Almost sure convergence of iterative learning control for stochastic systems. (English) Zbl 1185.93152
Summary: This paper proposes an iterative learning control (ILC) algorithm with the purpose of controling the output of a linear stochastic system presented in state space form to track a desired realizable trajectory. It is proved that the algorithm converges to the optimal one a.s. under the condition that the product input-output coupling matrices are full-column rank in addition to some assumptions on noises. No other knowledge about system matrices and covariance matrices is required.
MSC:
93E35 | Stochastic learning and adaptive control |
62L20 | Stochastic approximation |
93E20 | Optimal stochastic control |