Presented is an algorithm to synthesize the optimal infinite-horizon LQR feedback controller for continuous-time systems. The algorithm does not require knowledge of the system dynamics but instead uses only a finite-length sampling of arbitrary input-output data. The algorithm is based on a constrained optimization problem that enforces a necessary condition on the dynamics of the optimal value function along any trajectory. In addition to calculating the standard LQR gain matrix, a feedforward gain can be found to implement a reference tracking controller. This paper presents a theoretical justification for the method and shows several examples, including a validation test on a real scale aircraft.

翻译：本文提出了一种为连续时间系统综合最优无限时域LQR反馈控制器的算法。该算法无需知晓系统动力学，仅需使用任意输入输出数据的有限长度采样。该算法基于一个约束优化问题，该问题对最优值函数沿任意轨迹的动力学施加了一个必要条件。除了计算标准的LQR增益矩阵外，还可以找到一个前馈增益以实现参考跟踪控制器。本文为该方法提供了理论依据，并展示了若干示例，包括在一个真实比例飞机上进行的验证测试。