Abstract
In this paper, we consider the use of nonlinear networks towards obtaining nearly optimal solutions to the control of nonlinear discrete-time systems. The method is based on least-squares successive approximation solution of the Generalized Hamilton-Jacobi-Bellman (HJB) equation. Since successive approximation using the GHJB has not been applied for nonlinear discrete-time systems, the proposed recursive method solves the GHJB equation in discrete-time on a well-defined region of attraction. The definition of GHJB, Pre-Hamiltonian function, HJB equation and method of updating the control function for the affine nonlinear discrete time systems are proposed. A neural network is used to approximate the GHJB solution. It is shown that the result is a closed-loop control based on a neural network that has been tuned a priori in off-line mode. Numerical example show that for nonlinear discrete-time systems, the updated control laws will converge to the suboptimal control.
Recommended Citation
J. Sarangapani and Z. Chen, "Neural Network -Based Nearly Optimal Hamilton-Jacobi-Bellman Solution for Affine Nonlinear Discrete-Time Systems," Proceedings of the 44th IEEE Conference on Decision and Control, 2005 and 2005 European Control Conference. CDC-ECC '05, Institute of Electrical and Electronics Engineers (IEEE), Jan 2005.
The definitive version is available at https://doi.org/10.1109/CDC.2005.1582808
Meeting Name
44th IEEE Conference on Decision and Control, 2005 and 2005 European Control Conference. CDC-ECC '05
Department(s)
Electrical and Computer Engineering
Second Department
Computer Science
Sponsor(s)
National Science Foundation (U.S.)
Keywords and Phrases
Hamilton-Jacobi-Bellman; Nonlinear Networks; Discrete-time systems
Document Type
Article - Conference proceedings
Document Version
Final Version
File Type
text
Language(s)
English
Rights
© 2005 Institute of Electrical and Electronics Engineers (IEEE), All rights reserved.
Publication Date
01 Jan 2005
