Abstract

A number of computational techniques have been proposed for synthesizing nonlinear control based on state dependent Riccati equation (SDRE). Most of these techniques focusing on infinite-horizon regulator problems. This paper presents a novel and computationally efficient online technique used for finite-horizon nonlinear regulation and tracking problems. In the finite-horizon SDRE problems, the solution is time dependent and a differential equation, rather than an algebraic equation in infinite-horizon SDRE. This technique is based on change of variables that converts the differential Riccati equation to a linear Lyapunov differential equation. Simulation results are provided to illustrate the effectiveness of the proposed technique.

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