Sequential Inverse Optimal Control of Discrete System

This paper suggests the sequential inverse optimal control (SIOC) approach for discrete-time system. It determines the unknown weight vectors of the cost function in real-time utilizing the input and output of a discrete-time system that is optimally controlled. It systematically calculates the possible solution spaces and their intersections until the intersection space's dimension is reduced to one. The remaining one-dimensional vector at the intersection of the possible solution space is the solution to the IOC problem. In this method, we clarify the conditions on the decrease of the dimension of the intersection space follow with the tackling method of noisy data. The simulation results illustrate the high calculation speed and effective noise-tackling results of our method.