Optimized discrete-time state dependent Riccati equation regulator

A. Dutka, A.W. Ordys, M.J. Grimble

Research output: Contribution to conferencePaper

31 Citations (Scopus)

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.
Original languageEnglish
Pages2293-2298
Number of pages5
DOIs
Publication statusPublished - 2005
EventProceedings of the American Control Conference 2005 - , United Kingdom
Duration: 8 Jun 200510 Jun 2005

Conference

ConferenceProceedings of the American Control Conference 2005
CountryUnited Kingdom
Period8/06/0510/06/05

Fingerprint

Riccati equations
Hamiltonians
Continuous time systems
Tensors
Trajectories

Keywords

  • riccati equation
  • control systems
  • discrete time systems

Cite this

Dutka, A., Ordys, A. W., & Grimble, M. J. (2005). Optimized discrete-time state dependent Riccati equation regulator. 2293-2298. Paper presented at Proceedings of the American Control Conference 2005, United Kingdom. https://doi.org/10.1109/ACC.2005.1470311
Dutka, A. ; Ordys, A.W. ; Grimble, M.J. / Optimized discrete-time state dependent Riccati equation regulator. Paper presented at Proceedings of the American Control Conference 2005, United Kingdom.5 p.
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Dutka, A, Ordys, AW & Grimble, MJ 2005, 'Optimized discrete-time state dependent Riccati equation regulator' Paper presented at Proceedings of the American Control Conference 2005, United Kingdom, 8/06/05 - 10/06/05, pp. 2293-2298. https://doi.org/10.1109/ACC.2005.1470311

Optimized discrete-time state dependent Riccati equation regulator. / Dutka, A.; Ordys, A.W.; Grimble, M.J.

2005. 2293-2298 Paper presented at Proceedings of the American Control Conference 2005, United Kingdom.

Research output: Contribution to conferencePaper

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N2 - 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.

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Dutka A, Ordys AW, Grimble MJ. Optimized discrete-time state dependent Riccati equation regulator. 2005. Paper presented at Proceedings of the American Control Conference 2005, United Kingdom. https://doi.org/10.1109/ACC.2005.1470311