High-Fidelity Discrete-Time State-Dependent Riccati Equation Filters for Stochastic Nonlinear Systems with Gaussian/Non-Gaussian Noises

Author(s):  
Insu Chang ◽  
Joseph Bentsman
2020 ◽  
Vol 142 (8) ◽  
Author(s):  
Xin Wang

Abstract A discrete-time-coupled state-dependent Riccati equation (CSDRE) control strategy is structured in this paper for synthesizing state feedback controllers satisfying the combined nonlinear quadratic regulator (NLQR) and H∞ robust control performance objectives. Under smoothness assumptions, the nonlinear plant dynamics can be formulated into state-dependent coefficient form through direct parameterization. By solving a pair of coupled state-dependent Riccati equations, the optimal stabilizing solutions can achieve inherent stability, nonlinear quadratic optimality, and H∞ disturbance attenuation performance. The established two-player Nash's game theory is utilized for developing both of the finite and infinite time optimal control laws. Furuta swing-up pendulum, a representative nonholonomic underactuated nonlinear system, is stabilized in real-time for validating the robustness and potential of proposed approach in mechatronics applications.


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