Optimal Adaptive Control of a Class of Stochastic Systems Using Game Theory

This paper attempts to study a optimal adaptive con tr ol problem using game theory, and proposes an important practical result that an adaptive processes is a set of sufficient conditions under which pure strategy is essentially complete, and thus the fact that yield a very useful desirable pu re optimal control rule.

Identification of time-varying system and energy-based optimization of adaptive control in seismically excited structure

The combination of structural health monitoring and vibration control is of great importance to provide components of smart structures.While synthetic algorithms have been proposed,adaptive control that is compatible with changing conditions still needs to be used,and time-varying systems are required to be simultaneously estimated with the application of adaptive control.In this research,the identification of structural time-varying dynamic characteristics and optimized simple adaptive control are integrated.First,reduced variations of physical parameters are estimated online using the multiple forgetting factor recursive least squares(MFRLS)method.Then,the energy from the structural vibration is simultaneously specified to optimize the control force with the identified parameters to be operational.Optimization is also performed based on the probability density function of the energy under the seismic excitation at any time.Finally,the optimal control force is obtained by the simple adaptive control(SAC)algorithm and energy coefficient.A numerical example and benchmark structure are employed to investigate the efficiency of the proposed approach.The simulation results revealed the effectiveness of the integrated online identification and optimal adaptive control in systems.

Adaptive Optimal Output Regulation of Interconnected Singularly Perturbed Systems With Application to Power Systems

This article studies the adaptive optimal output regulation problem for a class of interconnected singularly perturbed systems(SPSs) with unknown dynamics based on reinforcement learning(RL).Taking into account the slow and fast characteristics among system states,the interconnected SPS is decomposed into the slow time-scale dynamics and the fast timescale dynamics through singular perturbation theory.For the fast time-scale dynamics with interconnections,we devise a decentralized optimal control strategy by selecting appropriate weight matrices in the cost function.For the slow time-scale dynamics with unknown system parameters,an off-policy RL algorithm with convergence guarantee is given to learn the optimal control strategy in terms of measurement data.By combining the slow and fast controllers,we establish the composite decentralized adaptive optimal output regulator,and rigorously analyze the stability and optimality of the closed-loop system.The proposed decomposition design not only bypasses the numerical stiffness but also alleviates the high-dimensionality.The efficacy of the proposed methodology is validated by a load-frequency control application of a two-area power system.

Observer-based Adaptive Optimal Control for Unknown Singularly Perturbed Nonlinear Systems With Input Constraints

This paper introduces an observer-based adaptive optimal control method for unknown singularly perturbed nonlinear systems with input constraints. First, a multi-time scales dynamic neural network(MTSDNN) observer with a novel updating law derived from a properly designed Lyapunov function is proposed to estimate the system states. Then, an adaptive learning rule driven by the critic NN weight error is presented for the critic NN, which is used to approximate the optimal cost function. Finally, the optimal control action is calculated by online solving the Hamilton-Jacobi-Bellman(HJB)equation associated with the MTSDNN observer and critic NN.The stability of the overall closed-loop system consisting of the MTSDNN observer, the critic NN and the optimal control action is proved. The proposed observer-based optimal control approach has an essential advantage that the system dynamics are not needed for implementation, and only the measured input/output data is needed. Moreover, the proposed optimal control design takes the input constraints into consideration and thus can overcome the restriction of actuator saturation.Simulation results are presented to confirm the validity of the investigated approach.

Indirect adaptive fuzzy-regulated optimal control for unknown continuous-time nonlinear systems

We present a novel indirect adaptive fuzzy-regulated optimal control scheme for continuous-time nonlinear systems with unknown dynamics,mismatches,and disturbances.Initially,the Hamilton-Jacobi-Bellman(HJB)equation associated with its performance function is derived for the original nonlinear systems.Unlike existing adaptive dynamic programming(ADP)approaches,this scheme uses a special non-quadratic variable performance function as the reinforcement medium in the actor-critic architecture.An adaptive fuzzy-regulated critic structure is correspondingly constructed to configure the weighting matrix of the performance function for the purpose of approximating and balancing the HJB equation.A concurrent self-organizing learning technique is designed to adaptively update the critic weights.Based on this particular critic,an adaptive optimal feedback controller is developed as the actor with a new form of augmented Riccati equation to optimize the fuzzy-regulated variable performance function in real time.The result is an online indirect adaptive optimal control mechanism implemented as an actor-critic structure,which involves continuous-time adaptation of both the optimal cost and the optimal control policy.The convergence and closed-loop stability of the proposed system are proved and guaranteed.Simulation examples and comparisons show the effectiveness and advantages of the proposed method.