State dependent differential Riccati equation for nonlinear estimation and control

David A. Haessig, Bernard Friedland

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

29 Scopus citations

Abstract

State-dependent Riccati equation (SDRE) methods for designing control algorithms and observers for nonlinear processes entail the use of algebraic Riccati equations. These methods have yielded a number of impressive results, however, they can be computationally quite intensive and thus far they have not yielded to those attempting to assess their stability. This paper explores an alternative, the use of state dependent differential Riccati equations and numerical integration to propagate their solutions forward in time. Stability is examined and examples illustrating the use of these methods are given.

Original languageEnglish (US)
Title of host publicationIFAC Proceedings Volumes (IFAC-PapersOnline)
EditorsGabriel Ferrate, Eduardo F. Camacho, Luis Basanez, Juan. A. de la Puente
PublisherIFAC Secretariat
Pages405-410
Number of pages6
Edition1
ISBN (Print)9783902661746
DOIs
StatePublished - 2002
Externally publishedYes
Event15th World Congress of the International Federation of Automatic Control, 2002 - Barcelona, Spain
Duration: Jul 21 2002Jul 26 2002

Publication series

NameIFAC Proceedings Volumes (IFAC-PapersOnline)
Number1
Volume15
ISSN (Print)1474-6670

Other

Other15th World Congress of the International Federation of Automatic Control, 2002
CountrySpain
CityBarcelona
Period7/21/027/26/02

All Science Journal Classification (ASJC) codes

  • Control and Systems Engineering

Keywords

  • Computational methods
  • Nonlinear control
  • Nonlinear estimation
  • Riccati equation

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