Finite Horizon Optimal Tracking Control for a Class of Discrete-Time Nonlinear Systems

In this paper, a new iterative ADP algorithm is proposed to solve the finite horizon optimal tracking control problem for a class of discrete-time nonlinear systems. The idea is that using system transformation, the optimal tracking problem is transformed into optimal regulation problem, and then the iterative ADP algorithm is introduced to deal with the regulation problem with convergence guarantee. Three neural networks are used to approximate the performance index function, compute the optimal control policy and model the unknown system dynamics, respectively, for facilitating the implementation of iterative ADP algorithm. An example is given to demonstrate the validity of the proposed optimal tracking control scheme.