Value iteration and adaptive optimal output regulation with assured convergence rate

In this paper, we investigate the learning-based adaptive optimal output regulation problem with convergence rate requirement for disturbed linear continuous-time systems. An adaptive optimal control approach is proposed based on reinforcement learning and adaptive dynamic programming to learn the o...

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Published in:Control engineering practice Vol. 121; p. 105042
Main Authors: Jiang, Yi, Gao, Weinan, Na, Jing, Zhang, Di, Hämäläinen, Timo T., Stojanovic, Vladimir, Lewis, Frank L.
Format: Journal Article
Language:English
Published: Elsevier Ltd 01.04.2022
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ISSN:0967-0661, 1873-6939
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Abstract In this paper, we investigate the learning-based adaptive optimal output regulation problem with convergence rate requirement for disturbed linear continuous-time systems. An adaptive optimal control approach is proposed based on reinforcement learning and adaptive dynamic programming to learn the optimal regulator with assured convergence rate. The above-mentioned problem is successfully solved by tackling a static optimization problem to find the optimal solution to the regulator equations, and a dynamic and constrained optimization problem to obtain the optimal feedback control gain. Without requiring on the accurate system dynamics or a stabilizing feedback control gain, a novel online value iteration algorithm is proposed, which can learn both the optimal feedback control gain and the corresponding feedforward control gain using measurable data. Moreover, the output of the closed-loop system is guaranteed to converge faster or equal to a predefined convergence rate set by user. Finally, the numerical analysis on a LCL coupled inverter-based distributed generation system shows that the proposed approach can achieve desired disturbance rejection and tracking performance.
AbstractList In this paper, we investigate the learning-based adaptive optimal output regulation problem with convergence rate requirement for disturbed linear continuous-time systems. An adaptive optimal control approach is proposed based on reinforcement learning and adaptive dynamic programming to learn the optimal regulator with assured convergence rate. The above-mentioned problem is successfully solved by tackling a static optimization problem to find the optimal solution to the regulator equations, and a dynamic and constrained optimization problem to obtain the optimal feedback control gain. Without requiring on the accurate system dynamics or a stabilizing feedback control gain, a novel online value iteration algorithm is proposed, which can learn both the optimal feedback control gain and the corresponding feedforward control gain using measurable data. Moreover, the output of the closed-loop system is guaranteed to converge faster or equal to a predefined convergence rate set by user. Finally, the numerical analysis on a LCL coupled inverter-based distributed generation system shows that the proposed approach can achieve desired disturbance rejection and tracking performance.
ArticleNumber 105042
Author Gao, Weinan
Hämäläinen, Timo T.
Jiang, Yi
Na, Jing
Lewis, Frank L.
Stojanovic, Vladimir
Zhang, Di
Author_xml – sequence: 1
  givenname: Yi
  orcidid: 0000-0001-8927-0119
  surname: Jiang
  fullname: Jiang, Yi
  email: yjian22@cityu.edu.hk
  organization: Department of Biomedical Engineering, City University of Hong Kong, Hong Kong Special Administrative Region of China
– sequence: 2
  givenname: Weinan
  orcidid: 0000-0001-7921-018X
  surname: Gao
  fullname: Gao, Weinan
  email: wgao@fit.edu
  organization: Department of Mechanical and Civil Engineering, Florida Institute of Technology, Melbourne, FL 32901, USA
– sequence: 3
  givenname: Jing
  surname: Na
  fullname: Na, Jing
  email: najing25@163.com, najing25@kust.edu.cn
  organization: Faculty of Mechanical and Electrical Engineering, Kunming University of Science and Technology, Kunming 650500, China
– sequence: 4
  givenname: Di
  surname: Zhang
  fullname: Zhang, Di
  email: d.zhang@jyu.fi
  organization: Faculty of Mathematical Information Technology, University of Jyväskylä, P.O. Box 35, Jyväskylä, FIN-40014, Finland
– sequence: 5
  givenname: Timo T.
  surname: Hämäläinen
  fullname: Hämäläinen, Timo T.
  email: timo.t.hamalainen@jyu.fi
  organization: Faculty of Mathematical Information Technology, University of Jyväskylä, P.O. Box 35, Jyväskylä, FIN-40014, Finland
– sequence: 6
  givenname: Vladimir
  surname: Stojanovic
  fullname: Stojanovic, Vladimir
  email: vladostojanovic@mts.rs
  organization: Faculty of Mechanical and Civil Engineering, University of Kragujevac, Kraljevo 36000, Serbia
– sequence: 7
  givenname: Frank L.
  surname: Lewis
  fullname: Lewis, Frank L.
  email: lewis@uta.edu
  organization: UTA Research Institute, the University of Texas at Arlington, Fort Worth, TX 76118, USA
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Keywords Value iteration
Adaptive dynamic programming
Optimal output regulation
Reinforcement learning
Assured convergence rate
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  publication-title: Automatica
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– year: 2020
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  article-title: An approximate neuro-optimal solution of discounted guaranteed cost control design
  publication-title: IEEE Transactions on Cybernetics
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Snippet In this paper, we investigate the learning-based adaptive optimal output regulation problem with convergence rate requirement for disturbed linear...
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StartPage 105042
SubjectTerms Adaptive dynamic programming
Assured convergence rate
Optimal output regulation
Reinforcement learning
Value iteration
Title Value iteration and adaptive optimal output regulation with assured convergence rate
URI https://dx.doi.org/10.1016/j.conengprac.2021.105042
Volume 121
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