Optimal Control Problem for Linear System Based on Adaptive Dynamics Programming and Gradient Descent Method

Yanzhi Wu, Lu Liu
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Abstract

The optimal control problem is investigated for linear system with unknown dynamics in this paper. For linear system, adaptive dynamic programming (ADP) techniques and gradient descent method are combined to obtain an approximated optimal controller. We design ADP algorithms to calculate the system matrices of the linear system. Based on these calculated system matrices, a gradient descent algorithm is utilized to approximate the optimal feedback control gain. Finally, a numerical example is included for illustration.
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基于自适应动态规划和梯度下降法的线性系统最优控制问题
研究了一类未知动态线性系统的最优控制问题。对于线性系统,将自适应动态规划(ADP)技术与梯度下降法相结合,得到近似最优控制器。我们设计了ADP算法来计算线性系统的系统矩阵。基于计算得到的系统矩阵,利用梯度下降算法逼近最优反馈控制增益。最后,给出了一个数值算例。
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