Adaptive Generalized Policy Iteration in Active Fault Detection and Control

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F49777513%3A23520%2F15%3A43926642" target="_blank" >RIV/49777513:23520/15:43926642 - isvavai.cz</a>
Result on the web
<a href="http://dx.doi.org/10.1016/j.ifacol.2015.09.576" target="_blank" >http://dx.doi.org/10.1016/j.ifacol.2015.09.576</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1016/j.ifacol.2015.09.576" target="_blank" >10.1016/j.ifacol.2015.09.576</a>

Result language
angličtina
Original language name
Adaptive Generalized Policy Iteration in Active Fault Detection and Control
Original language description
The paper deals with a suboptimal solution to the problem of active fault detection and control for stochastic nonlinear systems over an infinite time horizon. The design of an active fault detector and controller is formulated as a dynamic optimization problem that is solved using the generalized policy iteration algorithm. A key parameter of this algorithm that in influences computational demands and the speed of convergence is the number of successive approximations used in a policy evaluation step. Although general guidelines are known, no exact algorithm for choosing this parameter exists. The paper proposes an adaptive algorithm for determining this key parameter to speed up convergence given a specified accuracy of the solution. The adaptive algorithm is demonstrated and compared with non-adaptive generalized policy iteration algorithms in a numerical example.
Czech name
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Czech description
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Project
<a href="/en/project/GA15-12068S" target="_blank" >GA15-12068S: Adaptive Approaches to State Estimation of Nonlinear Stochastic Systems</a><br>
Continuities
S - Specificky vyzkum na vysokych skolach

Publication year
2015
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

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