Data-driven Finite-horizon Optimal Control for Linear Time-varying Discrete-time Systems

Bo Pang, Tao Bian, Zhong-Ping Jiang

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

Abstract

This paper presents a data-driven method to obtain an approximate solution of the finite-horizon optimal control problem for linear time-varying discrete-time systems. Firstly, a finite-horizon Policy Iteration method for linear time-varying discrete-time systems is proposed. Then, a data-driven off-policy Policy Iteration algorithm is derived to find approximate optimal controllers when the system dynamics is unknown. Under mild conditions, the proposed data-driven off-policy algorithm converges to the optimal solution. Finally, the effectiveness of the derived method is validated by a numerical example.

Original languageEnglish (US)
Title of host publication2018 IEEE Conference on Decision and Control, CDC 2018
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages861-866
Number of pages6
ISBN (Electronic)9781538613955
DOIs
StatePublished - Jan 18 2019
Event57th IEEE Conference on Decision and Control, CDC 2018 - Miami, United States
Duration: Dec 17 2018Dec 19 2018

Publication series

NameProceedings of the IEEE Conference on Decision and Control
Volume2018-December
ISSN (Print)0743-1546

Conference

Conference57th IEEE Conference on Decision and Control, CDC 2018
CountryUnited States
CityMiami
Period12/17/1812/19/18

Fingerprint

Time-varying Systems
Finite Horizon
Discrete-time Systems
Data-driven
Policy Iteration
Linear Time
Optimal Control
Dynamical systems
Iteration Method
System Dynamics
Controllers
Optimal Control Problem
Approximate Solution
Optimal Solution
Converge
Controller
Unknown
Numerical Examples
Policy

ASJC Scopus subject areas

  • Control and Systems Engineering
  • Modeling and Simulation
  • Control and Optimization

Cite this

Pang, B., Bian, T., & Jiang, Z-P. (2019). Data-driven Finite-horizon Optimal Control for Linear Time-varying Discrete-time Systems. In 2018 IEEE Conference on Decision and Control, CDC 2018 (pp. 861-866). [8619347] (Proceedings of the IEEE Conference on Decision and Control; Vol. 2018-December). Institute of Electrical and Electronics Engineers Inc.. https://doi.org/10.1109/CDC.2018.8619347

Data-driven Finite-horizon Optimal Control for Linear Time-varying Discrete-time Systems. / Pang, Bo; Bian, Tao; Jiang, Zhong-Ping.

2018 IEEE Conference on Decision and Control, CDC 2018. Institute of Electrical and Electronics Engineers Inc., 2019. p. 861-866 8619347 (Proceedings of the IEEE Conference on Decision and Control; Vol. 2018-December).

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

Pang, B, Bian, T & Jiang, Z-P 2019, Data-driven Finite-horizon Optimal Control for Linear Time-varying Discrete-time Systems. in 2018 IEEE Conference on Decision and Control, CDC 2018., 8619347, Proceedings of the IEEE Conference on Decision and Control, vol. 2018-December, Institute of Electrical and Electronics Engineers Inc., pp. 861-866, 57th IEEE Conference on Decision and Control, CDC 2018, Miami, United States, 12/17/18. https://doi.org/10.1109/CDC.2018.8619347
Pang B, Bian T, Jiang Z-P. Data-driven Finite-horizon Optimal Control for Linear Time-varying Discrete-time Systems. In 2018 IEEE Conference on Decision and Control, CDC 2018. Institute of Electrical and Electronics Engineers Inc. 2019. p. 861-866. 8619347. (Proceedings of the IEEE Conference on Decision and Control). https://doi.org/10.1109/CDC.2018.8619347
Pang, Bo ; Bian, Tao ; Jiang, Zhong-Ping. / Data-driven Finite-horizon Optimal Control for Linear Time-varying Discrete-time Systems. 2018 IEEE Conference on Decision and Control, CDC 2018. Institute of Electrical and Electronics Engineers Inc., 2019. pp. 861-866 (Proceedings of the IEEE Conference on Decision and Control).
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