Optimal Control of Nonlinear Systems With Time Delays: An Online ADP Perspective

Abstract

Drawing upon Lyapunov stability theories and online adaptive dynamic programming (ADP) technique, we propose a novel optimal control scheme for the nonlinear time delay system. Our contribution is twofold. First, we investigate the asymptotical stability problem and obtain a generalized stability condition in terms of linear matrix inequalities (LMIs). An explicit, easy-computing delay bound is presented by virtue of Gronwall's inequality. Second, we propose the neural network (NN)-based optimal control strategy by utilizing two approximate NNs. The NN-based optimal control law converges to the real optimal control law since that the estimation errors of NNs weights converge to zero. Numerical examples are presented to illustrate our results.

Keywords

• Adaptive dynamic programming (ADP)
• delay systems
• neural network (NN)
• nonlinear systems
• optimal control