Optimized discrete-time state dependent Riccati equation regulator

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

doi:10.1109/ACC.2005.1470311

Optimized discrete-time state dependent Riccati equation regulator

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

Electronic And Electrical Engineering

Research output: Contribution to conference › Paper

45 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 language	English
Pages	2293-2298
Number of pages	5
DOIs	https://doi.org/10.1109/ACC.2005.1470311
Publication status	Published - 2005
Event	Proceedings of the American Control Conference 2005 - , United Kingdom Duration: 8 Jun 2005 → 10 Jun 2005

Conference

Conference	Proceedings of the American Control Conference 2005
Country/Territory	United Kingdom
Period	8/06/05 → 10/06/05

Keywords

riccati equation
control systems
discrete time systems

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10.1109/ACC.2005.1470311

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title = "Optimized discrete-time state dependent Riccati equation regulator",

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 equation, control systems, discrete time systems",

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doi = "10.1109/ACC.2005.1470311",

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AU - Ordys, A.W.

AU - Grimble, M.J.

PY - 2005

Y1 - 2005

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.

AB - 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.

KW - riccati equation

KW - control systems

KW - discrete time systems

U2 - 10.1109/ACC.2005.1470311

DO - 10.1109/ACC.2005.1470311

M3 - Paper

SP - 2293

EP - 2298

T2 - Proceedings of the American Control Conference 2005

Y2 - 8 June 2005 through 10 June 2005

ER -

Optimized discrete-time state dependent Riccati equation regulator

Abstract

Conference

Keywords

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