Optimal control by least squares support vector machines.
Support vector machines have been very successful in pattern recognition and function estimation problems. In this paper we introduce the use of least squares support vector machines (LS-SVM's) for the optimal control of nonlinear systems. Linear and neural full static state feedback controllers are considered. The problem is formulated in such a way that it incorporates the N-stage optimal control problem as well as a least squares support vector machine approach for mapping the state space into the action space. The solution is characterized by a set of nonlinear equations. An alternative formulation as a constrained nonlinear optimization problem in less unknowns is given, together with a method for imposing local stability in the LS-SVM control scheme. The results are discussed for support vector machines with radial basis function kernel. Advantages of LS-SVM control are that no number of hidden units has to be determined for the controller and that no centers have to be specified for the Gaussian kernels when applying Mercer's condition. The curse of dimensionality is avoided in comparison with defining a regular grid for the centers in classical radial basis function networks. This is at the expense of taking the trajectory of state variables as additional unknowns in the optimization problem, while classical neural network approaches typically lead to parametric optimization problems. In the SVM methodology the number of unknowns equals the number of training data, while in the primal space the number of unknowns can be infinite dimensional. The method is illustrated both on stabilization and tracking problems including examples on swinging up an inverted pendulum with local stabilization at the endpoint and a tracking problem for a ball and beam system.
Suykens
J A
JA
Department of Electrical Engineering, ESAT-SISTA, Katholieke Universiteit Leuven, Heverlee, Belgium. johan.suykens@esat.kuleuven.ac.be
Vandewalle
J
J
De Moor
B
B
D005246:Feedback; D016571:Neural Networks, Computer; D017711:Nonlinear Dynamics; D016011:Normal Distribution