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Although state-feedback optimal control of the continuous-time (CT) systems has been extensively studied, resolving optimal control online via output-feedback is still challenging, especially only input-output information can be used. In this brief, we develop an innovative technique to online design the output-feedback optimal control (OFOC) of the CT systems. Firstly, to synthesis the OFOC, an output-feedback algebraic Riccati equation (OARE) is constructed, which can be solved using input-output information. Then, an online policy learning (PL) algorithm is developed to compute the solution of the OARE, where only the input-output information is required and the conventional offline learning procedure is avoided. Simulations based on an aircraft model are provided to test the developed control method and online learning algorithm.
Zhao et al. (Thu,) studied this question.