A new type of recurrent neural network is discussed, which provides the potential for modelling unknown nonlinear systems. The proposed network is a generalization of the network described by Elman, which has three la...A new type of recurrent neural network is discussed, which provides the potential for modelling unknown nonlinear systems. The proposed network is a generalization of the network described by Elman, which has three layers including the input layer, the hidden layer and the output layer. The input layer is composed of two different groups of neurons, the group of external input neurons and the group of the internal context neurons. Since arbitrary connections can be allowed from the hidden layer to the context layer, the modified Elman network has more memory space to represent dynamic systems than the Elman network. In addition, it is proved that the proposed network with appropriate neurons in the context layer can approximate the trajectory of a given dynamical system for any fixed finite length of time. The dynamic backpropagation algorithm is used to estimate the weights of both the feedforward and feedback connections. The methods have been successfully applied to the modelling of nonlinear plants.展开更多
This paper considers optimal feedback control for a general continuous time finite-dimensional deterministic system with finite horizon cost functional. A practically feasible algorithm to calculate the numerical solu...This paper considers optimal feedback control for a general continuous time finite-dimensional deterministic system with finite horizon cost functional. A practically feasible algorithm to calculate the numerical solution of the optimal feedback control by dynamic programming approach is developed. The highlights of this algorithm are: a) It is based on a convergent constructive algorithm for optimal feedback control law which was proposed by the authors before through an approximation for the viscosity solution of the time-space discretization scheme developed by dynamic programming method; b) The computation complexity is significantly reduced since only values of viscosity solution on some local cones around the optimal trajectory are calculated. Two numerical experiments are presented to illustrate the effectiveness and fastness of the algorithm.展开更多
文摘A new type of recurrent neural network is discussed, which provides the potential for modelling unknown nonlinear systems. The proposed network is a generalization of the network described by Elman, which has three layers including the input layer, the hidden layer and the output layer. The input layer is composed of two different groups of neurons, the group of external input neurons and the group of the internal context neurons. Since arbitrary connections can be allowed from the hidden layer to the context layer, the modified Elman network has more memory space to represent dynamic systems than the Elman network. In addition, it is proved that the proposed network with appropriate neurons in the context layer can approximate the trajectory of a given dynamical system for any fixed finite length of time. The dynamic backpropagation algorithm is used to estimate the weights of both the feedforward and feedback connections. The methods have been successfully applied to the modelling of nonlinear plants.
文摘This paper considers optimal feedback control for a general continuous time finite-dimensional deterministic system with finite horizon cost functional. A practically feasible algorithm to calculate the numerical solution of the optimal feedback control by dynamic programming approach is developed. The highlights of this algorithm are: a) It is based on a convergent constructive algorithm for optimal feedback control law which was proposed by the authors before through an approximation for the viscosity solution of the time-space discretization scheme developed by dynamic programming method; b) The computation complexity is significantly reduced since only values of viscosity solution on some local cones around the optimal trajectory are calculated. Two numerical experiments are presented to illustrate the effectiveness and fastness of the algorithm.
