Adaptive Linear Quadratic Regulator for Continuous-Time Systems with Uncertain Dynamics

doi:10.1109/JAS.2019.1911438

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	Adaptive Linear Quadratic Regulator for Continuous-Time Systems with Uncertain Dynamics
	Sumit Kumar Jha; Shubhendu Bhasin
刊名	IEEE/CAA Journal of Automatica Sinica
	2020
卷号	7 期号:3 页码:833-841
关键词	Adaptive optimal control continuous policy update linear quadratic regulator uncertain system dynamics
ISSN号	2329-9266
DOI	10.1109/JAS.2019.1911438
英文摘要	In this paper, adaptive linear quadratic regulator (LQR) is proposed for continuous-time systems with uncertain dynamics. The dynamic state-feedback controller uses input-output data along the system trajectory to continuously adapt and converge to the optimal controller. The result differs from previous results in that the adaptive optimal controller is designed without the knowledge of the system dynamics and an initial stabilizing policy. Further, the controller is updated continuously using input-output data, as opposed to the commonly used switched/intermittent updates which can potentially lead to stability issues. An online state derivative estimator facilitates the design of a model-free controller. Gradient-based update laws are developed for online estimation of the optimal gain. Uniform exponential stability of the closed-loop system is established using the Lyapunov-based analysis, and a simulation example is provided to validate the theoretical contribution.
内容类型	期刊论文
源URL	[http://ir.ia.ac.cn/handle/173211/43001]
专题	自动化研究所_学术期刊_IEEE/CAA Journal of Automatica Sinica
推荐引用方式 GB/T 7714	Sumit Kumar Jha,Shubhendu Bhasin. Adaptive Linear Quadratic Regulator for Continuous-Time Systems with Uncertain Dynamics[J]. IEEE/CAA Journal of Automatica Sinica,2020,7(3):833-841.
APA	Sumit Kumar Jha,&Shubhendu Bhasin.(2020).Adaptive Linear Quadratic Regulator for Continuous-Time Systems with Uncertain Dynamics.IEEE/CAA Journal of Automatica Sinica,7(3),833-841.
MLA	Sumit Kumar Jha,et al."Adaptive Linear Quadratic Regulator for Continuous-Time Systems with Uncertain Dynamics".IEEE/CAA Journal of Automatica Sinica 7.3(2020):833-841.