Data-driven Estimation of the Algebraic Riccati Equation for the Discrete-Time Inverse Linear Quadratic Regulator Problem

Shuhei Sugiura, Ryo Ariizumi, Masaya Tanemura +2

In this paper, we propose a method for estimating the algebraic Riccati equation (ARE) with respect to an unknown discrete-time system from the system state and input observation.…