Dutka, A. and Grimble, M.J. (2004) *State-dependent Riccati equation control with predicted trajectory.* [Proceedings Paper]

## 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.

Item type: | Proceedings Paper |
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ID code: | 41189 |

Keywords: | state-dependent, riccati equation control, predicted trajectory, riccati equations , time-varying systems , optimal control , minimisation, infinite horizon , discrete time systems, difference equations , control system synthesis, Electrical engineering. Electronics Nuclear engineering |

Subjects: | Technology > Electrical engineering. Electronics Nuclear engineering |

Department: | Faculty of Engineering > Electronic and Electrical Engineering |

Related URLs: | |

Depositing user: | Pure Administrator |

Date Deposited: | 19 Sep 2012 14:03 |

Last modified: | 17 Jul 2013 14:13 |

URI: | http://strathprints.strath.ac.uk/id/eprint/41189 |

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