<abstract xmlns="http://www.w3.org/1999/xhtml"><p>Methods for solving non-linear control systems are still being developed. For many industrial devices and systems, quick and accurate regulators are investigated and required. The most effective and promising for nonlinear systems control is a State-Dependent Riccati Equation method (SDRE). In SDRE, the problem consists of finding the suboptimal solution for a given objective function considering nonlinear constraints. For this purpose, SDRE methods need improvement.</p><p>In this paper, various numerical methods for solving the SDRE problem, i.e. algebraic Riccati equation, are discussed and tested. The time of computation and computational effort is presented and compared considering selected nonlinear control plants.</p></abstract>

Methods for solving non-linear control systems are still being developed. For many industrial devices and systems, quick and accurate regulators are investigated and required. The most effective and promising for nonlinear systems control is a State-Dependent Riccati Equation method (SDRE). In SDRE, the problem consists of finding the suboptimal solution for a given objective function considering nonlinear constraints. For this purpose, SDRE methods need improvement.In this paper, various numerical methods for solving the SDRE problem, i.e. algebraic Riccati equation, are discussed and tested. The time of computation and computational effort is presented and compared considering selected nonlinear control plants.

Numerical Solution of SDRE Control Problem – Comparison of the Selected Methods

Foundations of Computing and Decision Sciences

This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 License.

Methods for solving non-linear control systems are still being developed. For many industrial devices and systems, quick and accurate regulators are...

Numerical Solution of SDRE Control Problem – Comparison of the Selected Methods

Published Online: Jun 29, 2020

Page range: 79 - 95

Received: Dec 28, 2019

Accepted: Mar 30, 2020

DOI: https://doi.org/10.2478/fcds-2020-0006

Keywords
State-dependent Riccati equations, Nonlinear systems, Numerical analysis

© 2020 Krzysztof Hałas et al., published by Sciendo

This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 License.

Numerical Solution of SDRE Control Problem – Comparison of the Selected Methods

Published Online: Jun 29, 2020

Page range: 79 - 95

Received: Dec 28, 2019

Accepted: Mar 30, 2020

DOI: https://doi.org/10.2478/fcds-2020-0006

KeywordsState-dependent Riccati equations, Nonlinear systems, Numerical analysis

© 2020 Krzysztof Hałas et al., published by Sciendo

This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 License.

Keywords
State-dependent Riccati equations, Nonlinear systems, Numerical analysis