Abstract
State-dependent Riccati equation (SDRE) techniques are rapidly emerging as general design and synthesis methods of nonlinear feedback controllers and estimators for a broad class of nonlinear regulator problems. In essence, the SDRE approach involves mimicking standard linear quadratic regulator (LQR) formulation for linear systems. In particular, the technique consists of using direct parameterization to bring the nonlinear system to a linear structure having state-dependent coefficient matrices. Theoretical advances have been made regarding the nonlinear regulator problem and the asymptotic stability properties of the system with full state feedback. However, there have not been any attempts at the theory regarding the asymptotic convergence of the estimator and the compensated system. This paper addresses these two issues as well as discussing numerical methods for approximating the solution to the SDRE. The Taylor series numerical methods works only for a certain class of systems, namely with constant control coefficient matrices, and only in small regions. The interpolation numerical method can be applied globally to a much larger class of systems. Examples will be provided to illustrate the effectiveness and potential of the SDRE technique for the design of nonlinear compensator-based feedback controllers.
Similar content being viewed by others
References
Anderson, B.D.O., Moore, J.B.: Optimal Control Linear Quadratic Methods. Prentice-Hall, Englewood Cliffs (1990)
Banks, H.T., Beeler, S.C., Kepler, G.M., Tran, H.T.: Feedback control of thin film growth in an HPCVD reactor via reduced order models. In: Proceedings of the 40th IEEE Conference on Decision and Control, Orlando, FL. IEEE, Los Alamitos (2001)
Banks, H.T., Beeler, S.C., Kepler, G.M., Tran, H.T.: Reduced order modeling and control of thin film growth in an HPCVD reactor. SIAM J. Appl. Math. 62(4), 1251–1280 (2002). CRSC Technical report CRSC-TR00-33, NCSU
Banks, H.T., Bortz, D.M., Holte, S.E.: Incorporation of variability into the modeling of viral delays in HIV infection dynamics. Math. Biosci. 183, 63–91 (2003). CRSC Technical report CRSC-TR01-25, NCSU
Beeler, S.C.: Modeling and control of thin film growth in a chemical vapor deposition reactor. Ph.D. dissertation, North Carolina State University, Raleigh (2000)
Beeler, S.C., Tran, H.T., Banks, H.T.: Feedback control methodologies for nonlinear systems. J. Optim. Theory Appl. 107(1) 1–33 (2000)
Beeler, S.C., Tran, H.T., Banks, H.T.: State estimation and tracking control of nonlinear dynamical systems. In: Desch, W., Kappel, F., Kunisch, K. (eds.) Control and Estimation of Distributed Parameter Systems, International Series of Numerical Mathematics, vol. 143, pp. 1–24. Birkhäuser, Basel (2002). CRSC Technical report CRSC-TR00-19, NCSU
Brauer, F., Nohel, J.A.: The Qualitative Theory of Ordinary Differential Equations. Dover, Mineola (1989)
Cloutier, J.R., Mracek, C.P., Ridgely, D.B., Hammett, K.D.: State-dependent Riccati equation techniques: theory and applications. In: Notes from the SDRE Workshop Conducted at the American Control Conference, Philadelphia, PA. IEEE, Los Alamitos (1998)
Cloutier, J.R., D’Souza, C.N., Mracek, C.P.: Nonlinear regulation and nonlinear h ∞ control via the state-dependent Riccati equation technique: part 1. Theory. In: Proceedings of the First International Conference on Nonlinear Problems in Aviation and Aerospace, Daytona Beach, FL. European Conference Publishers, London (1996)
Cloutier, J.R., Stansbery, D.T.: Nonlinear, hybrid bank-to-turn/skid-to-turn autopilot design. In: Proceedings of the AIAA Guidance, Navigation, and Control Conference, Montreal, Canada. AIAA, Reston (2001)
Doyle, J., Huang, Y., Primbs, J., Freeman, R., Murray, R., Packard, A., Krstic, M.: Nonlinear control: Comparisons and case studies. In: Notes from the Nonlinear Control Workshop conducted at the American Control Conference, Albuquerque, NM. IEEE, Los Alamitos (1998)
Erdem, E.B., Alleyne, A.G.: Experimental real-time SDRE control of an underactuated robot. In: Proceedings of the American Control Conference, San Diego, CA. IEEE, Los Alamitos (1999)
Erdem, E.B., Alleyne, A.G.: Globally stabilizing second-order nonlinear systems by SDRE control. In: Proceedings of the American Control Conference, San Diego, CA. IEEE, Los Alamitos (1999)
Friedland, B.: Advanced Control System Design. Prentice-Hall, Englewood Cliffs (1996)
Friedland, B.: Feedback control of systems with parasitic effects. In: Proceedings of the American Control Conference, Albuquerque, New Mexico. IEEE, Los Alamitos (1997)
Hammett, K.D.: Control of Nonlinear Systems via state feedback state-dependent Riccati equation techniques. Ph.D. dissertation, Air Force Institute of Technology, Wright-Patterson AFB, Ohio, 1997
Hammett, K.D., Hall, C.D., Ridgely, D.B.: Controllability issues in nonlinear state-dependent Riccati equation control. AIAA J. Guid. Control Dyn. 21(5), 767–773 (1998)
Hu, X.: On state observers for nonlinear systems. Systems Control Lett. 17, 465–473 (1991)
Huang, Y., Lu, W.M.: Nonlinear optimal control: alternatives to Hamilton–Jacobi equation. In: Proceedings of the IEEE Conference on Decision and Control, Kobe, Japan. IEEE, Los Alamitos (1996)
Hull, R.A., Cloutier, J.R., Mracek, C.P., Stansbery, D.T.: State-dependent Riccati equation solution of the toy nonlinear optimal control problem. In: Proceedings of the American Control Conference, Philadelphia, PA. IEEE, Los Alamitos (1998)
Isidori, A.: Nonlinear Control Systems. Springer, New York (1995)
Ito, K., Schroeter, J.D.: Reduced order feedback synthesis for viscous incompressible flows. Math. Comput. Model. 33, 173–192 (2001)
Kirschner, D.: Using mathematics to understand HIV immune dynamics. Not. Am. Math. Soc., 191–202 (February 1996)
Krstic, M., Kanellakopoulos, I., Kokotovic, P.: Nonlinear and Adaptive Control Design. Wiley, New York (1995)
Lewis, F.L., Syrmos, V.L.: Optimal Control. Wiley, New York (1995)
Markman, J., Katz, I.N.: An iterative algorithm for solving Hamilton–Jacobi type equations. SIAM J. Sci. Comput. 22(1), 312–329 (2000)
Mracek, C.P., Cloutier, J.R.: Full envelope missile longitudinal autopilot design using the state-dependent Riccati equation method. In: Proceedings of the AIAA Guidance, Navigation, and Control Conference, New Orleans, LA. AIAA, Reston (1997)
Mracek, C.P., Cloutier, J.R.: Control designs for the nonlinear benchmark problem via the state-dependent Riccati equation method. Int. J. Robust Nonlinear Control 8(4–5), 401–433 (1998)
Mracek, C.P., Cloutier, J.R.: Control designs for the nonlinear benchmark problem via the state-dependent Riccati equation method. Int. J. Robust Nonlinear Control 8, 401–433 (1998)
Palumbo, N.F., Jackson, T.: Development of a fully integrated missile guidance and control system: a state-dependent Riccati differential equation approach. In: Proceedings of the Conference on Control Applications, Hawaii. IEEE, Los Alamitos (1999)
Parrish, D.K., Ridgely, D.B.: Attitude control of a satellite using the SDRE method. In: Proceedings of the American Control Conference, Albuquerque, NM. IEEE, Los Alamitos (1997)
Parrish, D.K., Ridgely, D.B.: Control of an artificial human pancreas using the SDRE method. In: Proceedings of the American Control Conference, Albuquerque, NM. IEEE, Los Alamitos (1997)
Qu, Z., Cloutier, J.R., Mracek, C.P.: A new suboptimal nonlinear control design technique. In: Proceedings of the 13th IFAC World Congress, San Francisco, CA, 1996
Rodman, L.: On extremal solutions of the algebraic Riccati equation. In: Byrnes, C.I., Martin, C.F. (eds.) Algebraic and Geometric Methods in Linear Systems Theory, Lectures in Applied Mathematics, vol. 18. American Mathematical Society, Providence (1980)
Shamma, J.S., Athens, M.: Analysis of gain scheduled control for nonlinear plants. IEEE Trans. Autom. Control 35(8), 898–907 (1990)
Shamma, J.S., Cloutier, J.R.: Existence of SDRE stabilizing feedback. In: Proceedings of the American Control Conference, Arlington, VA, 2001
Slotine, J.-J.E.: Applied Nonlinear Control. Prentice-Hall, Englewood Cliffs (1991)
Stansbery, D.T., Cloutier, J.R.: Position and attitude control of a spacecraft using the state-dependent Riccati equation technique. In: Proceedings of the American Control Conference, Chicago, IL, 2000
Sznaier, M., Cloutier, J.R., Hull, R.A., Jacques, D., Mracek, C.P.: Receding horizon control Lyapunov function approach to suboptimal regulation of nonlinear systems. AIAA J. Guid. Control Dyn. 23(3), 399–405 (2000)
Thau, F.E.: Observing the state of non-linear dynamic systems. Int. J. Control 17, 471–479 (1973)
Theodoropoulou, A., Adomaitis, R.A., Zafiriou, E.: Model reduction for optimization of rapid thermal chemical vapor deposition systems. IEEE Trans. Semicond. Manuf. 11, 85–98 (1998)
To, L.C., Tade, M.O., Kraetzl, M.: Robust Nonlinear Control of Industrial Evaporation Systems. World Scientific, River Edge (1999)
Wernli, A., Cook, G.: Suboptimal control for the nonlinear quadratic regulator problem. Automatica 11, 75–84 (1975)
Zhou, K., Doyle, J., Glover, K.: Robust and Optimal Control. Prentice-Hall, Englewood Cliffs (1996)
Author information
Authors and Affiliations
Corresponding author
Rights and permissions
About this article
Cite this article
Banks, H.T., Lewis, B.M. & Tran, H.T. Nonlinear feedback controllers and compensators: a state-dependent Riccati equation approach. Comput Optim Appl 37, 177–218 (2007). https://doi.org/10.1007/s10589-007-9015-2
Received:
Revised:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s10589-007-9015-2