Nonlinear Finite-Horizon Regulation and Tracking for Systems with Incomplete State Information Using Differential State Dependent Riccati Equation

Abstract EN

This paper presents an efficient online techniqueused for finite-horizon, nonlinear, stochastic, regulator, and trackingproblems.

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 techniqueis 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.