Abstract
In this paper, a data‐driven differential dynamic programming (DDP) algorithm is presented for the optimal tracking problems of nonlinear affine systems with unknown drift dynamics. Optimal tracking dynamics are established between the system states and expected trajectory. By using the DDP method and test data, a second‐order data‐driven framework of the Hamilton–Jacobi–Bellman (HJB) equation is constructed, in which system approximation and value function approximation are used. By using this framework, a data‐driven iteration algorithm is proposed to achieve the optimal tracking controller. A simulation example is provided to verify the effectiveness of the proposed approach.
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