On approximate policy iteration for continuous-time systems

We propose a new algorithm for feedback nonlinear synthesis. The algorithm computes suboptimal solutions, with bounds on suboptimality, to the Hamilton-Jacobi-Bellman equation. For systems that are modeled with polynomials the computations can be done efficiently via semidefinite programming. To ill...

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Bibliographic Details
Published inProceedings of the 44th IEEE Conference on Decision and Control pp. 1453 - 1458
Main Authors Wernrud, A., Rantzer, A.
Format Conference Proceeding
LanguageEnglish
Published IEEE 2005
Subjects
Adaptive control
Control system synthesis
Cost function
Feedback
Nonlinear equations
Nonlinear systems
Optimal control
Partial differential equations
Polynomials
Riccati equations
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Summary:We propose a new algorithm for feedback nonlinear synthesis. The algorithm computes suboptimal solutions, with bounds on suboptimality, to the Hamilton-Jacobi-Bellman equation. For systems that are modeled with polynomials the computations can be done efficiently via semidefinite programming. To illustrate the strength of the proposed method, we compute smooth stabilizing feedback controllers for several problems.
ISBN:9780780395671
0780395670
ISSN:0191-2216
DOI:10.1109/CDC.2005.1582363