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Main Authors: Li, Weijian, Yi, Bowen, Antsaklis, Panos J., Lin, Hai
Format: Preprint
Published: 2026
Subjects:
Online Access:https://arxiv.org/abs/2605.16752
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author Li, Weijian
Yi, Bowen
Antsaklis, Panos J.
Lin, Hai
author_facet Li, Weijian
Yi, Bowen
Antsaklis, Panos J.
Lin, Hai
contents In this paper, we investigate a continuous-time linear quadratic control problem for systems with unknown matrices, where only input-output data are available. We propose an output-feedback learning framework based on a canonical nonminimal realization constructed through Kreisselmeier's adaptive filter. The filter admits an observer interpretation, which leads to an augmented system that preserves the input-output response of the realization and provides accessible state trajectories. We show that the optimal gain of this augmented system explicitly recovers the optimal gain associated with the canonical non-minimal realization, and hence achieves the optimal state-feedback solution of the original plant. Exploiting this relation and the known structure of the augmented input matrix, we develop a data-driven value iteration algorithm within the adaptive dynamic programming framework. The resulting controller is implementable from input-output data, and its performance is validated via simulations.
format Preprint
id arxiv_https___arxiv_org_abs_2605_16752
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle Data-Driven Linear Quadratic Control Using Output-Feedback via Non-Minimal Realization
Li, Weijian
Yi, Bowen
Antsaklis, Panos J.
Lin, Hai
Optimization and Control
In this paper, we investigate a continuous-time linear quadratic control problem for systems with unknown matrices, where only input-output data are available. We propose an output-feedback learning framework based on a canonical nonminimal realization constructed through Kreisselmeier's adaptive filter. The filter admits an observer interpretation, which leads to an augmented system that preserves the input-output response of the realization and provides accessible state trajectories. We show that the optimal gain of this augmented system explicitly recovers the optimal gain associated with the canonical non-minimal realization, and hence achieves the optimal state-feedback solution of the original plant. Exploiting this relation and the known structure of the augmented input matrix, we develop a data-driven value iteration algorithm within the adaptive dynamic programming framework. The resulting controller is implementable from input-output data, and its performance is validated via simulations.
title Data-Driven Linear Quadratic Control Using Output-Feedback via Non-Minimal Realization
topic Optimization and Control
url https://arxiv.org/abs/2605.16752