measured input/output data from systems, by adaptive dynamic programming (ADP) technology. First, we give a class of systems what we want to address. Then, a model-free optimal control is designed to minimize the given cost functional by ADP technology, which combines a similar Q-learning method with a value iteration (VI) algorithm, using only the measured input/output data. Finally, several numerical examples are given to illustrate the effectiveness of our approach.