A Hierarchical Algorithm for Neural Training and Control. Revision

Lately, there has been an extensive interest in the possible uses of neural networks for nonlinear system identification and control. In this paper, we provide a framework for the simultaneous identification and control of a class of unknown, uncertain nonlinear systems. The identification portion relies on modeling the system by a neural network which is trained via a local variant of the Extended Kalman Filter. We will discuss this local algorithm for training a neural network to approximate a nonlinear feedback system. We also give a dynamic programming-based method of deriving near optimal control inputs for the real plant based on this approximation and a measure of its error covariance. Finally, we combine these methods in a hierarchical algorithm for identification and control of a class of uncertain, unknown systems. The complexity of the whole algorithm is analyzed.