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State-dependent Riccati equation control with predicted trajectory

Dutka, A. and Grimble, M.J. (2004) State-dependent Riccati equation control with predicted trajectory. In: Proceedings of the 2004 American Control Conference. Proceedings of the American Control Conference . IEEE, New York, pp. 1563-1568. ISBN 0780383354

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Abstract

A modified State-Dependent Riccati Equation method is used which takes into account future variations in the system model dynamics. The system in the state dependent coefficient form, together with the prediction of the future trajectory, may be considered to be approximated by known time-varying system. For such a system the optimal control solution may be obtained for a discrete time system by solving the Riccati Difference Equation. The minimisation of the cost function for a predicted time-varying system is achieved by considering the prediction horizon as a combination of infinite and finite horizon parts. The infinite part is minimised by solving the Algebraic Riccati Equation and the finite part by the Riccati Difference Equation. The number of future prediction steps depends upon the problem and is a fixed variable chosen during the controller design. A comparison of results is provided with other design methods, which indicates that there is considerable potential for the technique.