Model-free approximate dynamic programming for continuous-time linear systems

Author

Lee, Jae Young ; Park, Jin Bae ; Choi, Yoon Ho

Author_Institution

Dept. of Electr. & Electron. Eng., Yonsei Univ., Seoul, South Korea

fYear

2009

fDate

15-18 Dec. 2009

Firstpage

5009

Lastpage

5014

Abstract

In this paper, a novel online approximate dynamic programming (ADP) technique for completely unknown continuous-time linear systems is proposed to solve the infinite horizon linear quadratic (LQ) optimal control problems. For relaxing the assumption of the known input coupling matrix, the conventional LQ optimal control problem is converted into the proposed cheap control problem. Then, the ADP agent iteratively solves this cheap optimal control problem in online fashion to obtain the near-optimal solution of the conventional LQ optimal control problem. In addition, we mathematically prove the approximation property of the cheap optimal control problem with respect to the conventional LQ optimal control problem. The numerical simulation for ideal DC motor shows the applicability of the proposed ADP algorithm.

Keywords

continuous time systems; dynamic programming; infinite horizon; linear quadratic control; linear systems; matrix algebra; ADP agent; ADP algorithm; DC motor; approximation property; cheap control problem; cheap optimal control; continuous-time linear systems; conventional LQ optimal control; infinite horizon linear quadratic optimal control; input coupling matrix; model-free approximate dynamic programming; near-optimal solution; novel online approximate dynamic programming technique; Adaptive control; Control engineering; Control systems; Dynamic programming; Infinite horizon; Linear systems; Matrix converters; Optimal control; Programmable control; Stability; LQR; adaptive critics; adaptive optimal control; approximate dynamic programming;

fLanguage

English

Publisher

ieee

Conference_Titel

Decision and Control, 2009 held jointly with the 2009 28th Chinese Control Conference. CDC/CCC 2009. Proceedings of the 48th IEEE Conference on

Conference_Location

Shanghai

ISSN

0191-2216

Print_ISBN

978-1-4244-3871-6

Electronic_ISBN

0191-2216

Type

conf

DOI

10.1109/CDC.2009.5400371

Filename

5400371