2019
DOI: 10.1002/asjc.2243
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Extended adaptive optimal control of linear systems with unknown dynamics using adaptive dynamic programming

Abstract: The extended infinite horizon optimal control problem of continuous time linear systems with unknown dynamics is investigated in this paper. This optimal control problem can be solved using the corresponding extended algebraic Riccati equation. A new policy iteration algorithm is proposed to approximate the solution of the extended algebraic Riccati equation when the system dynamics are known. The convergence of the proposed algorithm is proved. Based on the proposed policy iteration algorithm, an online adapt… Show more

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Cited by 15 publications
(17 citation statements)
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“…Recently, adaptive/approximate dynamic programming (ADP) has been proposed as a method of solving optimal control problems in which NNs are trained to approximately solve the problem of interest [3,[8][9][10]. The basic ADP framework has three types of components: (1) critics, (2) models, and (3) actions.…”
Section: Introductionmentioning
confidence: 99%
“…Recently, adaptive/approximate dynamic programming (ADP) has been proposed as a method of solving optimal control problems in which NNs are trained to approximately solve the problem of interest [3,[8][9][10]. The basic ADP framework has three types of components: (1) critics, (2) models, and (3) actions.…”
Section: Introductionmentioning
confidence: 99%
“…Furthermore, this control scheme is widely used to control linear and nonlinear systems [9]. The adaptive control has been integrated with classical and advanced control schemes such as PID [3], SMC [7], optimal control [10], fuzzy control [11], event-triggered control [12], neural network control [13]. Since sliding mode control is highly robust against uncertainties, while adaptive control can deal with unknown dynamics.…”
Section: Introductionmentioning
confidence: 99%
“…Reinforcement learning is a biologically inspired approximate method and has certain advantages in coping with optimization problems with uncertainty models or unknown dynamics. Adaptive dynamic programming [8][9][10][11] and approximate dynamic programming (ADP) [12][13][14][15] also belong to the category of reinforcement learning, and overcome the deficiencies of traditional dynamic programming, such as the curse of modelling and the curse of dimensionality [16,17].…”
Section: Introductionmentioning
confidence: 99%