A structured matrix approach to efficient calculation of LQG repetitive learning controllers in the lifted setting

This article discusses the use of repetitive control for output reference tracking in linear time-varying discrete time systems with both repetitive and non-repetitive noise components. The design of such controllers is formulated as a lifted linear stochastic output feedback problem on which the mature techniques of discrete linear control may be applied. In many modern applications, the large size of the system matrices in such a control problem inhibits the application of standard solvers and optimisation techniques. For linear quadratic Gaussian (LQG) problems, the matrices of the lifted feedback problem can be fitted into the recently developed sequentially semi-separable structure. Innovative numerical solutions are developed that have O(N) computational complexity (where N is the trial length) in both controller synthesis and implementation, comparable to that of many non-lifted and Fourier transform based learning control methods. Moreover, within this formulation, the system is allowed to vary over the learning cycle, closed-loop stability is guaranteed, and stochastic noise and disturbances are handled in an LQG sense.