A neural-network-based iterative GDHP approach for solving a class of nonlinear optimal control problems with control constraints

In this paper, a novel neural-network-based iterative adaptive dynamic programming (ADP) algorithm is proposed. It aims at solving the optimal control problem of a class of nonlinear discrete-time systems with control constraints. By introducing a generalized nonquadratic functional, the iterative ADP algorithm through globalized dual heuristic programming technique is developed to design optimal controller with convergence analysis. Three neural networks are constructed as parametric structures to facilitate the implementation of the iterative algorithm. They are used for approximating at each iteration the cost function, the optimal control law, and the controlled nonlinear discrete-time system, respectively. A simulation example is also provided to verify the effectiveness of the control scheme in solving the constrained optimal control problem.     

基于迭代神经动态规划的数据驱动非线性近似最优调节

利用数据驱动控制思想,建立一种设计离散时间非线性系统近似最优调节器的迭代神经动态规划方法.提出针对离散时间一般非线性系统的迭代自适应动态规划算法并且证明其收敛性与最优性.通过构建三种神经网络,给出全局二次启发式动态规划技术及其详细的实现过程,其中执行网络是在神经动态规划的框架下进行训练.这种新颖的结构可以近似代价函数及其导函数,同时在不依赖系统动态的情况下自适应地学习近似最优控制律.值得注意的是,这在降低对于控制矩阵或者其神经网络表示的要求方面,明显地改进了迭代自适应动态规划算法的现有结果,能够促进复杂非线性系统基于数据的优化与控制设计的发展.通过两个仿真实验,验证本文提出的数据驱动最优调节方法的有效性.     

Dual iterative adaptive dynamic programming for a class of discrete-time nonlinear systems with time-delays

In this paper, a new dual iterative adaptive dynamic programming (ADP) algorithm is developed to solve optimal control problems for a class of nonlinear systems with time-delays in state and control variables. The idea is to use the dynamic programming theory to solve the expressions of the optimal performance index function and control. Then, the dual iterative ADP algorithm is introduced to obtain the optimal solutions iteratively, where in each iteration, the performance index function and the system states are both updated. Convergence analysis is presented to prove the performance index function to reach the optimum by the proposed method. Neural networks are used to approximate the performance index function and compute the optimal control policy, respectively, for facilitating the implementation of the dual iterative ADP algorithm. Simulation examples are given to demonstrate the validity of the proposed optimal control scheme.     

基于评价网络近似误差的自适应动态规划优化控制

为了求解有限时域最优控制问题,自适应动态规划(ADP)算法要求受控系统能一步控制到零。针对不能一步控制到零的非线性系统,提出一种改进的ADP算法,其初始代价函数由任意的有限时间容许序列构造。推导了算法的迭代过程并证明了算法的收敛性。当考虑评价网络的近似误差并满足假设条件时,迭代代价函数将收敛到最优代价函数的有界邻域。仿真例子验证了所提出方法的有效性。     

Finite-horizon neuro-optimal tracking control for a class of discrete-time nonlinear systems using adaptive dynamic programming approach

In this paper, a finite-horizon neuro-optimal tracking control strategy for a class of discrete-time nonlinear systems is proposed. Through system transformation, the optimal tracking problem is converted into designing a finite-horizon optimal regulator for the tracking error dynamics. Then, with convergence analysis in terms of cost function and control law, the iterative adaptive dynamic programming (ADP) algorithm via heuristic dynamic programming (HDP) technique is introduced to obtain the finite-horizon optimal tracking controller which makes the cost function close to its optimal value within an ?-error bound. Three neural networks are used as parametric structures to implement the algorithm, which aims at approximating the cost function, the control law, and the error dynamics, respectively. Two simulation examples are included to complement the theoretical discussions.     

Policy Iteration for Optimal Control of Discrete-Time Time-Varying Nonlinear Systems

Aimed at infinite horizon optimal control problems of discrete time-varying nonlinear systems, in this paper, a new iterative adaptive dynamic programming algorithm, which is the discrete-time time-varying policy iteration (DTTV) algorithm, is developed. The iterative control law is designed to update the iterative value function which approximates the index function of optimal performance. The admissibility of the iterative control law is analyzed. The results show that the iterative value function is non-increasingly convergent to the Bellman-equation optimal solution. To implement the algorithm, neural networks are employed and a new implementation structure is established, which avoids solving the generalized Bellman equation in each iteration. Finally, the optimal control laws for torsional pendulum and inverted pendulum systems are obtained by using the DTTV policy iteration algorithm, where the mass and pendulum bar length are permitted to be time-varying parameters. The effectiveness of the developed method is illustrated by numerical results and comparisons.      

Stable iterative adaptive dynamic programming algorithm with approximation errors for discrete-time nonlinear systems

In this paper, a novel iterative adaptive dynamic programming (ADP) algorithm is developed to solve infinite horizon optimal control problems for discrete-time nonlinear systems. When the iterative control law and iterative performance index function in each iteration cannot be accurately obtained, it is shown that the iterative controls can make the performance index function converge to within a finite error bound of the optimal performance index function. Stability properties are presented to show that the system can be stabilized under the iterative control law which makes the present iterative ADP algorithm feasible for implementation both on-line and off-line. Neural networks are used to approximate the iterative performance index function and compute the iterative control policy, respectively, to implement the iterative ADP algorithm. Finally, two simulation examples are given to illustrate the performance of the present method.     

Neuro-optimal tracking control for a class of discrete-time nonlinear systems via generalized value iteration adaptive dynamic programming approach

In this paper, a novel value iteration adaptive dynamic programming (ADP) algorithm, called “generalized value iteration ADP” algorithm, is developed to solve infinite horizon optimal tracking control problems for a class of discrete-time nonlinear systems. The developed generalized value iteration ADP algorithm permits an arbitrary positive semi-definite function to initialize it, which overcomes the disadvantage of traditional value iteration algorithms. Convergence property is developed to guarantee that the iterative performance index function will converge to the optimum. Neural networks are used to approximate the iterative performance index function and compute the iterative control policy, respectively, to implement the iterative ADP algorithm. Finally, a simulation example is given to illustrate the performance of the developed algorithm.     

Neural-network-based approach to finite-time optimal control for a class of unknown nonlinear systems

This paper proposes a novel finite-time optimal control method based on input–output data for unknown nonlinear systems using adaptive dynamic programming (ADP) algorithm. In this method, the single-hidden layer feed-forward network (SLFN) with extreme learning machine (ELM) is used to construct the data-based identifier of the unknown system dynamics. Based on the data-based identifier, the finite-time optimal control method is established by ADP algorithm. Two other SLFNs with ELM are used in ADP method to facilitate the implementation of the iterative algorithm, which aim to approximate the performance index function and the optimal control law at each iteration, respectively. A simulation example is provided to demonstrate the effectiveness of the proposed control scheme.     

Neural-Network-Based Near-Optimal Control for a Class of Discrete-Time Affine Nonlinear Systems With Control Constraints

In this paper, the near-optimal control problem for a class of nonlinear discrete-time systems with control constraints is solved by iterative adaptive dynamic programming algorithm. First, a novel nonquadratic performance functional is introduced to overcome the control constraints, and then an iterative adaptive dynamic programming algorithm is developed to solve the optimal feedback control problem of the original constrained system with convergence analysis. In the present control scheme, there are three neural networks used as parametric structures for facilitating the implementation of the iterative algorithm. Two examples are given to demonstrate the convergence and feasibility of the proposed optimal control scheme.     

基于自适应动态规划的一类带有时滞的离散时间非线性系统的最优控制策略

针对一类状态和控制变量均带有时滞的非线性系统的带有二次性能指标函数最优控制问题, 本文提出了一种基于新的迭代自适应动态规划算法的最优控制方案. 通过引进时滞矩阵函数, 应用动态规划理论, 本文获得了最优控制的显式表达式, 然后通过自适应评判技术获得最优控制量. 本文给出了收敛性证明以保证性能指标函数收敛到最优. 为了实现所提出的算法, 本文采用神经网络近似性能指标函数、计算最优控制策略、求解时滞矩阵函数、以及给非线性系统建模. 最后本文给出了两个仿真例子说明所提出的最优策略的有效性.     

基于折扣广义值迭代的智能最优跟踪及应用验证

设计了一种基于折扣广义值迭代的智能算法,用于解决一类复杂非线性系统的最优跟踪控制问题.通过选取合适的初始值,值迭代过程中的代价函数将以单调递减的形式收敛到最优代价函数.基于单调递减的值迭代算法,在不同折扣因子的作用下,讨论了迭代跟踪控制律的可容许性和误差系统的渐近稳定性.为了促进算法的实现,建立一个数据驱动的模型网络用...     

Optimal Fixed-Point Tracking Control for Discrete-Time Nonlinear Systems via ADP

Based on adaptive dynamic programming (ADP), the fixed-point tracking control problem is solved by a value iteration (Ⅵ) algorithm. First, a class of discrete-time (DT) nonlinear system with disturbance is considered. Second, the convergence of a Ⅵ algorithm is given. It is proven that the iterative cost function precisely converges to the optimal value, and the control input and disturbance input also converges to the optimal values. Third, a novel analysis pertaining to the range of the discount factor is presented, where the cost function serves as a Lyapunov function. Finally, neural networks (NNs) are employed to approximate the cost function, the control law, and the disturbance law. Simulation examples are given to illustrate the effective performance of the proposed method.      

未知非线性零和博弈最优跟踪的事件触发控制设计

设计了一种基于事件的迭代自适应评判算法,用于解决一类非仿射系统的零和博弈最优跟踪控制问题.通过数值求解方法得到参考轨迹的稳定控制,进而将未知非线性系统的零和博弈最优跟踪控制问题转化为误差系统的最优调节问题.为了保证闭环系统在具有良好控制性能的基础上有效地提高资源利用率,引入一个合适的事件触发条件来获得阶段性更新的跟踪策略对.然后,根据设计的触发条件,采用Lyapunov方法证明误差系统的渐近稳定性.接着,通过构建四个神经网络,来促进所提算法的实现.为了提高目标轨迹对应稳定控制的精度,采用模型网络直接逼近未知系统函数而不是误差动态系统.构建评判网络、执行网络和扰动网络用于近似迭代代价函数和迭代跟踪策略对.最后,通过两个仿真实例,验证该控制方法的可行性和有效性.     

一类控制受约束非线性系统的基于单网络贪婪迭代DHP算法的近似最优镇定

提出一种贪婪迭代DHP (Dual heuristic programming)算法, 解决了一类控制受约束非线性系统的近似最优镇定问题. 针对系统的控制约束, 首先引入一个非二次泛函把约束问题转换为无约束问题, 然后基于协状态函数提出一种贪婪迭代DHP算法以求解系统的HJB (Hamilton-Jacobi-Bellman)方程. 在算法的每个迭代步, 利用一个神经网络来近似系统的协状态函数, 而后根据协状态函数直接计算系统的最优控制策略, 从而消除了常规近似动态规划方法中的控制网络. 最后通过两个仿真例子证明了本文提出的最优控制方案的有效性和可行性.     

未知饱和控制系统有穷域最优控制

针对带有饱和执行器且局部未知的非线性连续系统的有穷域最优控制问题,设计了一种基于自适应动态规划(ADP)的在线积分增强学习算法,并给出算法的收敛性证明.首先,引入非二次型函数处理控制饱和问题.其次,设计一种由常量权重和时变激活函数构成的单一网络,来逼近未知连续的值函数,与传统双网络相比减少了计算量.同时,综合考虑神经网络产生的残差和终端误差,应用最小二乘法更新神经网络权重,并且给出基于神经网络的迭代值函数收敛到最优值的收敛性证明.最后,通过两个仿真例子验证了算法的有效性.     

A new approach to differential dynamic programming for discrete time systems

This paper proposes a new differential dynamic programming algorithm for solving discrete time optimal control problems with equality and inequality constraints on both control and state variables and proves its convergence. The present algorithm is different from differential dynamic programming algorithms developed in [10]-[15], which can hardly solve optimal control problems with inequality constraints on state variables and whose convergence has not been proved. Composed of iterative methods for solving systems of nonlinear equations, it is based upon Kuhn-Tucker conditions for recurrence relations of dynamic programming. Numerical examples show file efficiency of the present algorithm.     

Neural-Network-Based Control for Discrete-Time Nonlinear Systems with Input Saturation Under Stochastic Communication Protocol

In this paper, an adaptive dynamic programming (ADP) strategy is investigated for discrete-time nonlinear systems with unknown nonlinear dynamics subject to input saturation. To save the communication resources between the controller and the actuators, stochastic communication protocols (SCPs) are adopted to schedule the control signal, and therefore the closed-loop system is essentially a protocol-induced switching system. A neural network (NN)-based identifier with a robust term is exploited for approximating the unknown nonlinear system, and a set of switch-based updating rules with an additional tunable parameter of NN weights are developed with the help of the gradient descent. By virtue of a novel Lyapunov function, a sufficient condition is proposed to achieve the stability of both system identification errors and the update dynamics of NN weights. Then, a value iterative ADP algorithm in an offline way is proposed to solve the optimal control of protocol-induced switching systems with saturation constraints, and the convergence is profoundly discussed in light of mathematical induction. Furthermore, an actor-critic NN scheme is developed to approximate the control law and the proposed performance index function in the framework of ADP, and the stability of the closed-loop system is analyzed in view of the Lyapunov theory. Finally, the numerical simulation results are presented to demonstrate the effectiveness of the proposed control scheme.      

A novel optimal tracking control scheme for a class of discrete-time nonlinear systems using generalised policy iteration adaptive dynamic programming algorithm

In this paper, a novel iterative adaptive dynamic programming (ADP) algorithm, called generalised policy iteration ADP algorithm, is developed to solve optimal tracking control problems for discrete-time nonlinear systems. The idea is to use two iteration procedures, including an i-iteration and a j-iteration, to obtain the iterative tracking control laws and the iterative value functions. By system transformation, we first convert the optimal tracking control problem into an optimal regulation problem. Then the generalised policy iteration ADP algorithm, which is a general idea of interacting policy and value iteration algorithms, is introduced to deal with the optimal regulation problem. The convergence and optimality properties of the generalised policy iteration algorithm are analysed. Three neural networks are used to implement the developed algorithm. Finally, simulation examples are given to illustrate the performance of the present algorithm.     

Approximate optimal solution of the DTHJB equation for a class of nonlinear affine systems with unknown dead-zone constraints

In this paper, an optimal control scheme of a class of unknown discrete-time nonlinear systems with dead-zone control constraints is developed using adaptive dynamic programming (ADP). First, the discrete-time Hamilton–Jacobi–Bellman (DTHJB) equation is derived. Then, an improved iterative ADP algorithm is constructed which can solve the DTHJB equation approximately. Combining with Riemann integral, detailed proofs of existence and uniqueness of the solution are also presented. It is emphasized that this algorithm allows the implementation of optimal control without knowing internal system dynamics. Moreover, the approach removes the requirements of precise parameters of the dead-zone. Finally, simulation studies are given to demonstrate the performance of the present approach using neural networks.