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On the discrete time matrix Riccati equation of optimal control†
International Journal of Control, 1970This paper is concerned with the discrete time matrix Riccati equation. The properties established are those of minimality, convergence, uniqueness and stability. Further the convergence of the policy space approximation technique is proved. These results are analogous to those known for the continuous-time Riccati equation, but the techniques used are
P. E. CAINES, D. Q. MAYNE
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Automatica, 1998
The optimal control law is derived for discrete-time linear stochastic systems with quadratic performance criterion and control-dependent noise. The linear operator used for determining the stability of the second moments equation is different from the one used for showing the convergence of the generalized Riccati difference equation.
BEGHI, ALESSANDRO, D'ALESSANDRO D.
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The optimal control law is derived for discrete-time linear stochastic systems with quadratic performance criterion and control-dependent noise. The linear operator used for determining the stability of the second moments equation is different from the one used for showing the convergence of the generalized Riccati difference equation.
BEGHI, ALESSANDRO, D'ALESSANDRO D.
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“On the discrete time matrix Riccati equation of optimal control-a correction”
International Journal of Control, 1971(1971). “On the discrete time matrix Riccati equation of optimal control-a correction”. International Journal of Control: Vol. 14, No. 1, pp. 205-207.
P. E. CAINES, D. Q. MAYNE
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Discrete-time Riccati equations of stochastic control
2009In this chapter a class of discrete-time backward nonlinear equations defined on the ordered Hilbert space S N n is considered. The problem of the existence of some global solutions is investigated. The class of considered discrete-time nonlinear equations contains, as special cases, a great number of difference Riccati equations both from the ...
Vasile Drăgan +2 more
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, 2016 This paper introduces a new decomposition of the constrained generalized discrete-time algebraic Riccati equation arising in linear quadratic optimal control problems into two parts: the first part is an explicit expression which is common to all ...
Lorenzo Ntogramatzidis +1 more
exaly +2 more sources
52nd IEEE Conference on Decision and Control, 2013
The continuous time state-dependent Riccati equation (SDRE) technique is extended to discrete-time under input and state constraints, yielding constrained (C) discrete-time (D) SDRE, referred to as CD-SDRE. For the latter, stability analysis and calculation of a region of attraction are carried out.
Insu Chang, Joseph Bentsman
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The continuous time state-dependent Riccati equation (SDRE) technique is extended to discrete-time under input and state constraints, yielding constrained (C) discrete-time (D) SDRE, referred to as CD-SDRE. For the latter, stability analysis and calculation of a region of attraction are carried out.
Insu Chang, Joseph Bentsman
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2012 IEEE International Conference on Control Applications, 2012
In this paper, optimality recovery of a control method based on the discrete-time state-dependent Riccati equation (DSDRE) is discussed. The relationship between the DSDRE method and the Hamilton-Jacobi-Bellman equation (HJBE) concerned with optimal control for discrete-time nonlinear systems is addressed briefly.
Kohei Yoshida +2 more
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In this paper, optimality recovery of a control method based on the discrete-time state-dependent Riccati equation (DSDRE) is discussed. The relationship between the DSDRE method and the Hamilton-Jacobi-Bellman equation (HJBE) concerned with optimal control for discrete-time nonlinear systems is addressed briefly.
Kohei Yoshida +2 more
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2015 54th IEEE Conference on Decision and Control (CDC), 2015
The constrained discrete-time state-dependent Riccati equation technique in the presence of uncertainties in the nonlinear system to be controlled is investigated. The CD-SDRE is divided into two parts — D-SDRE and MPC-based controllers, and the entire system is considered to be a switched system.
Insu Chang, Joseph Bentsman
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The constrained discrete-time state-dependent Riccati equation technique in the presence of uncertainties in the nonlinear system to be controlled is investigated. The CD-SDRE is divided into two parts — D-SDRE and MPC-based controllers, and the entire system is considered to be a switched system.
Insu Chang, Joseph Bentsman
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2016 12th IEEE International Conference on Industry Applications (INDUSCON), 2016
This paper aims to present a new control strategy for eletronic throttle control (ETC) used for the acceleration function in a vehicle. Firstly, an analitical model describing is developed with the purpose to evaluation the dynamic behaviour of ETC. The ETC is a non-linear system which the traditional control strategies cannot provide a great control ...
Jeferson J. Lima +5 more
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This paper aims to present a new control strategy for eletronic throttle control (ETC) used for the acceleration function in a vehicle. Firstly, an analitical model describing is developed with the purpose to evaluation the dynamic behaviour of ETC. The ETC is a non-linear system which the traditional control strategies cannot provide a great control ...
Jeferson J. Lima +5 more
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International Journal of Control, Automation and Systems, 2014
For linear discrete-time systems, the traditional finite horizon optimal controller is proved to render the closed-loop systems asymptotically stable under some assumptions in literature. In this paper, a new form of finite horizon discrete-time Riccati equation is proposed.
Hongli Liu, Qixin Zhu
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For linear discrete-time systems, the traditional finite horizon optimal controller is proved to render the closed-loop systems asymptotically stable under some assumptions in literature. In this paper, a new form of finite horizon discrete-time Riccati equation is proposed.
Hongli Liu, Qixin Zhu
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