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

Deisenroth, M., Weissel F, Ohtsuka, T., & Hanebeck, U. (2007). Online-Computation Approach to Optimal Control of Noise-Affected Nonlinear Systems with Continuous State and Control Spaces. Proceedings of the 9th European Control Conference 2007 (ECC‘07), 3664-3671.

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Deisenroth, MP1, Autor           
Weissel F, Ohtsuka, T, Autor
Hanebeck, UD, Autor
Affiliations:
1Department Empirical Inference, Max Planck Institute for Biological Cybernetics, Max Planck Society, ou_1497795              

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 Zusammenfassung: 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 o f a scalar example system. Nonlinear model predictive control is applied to address approximate treatment of infinite-horizon problems by the finite-horizon controller.

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 Datum: 2007-07
 Publikationsstatus: Erschienen
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 Ort, Verlag, Ausgabe: -
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 Identifikatoren: URI: http://ecc07.ntua.gr/
BibTex Citekey: 4260
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Titel: 9th European Control Conference
Veranstaltungsort: Kos, Greece
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Titel: Proceedings of the 9th European Control Conference 2007 (ECC‘07)
Genre der Quelle: Zeitschrift
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Affiliations:
Ort, Verlag, Ausgabe: -
Seiten: - Band / Heft: - Artikelnummer: - Start- / Endseite: 3664 - 3671 Identifikator: -