Considerações sobre o controle ótimo LQR online com solução da equação algébrica de Riccati baseada em algoritmos de filtragem adaptativa

Authors

  • Williams Jesús López Yánez Laboratório de Sistemas Adaptativos e Processamento de Sinais-LSAPS, Programa de Pós-Graduação em Engenharia Elétrica, Universidade Federal do Maranhão-UFMA, São Luís-MA
  • Francisco das Chagas de Souza Laboratório de Sistemas Adaptativos e Processamento de Sinais-LSAPS, Programa de Pós-Graduação em Engenharia Elétrica, Universidade Federal do Maranhão-UFMA, São Luís-MA

DOI:

https://doi.org/10.20906/sbai.v1i1.2635

Keywords:

Adaptive filtering algorithms, Bellman equation, LQR, Lyapunov equation

Abstract

To solve the infinite-horizon optimal control LQR problem, it is necessary to obtain the solution of the discrete algebraic Riccati (DARE) equation. However, the DARE is a nonlinear matrix equation and its solution is usually difficult to find it analytically. In this paper, is presented a discrete-time LQR control design using adaptive filtering algorithms to approximate the solution of the Lyapunov equation, thus obtaining a sequence of matrices that converges to the DARE solution.

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Published

2021-10-20

Issue

Vol. 1 No. 1 (2021): SBAI2021

Section

Articles