Nonlinear Finite-Horizon Regulation and Tracking for Systems with Incomplete State Information Using Differential State Dependent Riccati Equation
This paper presents an efficient online technique used for finite-horizon, nonlinear, stochastic, regulator, and tracking problems. This can be accomplished by the integration of the differential SDRE filter algorithm and the finite-horizon state dependent Riccati equation (SDRE) technique. Unlike t...
Saved in:
Main Authors: | , , |
---|---|
Format: | Article |
Language: | English |
Published: |
Wiley
2014-01-01
|
Series: | International Journal of Aerospace Engineering |
Online Access: | http://dx.doi.org/10.1155/2014/178628 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Summary: | This paper presents an efficient online technique
used for finite-horizon, nonlinear, stochastic, regulator, and tracking
problems. This can be accomplished by the integration of the differential SDRE filter algorithm and the finite-horizon state dependent Riccati equation (SDRE) technique. Unlike the previous methods which deal with the linearized system, this technique provides finite-horizon estimation and control of the nonlinear stochastic systems. Further, the proposed technique
is effective for a wide range of operating points. Simulation results of a missile guidance system are presented to illustrate the effectiveness of the proposed technique. |
---|---|
ISSN: | 1687-5966 1687-5974 |