2021
DOI: 10.1002/rnc.5350
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Adaptive optimization algorithm for nonlinear Markov jump systems with partial unknown dynamics

Abstract: An online adaptive optimal control problem for a class of nonlinear Markov jump systems (MJSs) is studied. It is worth noting that the dynamic information of MJSs is partially unknown. Applying the neural network linear differential inclusion techniques, the nonlinear terms in MJSs are approximately converted to linear forms. By using subsystem transformation schemes, we can transfer the nonlinear MJSs to N new coupled linear subsystems. Then a new online policy iteration algorithm is put forward to obtain the… Show more

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Cited by 92 publications
(25 citation statements)
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“…Recently, Stojanovic et al presented a robust identification algorithm for fault detection in the presence of non‐Gaussian noises—application to hydraulic servo drives, 7 studied the state and parameter joint estimation problem of linear stochastic systems in presence of faults and non‐Gaussian noises 8 . Dong et al discussed robust fault detection filter design problem for a class of discrete‐time conic‐type nonlinear Markov jump systems with jump fault signals 9 and Fang et al proposed an adaptive optimization algorithm for nonlinear Markov jump systems with partial unknown dynamics 10 …”
Section: Introductionmentioning
confidence: 99%
“…Recently, Stojanovic et al presented a robust identification algorithm for fault detection in the presence of non‐Gaussian noises—application to hydraulic servo drives, 7 studied the state and parameter joint estimation problem of linear stochastic systems in presence of faults and non‐Gaussian noises 8 . Dong et al discussed robust fault detection filter design problem for a class of discrete‐time conic‐type nonlinear Markov jump systems with jump fault signals 9 and Fang et al proposed an adaptive optimization algorithm for nonlinear Markov jump systems with partial unknown dynamics 10 …”
Section: Introductionmentioning
confidence: 99%
“…For a nonlinear Markov jump system, ref. [30] converts the nonlinear terms into linear forms using the neural network linear differential inclusion techniques. Additionally, an asynchronous fault detection filter is given in [31], and sufficient conditions for the stable resultant Markov jump systems are devised.…”
Section: Introductionmentioning
confidence: 99%
“…1,[6][7][8][9][10][11] In case the relationship between input/output data exhibits nonlinear phenomena, a nonlinear model approximation is needed. The nonlinearities can be represented by various models such as basis function expansions, 12 Volterra models, [13][14][15] Gaussian processes, 16,17 neural networks, 18,19 trees, 20,21 and so on. The nonlinear model can also be approximated by a linear model with time-variant parameters via robust Kalman filter.…”
Section: Introductionmentioning
confidence: 99%