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未知饱和控制系统有穷域最优控制
引用本文:崔小红,罗艳红,张化光,祖培福.未知饱和控制系统有穷域最优控制[J].控制理论与应用,2016,33(5):631-637.
作者姓名:崔小红  罗艳红  张化光  祖培福
作者单位:东北大学信息科学与工程学院,东北大学信息科学与工程学院,东北大学信息科学与工程学院,牡丹江师范学院数学科学学院
基金项目:牡丹江市科学技术计划项目(G2015k1991), 牡丹江师范学院一般项目(YB201605), 国家自然科学基金项目(61104010), 中国博士后自然科学基金 项目(2012M510825, 2014T70260), 中央高校基本科研基金项目(N140404004)资助.
摘    要: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.

关 键 词:有穷域    最优控制    神经网络    自适应动态规划
收稿时间:2014/12/26 0:00:00
修稿时间:2016/6/16 0:00:00

Finite-horizon optimal control for unknown systems with saturating control inputs
CUI Xiao-hong,LUO Yan-hong,ZHANG Hua-guang and ZU Pei-fu.Finite-horizon optimal control for unknown systems with saturating control inputs[J].Control Theory & Applications,2016,33(5):631-637.
Authors:CUI Xiao-hong  LUO Yan-hong  ZHANG Hua-guang and ZU Pei-fu
Affiliation:Northeastern University,Northeastern University,Northeastern University,Institute of Mathematical Sciences, Mudanjiang Normal College
Abstract:An adaptive dynamic programming (ADP)-based online integral reinforcement learning algorithm is designed for finite-horizon optimal control of nonlinear continuous-time systems with saturating control inputs and partially unknown dynamics. Moreover, the convergence of the algorithm is proved. Firstly, the control constraints are handled through nonquadratic function. Secondly, a single neural network (NN) with constant weights and time-dependent activation functions is designed in order to approximate the unknown and continuous value function. Compared with the traditional dual neural networks, the burden of computation by the single NN is lessened. Meanwhile, the NN weights are updated by the least square method with considering both the residual error and terminal error. Furthermore, the convergence of iterative value function on the base of NN is proved. Lastly, two simulation examples show the effectiveness of the proposed algorithm.
Keywords:finite-horizon  optimal control  neural network  adaptive dynamic programming
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