Exploring connections between adaptive control theory and practice, this book treats the techniques of linear quadratic optimal control and estimation (Kalman filtering), recursive identification, linear systems theory and robust arguments.

The book reviews developments in the following fields: optimal adaptive control; online differential games; reinforcement learning principles; and dynamic feedback control systems.

This book presents a class of novel optimal control methods and games schemes based on adaptive dynamic programming techniques. For systems with one control input, the ADP-based optimal control is designed for different objectives, while for systems with multi-players, the optimal control inputs are proposed based on games. In order to verify the effectiveness of the proposed methods, the book analyzes the properties of the adaptive dynamic programming methods, including convergence of the iterative value functions and the stability of the system under the iterative control laws. Further, to substantiate the mathematical analysis, it presents various application examples, which provide reference to real-world practices.

Designed to meet the needs of a wide audience without sacrificing mathematical depth and rigor, Adaptive Control Tutorial presents the design, analysis, and application of a wide variety of algorithms that can be used to manage dynamical systems with unknown parameters. Its tutorial-style presentation of the fundamental techniques and algorithms in adaptive control make it suitable as a textbook. Adaptive Control Tutorial is designed to serve the needs of three distinct groups of readers: engineers and students interested in learning how to design, simulate, and implement parameter estimators and adaptive control schemes without having to fully understand the analytical and technical proofs; graduate students who, in addition to attaining the aforementioned objectives, also want to understand the analysis of simple schemes and get an idea of the steps involved in more complex proofs; and advanced students and researchers who want to study and understand the details of long and technical proofs with an eye toward pursuing research in adaptive control or related topics. The authors achieve these multiple objectives by enriching the book with examples demonstrating the design procedures and basic analysis steps and by detailing their proofs in both an appendix and electronically available supplementary material; online examples are also available. A solution manual for instructors can be obtained by contacting SIAM or the authors. Preface; Acknowledgements; List of Acronyms; Chapter 1: Introduction; Chapter 2: Parametric Models; Chapter 3: Parameter Identification: Continuous Time; Chapter 4: Parameter Identification: Discrete Time; Chapter 5: Continuous-Time Model Reference Adaptive Control; Chapter 6: Continuous-Time Adaptive Pole Placement Control; Chapter 7: Adaptive Control for Discrete-Time Systems; Chapter 8: Adaptive Control of Nonlinear Systems; Appendix; Bibliography; Index

This book covers the most recent developments in adaptive dynamic programming (ADP). The text begins with a thorough background review of ADP making sure that readers are sufficiently familiar with the fundamentals. In the core of the book, the authors address first discrete- and then continuous-time systems. Coverage of discrete-time systems starts with a more general form of value iteration to demonstrate its convergence, optimality, and stability with complete and thorough theoretical analysis. A more realistic form of value iteration is studied where value function approximations are assumed to have finite errors. Adaptive Dynamic Programming also details another avenue of the ADP approach: policy iteration. Both basic and generalized forms of policy-iteration-based ADP are studied with complete and thorough theoretical analysis in terms of convergence, optimality, stability, and error bounds. Among continuous-time systems, the control of affine and nonaffine nonlinear systems is studied using the ADP approach which is then extended to other branches of control theory including decentralized control, robust and guaranteed cost control, and game theory. In the last part of the book the real-world significance of ADP theory is presented, focusing on three application examples developed from the authors’ work: • renewable energy scheduling for smart power grids;• coal gasification processes; and• water–gas shift reactions. Researchers studying intelligent control methods and practitioners looking to apply them in the chemical-process and power-supply industries will find much to interest them in this thorough treatment of an advanced approach to control.

A NEW EDITION OF THE CLASSIC TEXT ON OPTIMAL CONTROL THEORY As a superb introductory text and an indispensable reference, this new edition of Optimal Control will serve the needs of both the professional engineer and the advanced student in mechanical, electrical, and aerospace engineering. Its coverage encompasses all the fundamental topics as well as the major changes that have occurred in recent years. An abundance of computer simulations using MATLAB and relevant Toolboxes is included to give the reader the actual experience of applying the theory to real-world situations. Major topics covered include: Static Optimization Optimal Control of Discrete-Time Systems Optimal Control of Continuous-Time Systems The Tracking Problem and Other LQR Extensions Final-Time-Free and Constrained Input Control Dynamic Programming Optimal Control for Polynomial Systems Output Feedback and Structured Control Robustness and Multivariable Frequency-Domain Techniques Differential Games Reinforcement Learning and Optimal Adaptive Control