Data-driven finite-horizon optimal tracking control scheme for completely unknown discrete-time nonlinear systems

This paper proposes finite-horizon optimal tracking control approach based on data for completely unknown discrete-time nonlinear affine systems. First, the identifier is designed by input and output data, which is used to identify system function and system model. And based on tracking error, the system function is transformed to the augmentation system with finite-time optimal performance. In finite time, by minimizing the performance index function, the iterative approximate dynamic programming (ADP) is utilized to solve Hamilton-Jacobi-Bellman (HJB) equation. The idea is carried by the policy iterative (PI) based on the model neural network, which makes the iterative control of the augmentation system available at the each step. At the same time, the action neural network is utilized to acquire the approximate optimal tracking control law and the critic neural network is used for approximating the optimal performance index function for the augmentation system. Afterwards, the paper show the analysis process that the convergence and stability for the iterative ADP algorithm and the weight estimation errors based on the PI, respectively. The end of the paper, a simulation example is applied to show the theoretical results and proposed approach. (C) 2019 Elsevier B.V. All rights reserved.