H2−H∞ control of discrete-time nonlinear systems using the state-dependent Riccati equation approach [PDF]
A novel H2−H∞ State-dependent Riccati equation control approach is presented for providing a generalized control framework to discrete-time nonlinear system.
Xin Wang +3 more
doaj +3 more sources
Optimized Discrete-Time State Dependent Riccati Equation Regulator
The state dependent Riccati equation was originally developed for the continuous time systems. In the paper the optimality of a discrete time version of the state dependent Riccati equation is considered. The derivation of the optimal control strategy is
M J Grimble
exaly +4 more sources
Using Generalized Fibonacci Sequences for Solving the One-Dimensional LQR Problem and its Discrete-Time Riccati Equation [PDF]
In this article we develop a method of solving general one-dimensional Linear Quadratic Regulator (LQR) problems in optimal control theory, using a generalized form of Fibonacci numbers.
Per-Ole Nyman +2 more
doaj +2 more sources
MATLAB SOLUTIONS FOR DISCRETE-TIME RICCATI EQUATIONS OF STOCHASTIC FRACTIONAL LINEAR QUADRATIC OPTIMAL CONTROL AND APPLICATIONS [PDF]
In this paper we study solution properties for a class of discrete-time Riccati equations of stochastic control associated to discrete-time fractional order systems with control and multiplicative white noise.
Viorica Mariela Ungureanu
doaj +1 more source
Stabilizing Solution and Parameter Dependence of Modified Algebraic Riccati Equation With Application to Discrete-Time Network Synchronization [PDF]
This technical note deals with a modified algebraic Riccati equation (MARE) and its corresponding inequality and difference equation, which arise in modified optimal control and filtering problems and are introduced into the cooperative control problems ...
Michael Z Q Chen +2 more
exaly +2 more sources
Modified Algebraic Riccati Equation Closed-Form Stabilizing Solution
A modified discrete-time algebraic Riccati equation (MARE) is a discrete-time algebraic Riccati equation (DARE) for which the quadratic term is weighted by a modifying parameter $\alpha $ .
Alejandro J. Rojas
doaj +1 more source
Riccati matrix differential equation and the discrete order preserving property [PDF]
summary:In this paper we recall discrete order preserving property related to the discrete Riccati matrix equation. We present results obtained by applying this property to the solutions of the Riccati matrix differential ...
Štoudková Růžičková, Viera
core +1 more source
Stochastic Linear Quadratic Control Problem on Time Scales
This paper addresses a version of the stochastic linear quadratic control problem on time scales SΔLQ, which includes the discrete time and continuous time as special cases.
Yingjun Zhu, Guangyan Jia
doaj +1 more source
Autonomous Collision Avoidance Using MPC with LQR-Based Weight Transformation
Model predictive control (MPC) is a multi-objective control technique that can handle system constraints. However, the performance of an MPC controller highly relies on a proper prioritization weight for each objective, which highlights the need for a ...
Shayan Taherian +3 more
doaj +1 more source
On solving periodic Riccati equations [PDF]
Numerically reliable algorithms to compute the periodic non-negative definite stabilizing solutions of the periodic differential Riccati equation (PRDE) and discrete-time periodic Riccati equation (DPRE) are proposed. For the numerical solution of PRDEs,
A. Varga, Varga, Andreas
core +1 more source

