Abstract
In this paper, stochastic optimal strategy for unknown linear discrete-time system quadratic zero-sum games in input-output form with communication imperfections such as network-induced delays and packet losses, otherwise referred to as networked control system (NCS) zero-sum games, relating to the H∞ optimal control problem is solved in a forward-in-time manner. First, the linear discrete-time zero sum state space representation is transformed into a linear NCS in the state space form after incorporating random delays and packet losses and then into the input-output form. Subsequently, the stochastic optimal approach, referred to as adaptive dynamic programming (ADP), is introduced which estimates the cost or value function to solve the infinite horizon optimal regulation of unknown linear NCS quadratic zero-sum games in the presence of communication imperfections. The optimal control and worst-case disturbance inputs are derived based on the estimated value function in the absence of state measurements. An update law for tuning the unknown parameters of the value function estimator is derived and Lyapunov theory is used to show that all signals are asymptotically stable (AS) and that the estimated control and disturbance signals converge to optimal control and worst-case disturbances, respectively. Simulation results are included to verify the theoretical claims.
Recommended Citation
H. Xu et al., "Stochastic Optimal Design for Unknown Linear Discrete-time System Zero-sum Games in Input-output Form under Communication Constraints," Asian Journal of Control, vol. 16, no. 5, pp. 1263 - 1276, Wiley, Sep 2014.
The definitive version is available at https://doi.org/10.1002/asjc.804
Department(s)
Electrical and Computer Engineering
Second Department
Computer Science
Publication Status
Full Access
Keywords and Phrases
Adaptive estimation; Linear discrete-time system; Networked control system; Optimal adaptive strategy; Zero-sum games
International Standard Serial Number (ISSN)
1934-6093; 1561-8625
Document Type
Article - Journal
Document Version
Citation
File Type
text
Language(s)
English
Rights
© 2024 Wiley, All rights reserved.
Publication Date
01 Sep 2014