On policy iteration-based discounted optimal control

被引：2

作者：

Dong, Botao ^{[1
]}

Huang, Longyang ^{[1
]}

Ma, Xiwen ^{[1
]}

Zhang, Weidong ^{[1
,2
]}

机构：

[1] Shanghai Jiao Tong Univ, Dept Automat, Shanghai, Peoples R China

[2] Hainan Univ, Sch Informat & Commun Engn, Haikou, Hainan, Peoples R China

来源：

INTERNATIONAL JOURNAL OF ROBUST AND NONLINEAR CONTROL | 2024年 / 34卷 / 07期

基金：

中国国家自然科学基金; 国家重点研发计划;

关键词：

continuous-time linear systems; data-driven control; discounted optimal control; policy iteration; ADAPTIVE OPTIMAL-CONTROL; TIME LINEAR-SYSTEMS; TRACKING CONTROL;

D O I：

10.1002/rnc.7245

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

This article investigates the policy iteration (PI) method for the discounted optimal control (DOC) problem of continuous-time linear systems. We show the properties and convergence of the PI method. The theory analysis shows that the convergence of PI can be ensured without requiring the initial admissible control gain. The convergence rate of the PI method is provided. An iteration-termination criterion is established for detecting the stability of the closed-loop system under the control gain obtained by executing PI. Two kinds of data-driven implementations are constructed without using prior information of the system dynamics. A simulation example is presented to validated the properties of the PI method.

引用

页码：4926 / 4942

页数：17

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