Probabilistic DHP adaptive critic for nonlinear stochastic control systems


Following the recently developed algorithms for fully probabilistic control design for general dynamic stochastic systems (Herzallah & Káarnáy, 2011; Kárný, 1996), this paper presents the solution to the probabilistic dual heuristic programming (DHP) adaptive critic method (Herzallah & Káarnáy, 2011) and randomized control algorithm for stochastic nonlinear dynamical systems. The purpose of the randomized control input design is to make the joint probability density function of the closed loop system as close as possible to a predetermined ideal joint probability density function. This paper completes the previous work (Herzallah & Kárnáy, 2011; Kárný, 1996) by formulating and solving the fully probabilistic control design problem on the more general case of nonlinear stochastic discrete time systems. A simulated example is used to demonstrate the use of the algorithm and encouraging results have been obtained.

Publication DOI:
Divisions: College of Engineering & Physical Sciences > School of Informatics and Digital Engineering > Mathematics
College of Engineering & Physical Sciences > Systems analytics research institute (SARI)
Additional Information: © 2014, Elsevier. Licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International
Uncontrolled Keywords: nonlinear stochastic systems,fully probabilistic design,nonlinear randomized control input design,adaptive critic
Publication ISSN: 1879-2782
PURE Output Type: Article
Published Date: 2013-06
Published Online Date: 2013-02-04
Authors: Herzallah, Randa (ORCID Profile 0000-0001-9128-6814)

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