Fourier-Hermite Dynamic Programming for Optimal Control

dc.contributorAalto-yliopistofi
dc.contributorAalto Universityen
dc.contributor.authorHassan, Syeda Sakiraen_US
dc.contributor.authorSarkka, Simoen_US
dc.contributor.departmentDepartment of Electrical Engineering and Automationen
dc.contributor.groupauthorSensor Informatics and Medical Technologyen
dc.contributor.groupauthorHelsinki Institute for Information Technology (HIIT)en
dc.date.accessioned2023-11-01T10:13:36Z
dc.date.available2023-11-01T10:13:36Z
dc.date.issued2023-10-01en_US
dc.descriptionPublisher Copyright: Author
dc.description.abstractIn this article, we propose a novel computational method for solving nonlinear optimal control problems. The method is based on the use of Fourier-Hermite series for approximating the action-value function arising in dynamic programming instead of the conventional Taylor-series expansion used in differential dynamic programming. The coefficients of the Fourier-Hermite series can be numerically computed by using sigma-point methods, which leads to a novel class of sigma-point-based dynamic programming methods. We also prove the quadratic convergence of the method and experimentally test its performance against other methods.en
dc.description.versionPeer revieweden
dc.format.extent8
dc.format.mimetypeapplication/pdfen_US
dc.identifier.citationHassan, S S & Sarkka, S 2023, 'Fourier-Hermite Dynamic Programming for Optimal Control', IEEE Transactions on Automatic Control, vol. 68, no. 10, pp. 6377-6384. https://doi.org/10.1109/TAC.2023.3234236en
dc.identifier.doi10.1109/TAC.2023.3234236en_US
dc.identifier.issn0018-9286
dc.identifier.issn2334-3303
dc.identifier.otherPURE UUID: 7af80998-57fc-4b33-9b1a-78a32cf385bcen_US
dc.identifier.otherPURE ITEMURL: https://research.aalto.fi/en/publications/7af80998-57fc-4b33-9b1a-78a32cf385bcen_US
dc.identifier.otherPURE LINK: http://www.scopus.com/inward/record.url?scp=85147216829&partnerID=8YFLogxK
dc.identifier.otherPURE FILEURL: https://research.aalto.fi/files/126435648/FourierHermite_Dynamic_Programming_for_Optimal_Control.pdfen_US
dc.identifier.urihttps://aaltodoc.aalto.fi/handle/123456789/124362
dc.identifier.urnURN:NBN:fi:aalto-202311016730
dc.language.isoenen
dc.publisherIEEE
dc.relation.ispartofseriesIEEE Transactions on Automatic Controlen
dc.relation.ispartofseriesVolume 68, issue 10, pp. 6377-6384en
dc.rightsopenAccessen
dc.subject.keywordapproximate dynamic programmingen_US
dc.subject.keywordConvergenceen_US
dc.subject.keywordCostsen_US
dc.subject.keyworddifferential dynamic programmingen_US
dc.subject.keywordDynamic programmingen_US
dc.subject.keywordFourier–Hermite seriesen_US
dc.subject.keywordHeuristic algorithmsen_US
dc.subject.keywordJacobian matricesen_US
dc.subject.keywordOptimal controlen_US
dc.subject.keywordsigma-point dynamic programmingen_US
dc.subject.keywordTaylor seriesen_US
dc.subject.keywordtrajectory optimizationen_US
dc.titleFourier-Hermite Dynamic Programming for Optimal Controlen
dc.typeA1 Alkuperäisartikkeli tieteellisessä aikakauslehdessäfi
dc.type.versionpublishedVersion

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