Approximate dynamic programming for constrained linear systems: a piecewise quadratic approximation approach
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Abstract: Approximate dynamic programming (ADP) faces challenges in dealing with constraints in control problems. Model predictive control (MPC) is, in comparison, well-known for its accommodation of constraints and stability guarantees, although its computation is sometimes prohibitive. This paper introduces an approach combining the two methodologies to overcome their individual limitations. The predictive control law for constrained linear quadratic regulation (CLQR) problems has been proven to be piecewise affine (PWA) while the value function is piecewise quadratic. We exploit these formal results from MPC to design an ADP method for CLQR problems. A novel convex and piecewise quadratic neural network with a local-global architecture is proposed to provide an accurate approximation of the value function, which is used as the cost-to-go function in the online dynamic programming problem. An efficient decomposition algorithm is developed to speed up the online computation. Rigorous stability analysis of the closed-loop system is conducted for the proposed control scheme under the condition that a good approximation of the value function is achieved. Comparative simulations are carried out to demonstrate the potential of the proposed method in terms of online computation and optimality.
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Cited in
(5)- Discrete-time optimal control of state-constrained nonlinear systems using approximate dynamic programming
- Fault-tolerant control of nonlinear systems: an inductive synthesis approach
- Continuous-time constrained linear quadratic regulator for switched linear systems
- Lifting-based PWA control: a global solution to handle disturbances in the state space partitions
- Control Lyapunov function design via configuration-constrained polyhedral computing
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