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Model-free optimal tracking over finite horizon using adaptive dynamic programming. (English) Zbl 1531.93210

Summary: Adaptive dynamic programming (ADP) based approaches are effective for solving nonlinear Hamilton-Jacobi-Bellman (HJB) in an approximative sense. This paper develops a novel ADP-based approach, in that the focus is on minimizing the consecutive changes in control inputs over a finite horizon to solve the optimal tracking problem for completely unknown discrete time systems. To that end, the cost function considers within its arguments: tracking performance, energy consumption and as a novelty, consecutive changes in the control inputs. Through suitable system transformation, the optimal tracking problem is transformed to a regulation problem with respect to state tracking error. The latter leads to a novel performance index function over finite horizon and corresponding nonlinear HJB equation that is solved in an approximative iterative sense using a novel iterative ADP-based algorithm. A suitable neural network-based structure is proposed to learn the initial admissible one step zero control law. The proposed iterative ADP is implemented using heuristic dynamic programming technique based on actor-critic neural network structure. Finally, simulation studies are presented to illustrate the effectiveness of the proposed algorithm.
© 2023 John Wiley & Sons Ltd.

MSC:

93C40 Adaptive control/observation systems
49L20 Dynamic programming in optimal control and differential games
49L12 Hamilton-Jacobi equations in optimal control and differential games
Full Text: DOI

References:

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