Adaptive optimal control for linear stochastic systems with additive noise

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

In this paper, an optimal control design scheme is proposed for continuous-time linear stochastic systems with unknown dynamics. Both signal-dependent noise and additive noise are considered. A non-model based optimal control design methodology is employed to iteratively update the control policy online by using the system state and input information. A new adaptive dynamic programming algorithm is developed, and the convergence result for the proposed methods is presented. The effectiveness of the obtained method is also illustrated by a practical simulation example of 2-DOF vehicle suspension control system.

Original languageEnglish (US)
Title of host publicationProceedings of the 34th Chinese Control Conference, CCC 2015
EditorsQianchuan Zhao, Shirong Liu
PublisherIEEE Computer Society
Pages3011-3016
Number of pages6
ISBN (Electronic)9789881563897
DOIs
StatePublished - Sep 11 2015
Event34th Chinese Control Conference, CCC 2015 - Hangzhou, China
Duration: Jul 28 2015Jul 30 2015

Publication series

NameChinese Control Conference, CCC
Volume2015-September
ISSN (Print)1934-1768
ISSN (Electronic)2161-2927

Other

Other34th Chinese Control Conference, CCC 2015
CountryChina
CityHangzhou
Period7/28/157/30/15

Keywords

  • Adaptive control
  • Adaptive dynamic programming
  • Optimal control
  • Stochastic system

ASJC Scopus subject areas

  • Computer Science Applications
  • Control and Systems Engineering
  • Applied Mathematics
  • Modeling and Simulation

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  • Cite this

    Bian, T., & Jiang, Z. P. (2015). Adaptive optimal control for linear stochastic systems with additive noise. In Q. Zhao, & S. Liu (Eds.), Proceedings of the 34th Chinese Control Conference, CCC 2015 (pp. 3011-3016). [7260102] (Chinese Control Conference, CCC; Vol. 2015-September). IEEE Computer Society. https://doi.org/10.1109/ChiCC.2015.7260102