Patent ID: 6532454
Filing Date: 2003-03-11
Classification: G05B,G06N

Abstract:
In a computer program product including a computer storage medium, the improvement comprising a computer program code mechanism embedded in the computer storage medium for causing a microprocessor to implement a heuristic dynamic programming controller controlling an external system, the computer program code mechanism comprising:a first computer code device configured to train a deterministic forecasting model fâ€²(R(t)) to predict the expectation value of R(t+1); a second computer code device configured to calculate an error function, e, based on sampled value of &Jcirc;(t+1); and a third computer code device configured to calculate âˆ‡teâ€² by backpropagating through: eâ€²=(&Jcirc;(R(t,W)âˆ’(&Jcirc;(fâ€²(R(t)),W)+U)) such that tW>=âˆ’âˆ‡teâ€².