A novel approach for constructing basis functions in approximate dynamic programming for feedback control

Abstract

This paper presents a novel approach for constructing basis functions in approximate dynamic programming (ADP) through the locally linear embedding (LLE) process. It considers the experience (sample) data as a high-dimensional space and the basis functions to be solved as a low-dimensional space. Through mapping the high-dimensional data into a single global coordinate system of lower dimensionality, the solved basis functions in low-dimensional space have the property that nearby experience data in the high dimensional space remain nearby and similarly co-located with respect to one in the low dimensional space. Thus, the obtained basis functions can precisely approximate the real value/action-value function. The simulation results show that the basis functions obtained by LLE can represent the final policy with a higher precision.