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

Ahmed Khamis; D. Subbaram Naidu

doi:10.1109/CYBER.2014.6917440

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

Ahmed Khamis, D. Subbaram Naidu

Electrical Engineering

Research output: Chapter in Book/Report/Conference proceeding › Conference 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 language	English (US)
Title of host publication	4th Annual IEEE International Conference on Cyber Technology in Automation, Control and Intelligent Systems, IEEE-CYBER 2014
Publisher	Institute of Electrical and Electronics Engineers Inc.
Pages	82-87
Number of pages	6
ISBN (Electronic)	9781479936687
DOIs	https://doi.org/10.1109/CYBER.2014.6917440
State	Published - Oct 7 2014
Event	4th Annual IEEE International Conference on Cyber Technology in Automation, Control and Intelligent Systems, IEEE-CYBER 2014 - Hong Kong, China Duration: Jun 4 2014 → Jun 7 2014

Publication series

Name	4th Annual IEEE International Conference on Cyber Technology in Automation, Control and Intelligent Systems, IEEE-CYBER 2014

Other

Other	4th Annual IEEE International Conference on Cyber Technology in Automation, Control and Intelligent Systems, IEEE-CYBER 2014
Country/Territory	China
City	Hong Kong
Period	6/4/14 → 6/7/14

Bibliographical note

Publisher Copyright:
© 2014 IEEE.

Publisher link

10.1109/CYBER.2014.6917440

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Khamis, A., & Naidu, D. S. (2014). Nonlinear optimal stochastic regulator using finite-horizon state dependent riccati equation. In 4th Annual IEEE International Conference on Cyber Technology in Automation, Control and Intelligent Systems, IEEE-CYBER 2014 (pp. 82-87). Article 6917440 (4th Annual IEEE International Conference on Cyber Technology in Automation, Control and Intelligent Systems, IEEE-CYBER 2014). Institute of Electrical and Electronics Engineers Inc.. https://doi.org/10.1109/CYBER.2014.6917440

Nonlinear optimal stochastic regulator using finite-horizon state dependent riccati equation. / Khamis, Ahmed; Naidu, D. Subbaram.
4th Annual IEEE International Conference on Cyber Technology in Automation, Control and Intelligent Systems, IEEE-CYBER 2014. Institute of Electrical and Electronics Engineers Inc., 2014. p. 82-87 6917440 (4th Annual IEEE International Conference on Cyber Technology in Automation, Control and Intelligent Systems, IEEE-CYBER 2014).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

Khamis, A & Naidu, DS 2014, Nonlinear optimal stochastic regulator using finite-horizon state dependent riccati equation. in 4th Annual IEEE International Conference on Cyber Technology in Automation, Control and Intelligent Systems, IEEE-CYBER 2014., 6917440, 4th Annual IEEE International Conference on Cyber Technology in Automation, Control and Intelligent Systems, IEEE-CYBER 2014, Institute of Electrical and Electronics Engineers Inc., pp. 82-87, 4th Annual IEEE International Conference on Cyber Technology in Automation, Control and Intelligent Systems, IEEE-CYBER 2014, Hong Kong, China, 6/4/14. https://doi.org/10.1109/CYBER.2014.6917440

Khamis A, Naidu DS. Nonlinear optimal stochastic regulator using finite-horizon state dependent riccati equation. In 4th Annual IEEE International Conference on Cyber Technology in Automation, Control and Intelligent Systems, IEEE-CYBER 2014. Institute of Electrical and Electronics Engineers Inc. 2014. p. 82-87. 6917440. (4th Annual IEEE International Conference on Cyber Technology in Automation, Control and Intelligent Systems, IEEE-CYBER 2014). doi: 10.1109/CYBER.2014.6917440

Khamis, Ahmed ; Naidu, D. Subbaram. / Nonlinear optimal stochastic regulator using finite-horizon state dependent riccati equation. 4th Annual IEEE International Conference on Cyber Technology in Automation, Control and Intelligent Systems, IEEE-CYBER 2014. Institute of Electrical and Electronics Engineers Inc., 2014. pp. 82-87 (4th Annual IEEE International Conference on Cyber Technology in Automation, Control and Intelligent Systems, IEEE-CYBER 2014).

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

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