Online-Computation Approach to Optimal Control of Noise-Affected Nonlinear Systems with Continuous State and Control Spaces
File(s)
Accepted version
Author(s)
Deisenroth, Marc P
Weissel, Florian
Ohtsuka, Toshiyuki
Hanebeck, Uwe D
Type
Conference Paper
Abstract
A novel online-computation approach to optimal control of nonlinear, noise-affected systems with continuous state and control spaces is presented. In the proposed algorithm, system noise is explicitly incorporated into the control decision. This leads to superior results compared to state-of-the-art nonlinear controllers that neglect this influence. The solution of an optimal nonlinear controller for a corresponding deterministic system is employed to find a meaningful state space restriction. This restriction is obtained by means of approximate state prediction using the noisy system equation. Within this constrained state space, an optimal closed-loop solution for a finite decision-making horizon (prediction horizon) is determined within an adaptively restricted optimization space. Interleaving stochastic dynamic programming and value function approximation yields a solution to the considered optimal control problem. The enhanced performance of the proposed discrete-time controller is illustrated by means of a scalar example system. Nonlinear model predictive control is applied to address approximate treatment of infinite-horizon problems by the finite-horizon controller.
Date Issued
2007-07
Citation
Proceedings of the 9th European Control Conference 2007 (ECC 2007), 2007, pp.3664-3671
Start Page
3664
End Page
3671
Journal / Book Title
Proceedings of the 9th European Control Conference 2007 (ECC 2007)
Copyright Statement
© 2007 The European Union Control Association
Description
22.10.13 KB. Ok to add author version to spiral.
Source
ECC 2007
Notes
file: ecc2007_final_pub.pdf:http\://mlg.eng.cam.ac.uk/marc/publications/ecc2007_final_pub.pdf:PDF owner: deisenroth timestamp: 2007-05-09
Place of Publication
Kos, Greece
Start Date
2007-07-02
Finish Date
2007-07-05
Coverage Spatial
Kos, Greece