2013
DOI: 10.1080/00207721.2013.844283
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Convergence of the standard RLS method andUDUTfactorisation of covariance matrix for solving the algebraic Riccati equation of the DLQR via heuristic approximate dynamic programming

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Cited by 8 publications
(4 citation statements)
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“…Portanto, a estrutura paramétrica da função de custo RLQ tem seu parâmetro θ estimado utilizando o algoritmo recursivo de mínimos quadrados (RMQ). A abordagem RMQ considerada é para viabilizar a solução on-line da equação EAR associada ao projeto de controle ótimo RLQ [53]. O algoritmo RMQ é dado por…”
Section: Implementação On-line Do Método Ipaunclassified
“…Portanto, a estrutura paramétrica da função de custo RLQ tem seu parâmetro θ estimado utilizando o algoritmo recursivo de mínimos quadrados (RMQ). A abordagem RMQ considerada é para viabilizar a solução on-line da equação EAR associada ao projeto de controle ótimo RLQ [53]. O algoritmo RMQ é dado por…”
Section: Implementação On-line Do Método Ipaunclassified
“…The matrix vectorization and the Kronecker product theory [13,30] contribute for an approximate solution of the HJB-Riccati equation obtained through an iterative scheme such as (P , )^, = 7( , , , )…”
Section: Rls-adhdpapproximationmentioning
confidence: 99%
“…For many traditional iterative ADP algorithms, it is necessary to build a non-linear system model and, then, execute the ADP algorithms to derive an improved control policy. In terms of RLS learning to solve the discrete-time algebraic Riccati equation (DARE), also known as HJB-Riccati equation, in optimal control problems that are solved by the Heuristic Dynamic Programming (HDP) approach, the authors [13] developed methods and algorithms based on the RLS training for the online design of the discrete-time linear-quadratic regulator (DLQR).…”
Section: Introductionmentioning
confidence: 99%
“…This study presents two ADP algorithms for multi-agent systems: the QR-solver (developed in this research) and the RLS µ -QR-HDP-DLQR (initially developed for singleagent systems), as described in [20], [21]. We compare their performances, such as convergence of the gain, by analyzing the parameter θ of the DLQR and convergence of the trajectory and desired formation.…”
Section: Introductionmentioning
confidence: 99%