Modified general policy iteration based adaptive dynamic programming for unknown discrete-time linear systems

In this article, the general policy iteration (GPI) method for the optimal control of discrete-time linear systems is studied. First, the existing result on the GPI method is recalled and some new properties are proposed. Based on these new properties, a model-based modified GPI algorithm is proposed with its convergence proof. Moreover, the data-driven implementation for the proposed method is introduced without using the information of the system matrices. Compared with the existing results, the condition to initiate the GPI based algorithm is further relaxed by the proposed algorithm. The simulation example verifies the effectiveness of the proposed modified GPI based algorithm.