Adaptive dynamic programming with balanced weights seeking strategy

In this paper we propose to integrate the recursive Levenberg-Marquardt method into the adaptive dynamic programming (ADP) design for improved learning and adaptive control performance. Our key motivation is to consider a balanced weight updating strategy with the consideration of both robustness and convergence during the online learning process. Specifically, a modified recursive Levenberg-Marquardt (LM) method is integrated into both the action network and critic network of the ADP design, and a detailed learning algorithm is proposed to implement this approach. We test the performance of our approach based on the triple link inverted pendulum, a popular benchmark in the community, to demonstrate online learning and control strategy. Experimental results and comparative study under different noise conditions demonstrate the effectiveness of this approach.