Considerações sobre o controle ótimo LQR online com solução da equação algébrica de Riccati baseada em algoritmos de filtragem adaptativa
Keywords: Adaptive filtering algorithms, Bellman equation, LQR, Lyapunov equation
AbstractTo 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.