Online Inverse Optimal Control on Infinite Horizons

Abstract

In this paper, we consider the problem of computing parameters of a discrete-time infinite-horizon optimal control objective function from (possibly finite-length) state and control sequences. To solve this problem, we propose a novel method of inverse optimal control by exploiting a recently established infinite-horizon discrete-time minimum principle. Our proposed method admits a computationally efficient online implementation in which pairs of states and controls from the state and control sequences are processed sequentially without being stored or processed as a batch. We establish conditions guaranteeing the uniqueness of the cost-function parameters computed by our proposed method and illustrate its application in simulation.