Fourier-Hermite Dynamic Programming for Optimal Control
dc.contributor | Aalto-yliopisto | fi |
dc.contributor | Aalto University | en |
dc.contributor.author | Hassan, Syeda Sakira | en_US |
dc.contributor.author | Sarkka, Simo | en_US |
dc.contributor.department | Department of Electrical Engineering and Automation | en |
dc.contributor.groupauthor | Sensor Informatics and Medical Technology | en |
dc.contributor.groupauthor | Helsinki Institute for Information Technology (HIIT) | en |
dc.date.accessioned | 2023-11-01T10:13:36Z | |
dc.date.available | 2023-11-01T10:13:36Z | |
dc.date.issued | 2023-10-01 | en_US |
dc.description | Publisher Copyright: Author | |
dc.description.abstract | In 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.version | Peer reviewed | en |
dc.format.extent | 8 | |
dc.format.mimetype | application/pdf | en_US |
dc.identifier.citation | Hassan, 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.2023.3234236 | en |
dc.identifier.doi | 10.1109/TAC.2023.3234236 | en_US |
dc.identifier.issn | 0018-9286 | |
dc.identifier.issn | 2334-3303 | |
dc.identifier.other | PURE UUID: 7af80998-57fc-4b33-9b1a-78a32cf385bc | en_US |
dc.identifier.other | PURE ITEMURL: https://research.aalto.fi/en/publications/7af80998-57fc-4b33-9b1a-78a32cf385bc | en_US |
dc.identifier.other | PURE LINK: http://www.scopus.com/inward/record.url?scp=85147216829&partnerID=8YFLogxK | |
dc.identifier.other | PURE FILEURL: https://research.aalto.fi/files/126435648/FourierHermite_Dynamic_Programming_for_Optimal_Control.pdf | en_US |
dc.identifier.uri | https://aaltodoc.aalto.fi/handle/123456789/124362 | |
dc.identifier.urn | URN:NBN:fi:aalto-202311016730 | |
dc.language.iso | en | en |
dc.publisher | IEEE | |
dc.relation.ispartofseries | IEEE Transactions on Automatic Control | en |
dc.relation.ispartofseries | Volume 68, issue 10, pp. 6377-6384 | en |
dc.rights | openAccess | en |
dc.subject.keyword | approximate dynamic programming | en_US |
dc.subject.keyword | Convergence | en_US |
dc.subject.keyword | Costs | en_US |
dc.subject.keyword | differential dynamic programming | en_US |
dc.subject.keyword | Dynamic programming | en_US |
dc.subject.keyword | Fourier–Hermite series | en_US |
dc.subject.keyword | Heuristic algorithms | en_US |
dc.subject.keyword | Jacobian matrices | en_US |
dc.subject.keyword | Optimal control | en_US |
dc.subject.keyword | sigma-point dynamic programming | en_US |
dc.subject.keyword | Taylor series | en_US |
dc.subject.keyword | trajectory optimization | en_US |
dc.title | Fourier-Hermite Dynamic Programming for Optimal Control | en |
dc.type | A1 Alkuperäisartikkeli tieteellisessä aikakauslehdessä | fi |
dc.type.version | publishedVersion |