H∞ Tracking Control for Linear Discrete-Time Systems: Model-Free Q-Learning Designs.

In this letter, a novel model-free Q-learning based approach is developed to solve the H∞ tracking problem for linear discrete-time systems. A new exponential discounted value function is introduced that includes the cost of the whole control input and tracking error. The tracking Bellman equation and the game algebraic Riccati equation (GARE) are derived. The solution to the GARE leads to the fee...