Accepted as a regular paper for The Thirtieth Annual Allerton Conference

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. 0 Report Documentation Page Form ApprovedOMB No. 0704-0188 Public reporting burden for the collection of information is estimated to average 1 hour per response, including the time for reviewing instructions, searching existing data sources, gathering and maintaining the data needed, and completing and reviewing the collection of information. Send comments regarding this burden estimate or any other aspect of this collection of information