Iterative learning identification and control for point-to-point tracking of linear time-varying systems with unknown parameters and stochastic noise

In this paper, an interactive iterative learning identification and control (ILIC) scheme is developed for a class of discrete-time linear time-varying systems with unknown parameters and stochastic noise to implement point-to-point tracking. The identification is to iteratively estimate the unknown system parameter matrix by adopting the gradient-type technique for minimizing the distance of the system output from the estimated system output, whilst the control law is to iteratively upgrade the current control input with the current point-to-point tracking error scaled by the estimated system parameter matrix. Thus, the iterative learning identification and the iterative learning control are scheduled in an interactive mode. By means of norm theory, the boundedness of the discrepancy between the system matrix estimation and the real one is derived, whilst, by the manner of the statistical technique, it is conducted that the mathematical expectation of the tracking error monotonically converges to nullity and the variance of the tracking error is bounded. Numerical simulations exhibit the validity and effectiveness of the proposed ILIC scheme.