Value Iteration for Linear Quadratic Optimal Control of Single-Input Single-Output Systems via Output Feedback

A value iteration approach based solely on input/output measurements is proposed to solve linear quadratic (LQ) optimal control problems for single-input, single-output (SISO) continuous-time systems. Such an algorithm is designed by coupling an adaptive Luenberger observer with an indirect value iteration architecture. The continuous-time implementation of this controller requires that the gathered estimates are strongly controllable. A hybrid adaptation mechanism is envisioned to overcome such a requirement. The effectiveness of the proposed approach is validated via numerical simulations.