Optimal Learning Output Tracking Control: A Model-Free Policy Optimization Method With Convergence Analysis

Optimal learning output tracking control (OLOTC) in a model-free manner has received increasing attention in both the intelligent control and the reinforcement learning (RL) communities. Although the model-free tracking control has been achieved via off-policy learning and $Q$ -learning, another popular RL idea of direct policy learning, with its easy-to-implement feature, is still rarely considered. To fill this gap, this article aims to develop a novel model-free policy optimization (PO) algorithm to achieve the OLOTC for unknown linear discrete-time (DT) systems. The iterative control policy is parameterized to directly improve the discounted value function of the augmented system via the gradient-based method. To implement this algorithm in a model-free manner, a model-free two-point policy gradient (PG) algorithm is designed to approximate the gradient of discounted value function by virtue of the sampled states and the reference trajectories. The global convergence of model-free PO algorithm to the optimal value function is demonstrated with the sufficient quantity of samples and proper conditions. Finally, numerical simulation results are provided to validate the effectiveness of the present method.