Data Driven State Reconstruction of Dynamical System Based on Approximate Dynamic Programming and Reinforcement Learning

A data-driven approximation formulation for the state reconstruction problem of dynamical systems is presented in this paper. Without the assumption of an explicit mathematical model, the Hamilton-Jacobi-Bellman (HJB) based approach of a data-driven state reconstruction design method for monitoring and output-feedback control of dynamical systems is presented. The proposed state reconstruction design is based on a dynamic programming approach. To evaluate the proposed state reconstruction, computational experiments are conducted using only dynamical system model output data. The sensitivity of the algorithm parameters is also analyzed and discussed. The performance evaluation is analyzed in terms of the error metrics of the discrete linear quadratic regulator with output feedback under the value iteration algorithm through a reinforcement learning strategy.