Nonlinear Finite-Horizon Regulation and Tracking for Systems with Incomplete State Information Using Differential State Dependent Riccati Equation
2014 ◽
Vol 2014
◽
pp. 1-12
◽
Keyword(s):
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.
2019 ◽
Vol 93
(1)
◽
pp. (i)-(xviii)
◽
Keyword(s):
Keyword(s):
2014 ◽
Vol 60
(2)
◽
pp. 165-171
◽
Keyword(s):
2002 ◽
Vol 35
(1)
◽
pp. 405-410
◽
Keyword(s):
Keyword(s):
1972 ◽
Vol 37
(2)
◽
pp. 516-536
◽
Keyword(s):
1988 ◽
Vol 10
(3)
◽
pp. 185-190
◽
Keyword(s):