为了获得非线性离散时间系统的最优控制策略,基于自适应动态规划的原理,提出了一种带误差限的自适应动态规划方法.对于一个任意的状态,用一个有限长度的控制序列近似最优控制序列,使性能指标与最优性能指标的误差在一个较小的范围内.选取一个非线性离散时间系统对算法的性能进行数值实验,结果验证了该算法的有效性,用较少的计算代价获得了近似最优的控制策略.
In order to obtain the optimal control strategy of nonlinear discrete-time systems,based on the principle of adaptive dynamic programming,an adaptive dynamic programming method with error bound is proposed.For any arbitrary state,a length-limited control sequence is used to approximate the optimal control sequence,which makes the error between the performance index and optimal performance index in a smaller range.A nonlinear discrete-time system is chosen for the numerical experiments about the performance of algorithm,and the results show the effectiveness of the algorithm,and a near optimal control strategy is obtained with less computational cost.