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Finite horizon optimal control of non-linear discrete-time switched systems using adaptive dynamic programming with ε-error bound

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  • Chunbin Qin
  • Huaguang Zhang
  • Yanhong Luo
  • Binrui Wang

Abstract

In this paper, we aim to solve the finite-horizon optimal control problem for a class of non-linear discrete-time switched systems using adaptive dynamic programming(ADP) algorithm. A new ε-optimal control scheme based on the iterative ADP algorithm is presented which makes the value function converge iteratively to the greatest lower bound of all value function indices within an error according to ε within finite time. Two neural networks are used as parametric structures to implement the iterative ADP algorithm with ε-error bound, which aim at approximating the value function and the control policy, respectively. And then, the optimal control policy is obtained. Finally, a simulation example is included to illustrate the applicability of the proposed method.

Suggested Citation

  • Chunbin Qin & Huaguang Zhang & Yanhong Luo & Binrui Wang, 2014. "Finite horizon optimal control of non-linear discrete-time switched systems using adaptive dynamic programming with ε-error bound," International Journal of Systems Science, Taylor & Francis Journals, vol. 45(8), pages 1683-1693, August.
    • Handle: RePEc:taf:tsysxx:v:45:y:2014:i:8:p:1683-1693
    DOI: 10.1080/00207721.2012.748945
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    References listed on IDEAS

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    1. Weiming Xiang & Jian Xiao, 2013. "Finite-time stability and stabilisation for switched linear systems," International Journal of Systems Science, Taylor & Francis Journals, vol. 44(2), pages 384-400.
    2. Ning Cao & Huaguang Zhang & Yanhong Luo & Dezhi Feng, 2012. "Infinite horizon optimal control of affine nonlinear discrete switched systems using two-stage approximate dynamic programming," International Journal of Systems Science, Taylor & Francis Journals, vol. 43(9), pages 1673-1682.
    3. Yanhui Tong & Lixian Zhang & Peng Shi & Changhong Wang, 2013. "A common linear copositive Lyapunov function for switched positive linear systems with commutable subsystems," International Journal of Systems Science, Taylor & Francis Journals, vol. 44(11), pages 1994-2003.
    4. Ben Niu & Jun Zhao, 2013. "Tracking control for output-constrained nonlinear switched systems with a barrier Lyapunov function," International Journal of Systems Science, Taylor & Francis Journals, vol. 44(5), pages 978-985.
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    Cited by:

    1. Lou, Xuyang & Ji, Zheng, 2021. "Self-triggering adaptive optimal control for nonlinear systems based on encoding mechanism," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 190(C), pages 1027-1047.

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