Nonlinear optimal stochastic regulator using finite-horizon state dependent riccati equation

Ahmed Khamis, D. Subbaram Naidu

Research output: Chapter in Book/Report/Conference proceedingConference contribution

1 Scopus citations

Abstract

A number of computational techniques have been offered for estimation of unmeasured states in nonlinear systems. Most of these techniques rely on applying the linear estimation techniques to the linearized systems, which can be effective only in the neighborhood of the operating point. This paper presents a new efficient approximate online technique used for finite-horizon nonlinear stochastic regulator problems. This technique based on change of variables that converts the differential Riccati equation to a linear Lyapunov differential equation. Illustrative examples are given to illustrate the effectiveness of the proposed technique.

Original languageEnglish (US)
Title of host publication4th Annual IEEE International Conference on Cyber Technology in Automation, Control and Intelligent Systems, IEEE-CYBER 2014
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages82-87
Number of pages6
ISBN (Electronic)9781479936687
DOIs
StatePublished - Oct 7 2014
Event4th Annual IEEE International Conference on Cyber Technology in Automation, Control and Intelligent Systems, IEEE-CYBER 2014 - Hong Kong, China
Duration: Jun 4 2014Jun 7 2014

Publication series

Name4th Annual IEEE International Conference on Cyber Technology in Automation, Control and Intelligent Systems, IEEE-CYBER 2014

Other

Other4th Annual IEEE International Conference on Cyber Technology in Automation, Control and Intelligent Systems, IEEE-CYBER 2014
CountryChina
CityHong Kong
Period6/4/146/7/14

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