Neural-network-based stochastic linear quadratic optimal tracking control scheme for unknown discrete-time systems using adaptive dynamic programming  

作　　者：Xin Chen Fang Wang 

机构地区：[1]School of Automation,China University of Geosciences,Wuhan,430074,Hubei,China [2]Hubei Key Laboratory of Advanced Control and Intelligent Automation for Complex Systems,Wuhan,430074,Hubei,China

出　　处：《Control Theory and Technology》2021年第3期315-327,共13页控制理论与技术（英文版）

基　　金：This work was supported by the National Natural Science Foundation of China(No.61873248);the Hubei Provincial Natural Science Foundation of China(Nos.2017CFA030,2015CFA010);the 111 project(No.B17040).

摘　　要：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.

关 键 词：Stochastic system Optimal tracking control Adaptive dynamic programming Neural networks 

分 类 号：TP31[自动化与计算机技术—计算机软件与理论]