Online Data-Driven Adaptive Control for Unknown Linear Time-Varying Systems

This paper proposes a novel online data-driven adaptive control for discrete-time unknown linear time-varying systems. Initialized with an empirical feedback gain, the algorithm periodically updates this gain based on the data collected over a short time window before each update. Meanwhile, the stability of the closed-loop system is analyzed in detail, which shows that under some mild assumptions, the proposed online data-driven adaptive control scheme can guarantee practical global exponential stability. Finally, the proposed algorithm is demonstrated by numerical simulations and its performance is compared with other control algorithms for unknown linear time-varying systems.