Online-Computation Approach to Optimal Control of Noise-Affected Nonlinear Systems with Continuous State and Control Spaces

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Title: Online-Computation Approach to Optimal Control of Noise-Affected Nonlinear Systems with Continuous State and Control Spaces
Authors: Deisenroth, MP
Weissel, F
Ohtsuka, T
Hanebeck, UD
Item Type: Conference Paper
Abstract: © 2007 EUCA.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.
Issue Date: 1-Jan-2015
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
Conference Name: ECC 2007
Notes: file: ecc2007_final_pub.pdf:http\:// owner: deisenroth timestamp: 2007-05-09
Place of Publication: Kos, Greece
Start Date: 2007-07-02
Finish Date: 2007-07-05
Conference Place: Kos, Greece
Appears in Collections:Computing

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