Further, we consider the control of completely unknown systems based on online optimization. We divide the overall problem into the design of an estimation algorithm and a control algorithm. The control algorithm is a model-independent receding horizon control algorithm in which important system theoretic properties like convergence to the origin are guaranteed without the knowledge of the true system parameters. The estimation and control algorithm are combined together and convergence to the origin of the closed-loop system for fully unknown linear time-invariant discrete-time systems is shown.
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