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Abstract
An optimized variant of the State Dependent Riccati Equations (SDREs) approach for nonlinear optimal feedback stabilization is presented. The proposed method is based on the construction of equivalent semilinear representations associated to the dynamics and their affine combination. The optimal combination is chosen to minimize the discrepancy between the SDRE control and the optimal feedback law stemming from the solution of the corresponding Hamilton Jacobi Bellman (HJB) equation. Numerical experiments assess effectiveness of the method in terms of stability of the closed-loop with near-to-optimal performance.
Original language | English |
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Pages (from-to) | 510-515 |
Number of pages | 6 |
Journal | IFAC-PapersOnLine |
Volume | 55 |
Issue number | 30 |
Early online date | 23 Nov 2022 |
DOIs | |
Publication status | Published - 31 Dec 2022 |
Event | 25th IFAC Symposium on Mathematical Theory of Networks and Systems, MTNS 2022 - Bayreuthl, Germany Duration: 12 Sept 2022 → 16 Sept 2022 |
Bibliographical note
This work was supported by the UK Engineering and Physical Sciences Research Council (EPRSC) grant EP/V04771X/1.DK was additionally supported by EPSRC grants EP/T024429/1, and EP/V025899/1Funding
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Keywords
- feedback control
- Hamilton Jacobi Bellman equation
- nonlinear optimal control
- State Dependent Riccati equation
ASJC Scopus subject areas
- Control and Systems Engineering
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Overcoming the curse of dimensionality in dynamic programming by tensor decompositions
Dolgov, S. (PI)
Engineering and Physical Sciences Research Council
10/05/21 → 9/05/23
Project: Research council