Adaptive dynamic programming for nonlinear impulse systems

Impulse systems describe impulsive phenomena and consider instantaneous impact on the states of the system. Optimal control of nonlinear impulse system hardly obtains analytical solutions considering the impulse nature. A new numerical algorithm based Adaptive dynamic programming (ADP) herein provides numerical approximation to the optimal control solutions. The difficulty designing ADP algorithm in such system lies in the policy update part. Variational method is adopted for policy update between two consecutive impulses. Simulations are presented for algorithm validations.