Constrained discrete-time state-dependent Riccati equation technique: A model predictive control approach

Insu Chang, Joseph Bentsman

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

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. The derivation of the D-SDRE under state-dependent weights is provided, and the result is compared with that of D-SDRE obtained by using the discrete-time algebraic Riccati equation (DARE) and that of discrete-time linear quadratic regulator (DLQR). Stability of the D-SDRE feedback system is established using input-to-state stability (ISS) approach. Receding horizon strategy is used to take into account the constraints on D-SDRE controller.

Original languageEnglish (US)
Title of host publication2013 IEEE 52nd Annual Conference on Decision and Control, CDC 2013
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages5125-5130
Number of pages6
ISBN (Print)9781467357173
DOIs
StatePublished - 2013
Event52nd IEEE Conference on Decision and Control, CDC 2013 - Florence, Italy
Duration: Dec 10 2013Dec 13 2013

Publication series

NameProceedings of the IEEE Conference on Decision and Control
ISSN (Print)0743-1546
ISSN (Electronic)2576-2370

Other

Other52nd IEEE Conference on Decision and Control, CDC 2013
Country/TerritoryItaly
CityFlorence
Period12/10/1312/13/13

ASJC Scopus subject areas

  • Control and Systems Engineering
  • Modeling and Simulation
  • Control and Optimization

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