Title
A Novel Iterative Learning Control Approach Based On Steady-State Kalman Filtering
Abstract
This paper presents a novel off-line iterative learning control algorithm for multiple-input- multiple-output time-varying discrete stochastic systems. Using the steady-state Kalman filtering method, we provide a novel framework for the selection of optimal/sub-optimal fixed learning gain matrices in real applications, which is convenient for engineers. Meanwhile, this framework considerably decreases the calculation about the operations of inverting matrix by introducing a matrix Riccati equation at every iteration. It is strictly proved that the input error covariance converges to its steady-state value asymptotically in the mean square sense, and accordingly, the tracking error covariance also converges. The numerical simulations verify the theoretical results.
Year
DOI
Venue
2019
10.1109/ACCESS.2019.2928673
IEEE ACCESS
Keywords
DocType
Volume
Iterative learning control, steady-state Kalman filtering, sub-optimal fixed learning gain, matrix Riccati equation
Journal
7
ISSN
Citations 
PageRank 
2169-3536
0
0.34
References 
Authors
0
4
Name
Order
Citations
PageRank
Tianbo Zhang100.34
Dong Shen215517.64
Chen Liu33426.22
Xu Hongze463.66