Value iteration and adaptive dynamic programming for data-driven adaptive optimal control design

This paper presents a novel non-model-based, data-driven adaptive optimal controller design for linear continuous-time systems with completely unknown dynamics. Inspired by the stochastic approximation theory, a continuous-time version of the traditional value iteration (VI) algorithm is presented w...

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Vydané v:Automatica (Oxford) Ročník 71; s. 348 - 360
Hlavní autori: Bian, Tao, Jiang, Zhong-Ping
Médium: Journal Article
Jazyk:English
Vydavateľské údaje: Elsevier Ltd 01.09.2016
Predmet:
Adaptive control
Adaptive dynamic programming
Optimal control
Stochastic approximation
Value iteration
Stochastic approximation
Value iteration
Adaptive dynamic programming
Adaptive control
Optimal control
ISSN:0005-1098, 1873-2836
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Shrnutí:This paper presents a novel non-model-based, data-driven adaptive optimal controller design for linear continuous-time systems with completely unknown dynamics. Inspired by the stochastic approximation theory, a continuous-time version of the traditional value iteration (VI) algorithm is presented with rigorous convergence analysis. This VI method is crucial for developing new adaptive dynamic programming methods to solve the adaptive optimal control problem and the stochastic robust optimal control problem for linear continuous-time systems. Fundamentally different from existing results, the a priori knowledge of an initial admissible control policy is no longer required. The efficacy of the proposed methodology is illustrated by two examples and a brief comparative study between VI and earlier policy-iteration methods.
ISSN:0005-1098
1873-2836
DOI:10.1016/j.automatica.2016.05.003