首页|Neural-network-based stochastic linear quadratic optimal tracking control scheme for unknown discrete-time systems using adaptive dynamic programming
Neural-network-based stochastic linear quadratic optimal tracking control scheme for unknown discrete-time systems using adaptive dynamic programming
扫码查看
点击上方二维码区域，可以放大扫码查看
原文链接
NETL
NSTL
万方数据
维普
In this paper, a stochastic linear quadratic optimal tracking scheme is proposed for unknown linear discrete-time (DT) systems based on adaptive dynamic programming (ADP) algorithm. First, an augmented system composed of the original system and the command generator is constructed and then an augmented stochastic algebraic equation is derived based on the augmented system. Next, to obtain the optimal control strategy, the stochastic case is converted into the deterministic one by system transformation, and then an ADP algorithm is proposed with convergence analysis. For the purpose of realizing the ADP algorithm, three back propagation neural networks including model network, critic network and action network are devised to guarantee unknown system model, optimal value function and optimal control strategy, respectively. Finally, the obtained optimal control strategy is applied to the original stochastic system, and two simulations are provided to demonstrate the effectiveness of the proposed algorithm.
NETL
NSTL
万方数据
维普
