DocumentCode
3550890
Title
Optimized discrete-time state dependent Riccati equation regulator
Author
Dutka, Arkadiusz S. ; Ordys, Andrzej W. ; Grimble, Michael J.
Author_Institution
Ind. Control Centre, Strathclyde Univ., Glasgow, UK
fYear
2005
fDate
8-10 June 2005
Firstpage
2293
Abstract
The state dependent Riccati equation was originally developed for the continuous time systems. In the paper the optimality of a discrete time version of the state dependent Riccati equation is considered. The derivation of the optimal control strategy is based on the Hamiltonian optimal solution for the nonlinear optimal control problem. The new form of the discrete state dependent Riccati equation with a correction tensor is derived. The prediction of the future trajectory is used in the derivation.
Keywords
Riccati equations; discrete time systems; nonlinear control systems; optimal control; Hamiltonian optimal solution; correction tensor; discrete-time state dependent Riccati equation regulator; nonlinear optimal control problem; optimal control strategy; Continuous time systems; Control systems; Discrete time systems; Infinite horizon; Nonlinear equations; Optimal control; Performance analysis; Regulators; Riccati equations; Stability;
fLanguage
English
Publisher
ieee
Conference_Titel
American Control Conference, 2005. Proceedings of the 2005
ISSN
0743-1619
Print_ISBN
0-7803-9098-9
Electronic_ISBN
0743-1619
Type
conf
DOI
10.1109/ACC.2005.1470311
Filename
1470311
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