This paper addresses a novel on-line optimization control strategy for unknown nonlinear systems. The Volterra series is used as a non-linear operator for the representation of unknown non-linear systems, which maps one function to another with a specific form. Based on this nonlinear operator, the correlation-integration method is proposed using on-line measured input and output data. This method has the following properties: system model free, strong rejection to disturbances, good robustness and on-line adaptation. Some examples are used to demonstrate these properties.
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