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Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

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All sourcesNASA NTRSDOE OSTI
NASA NTRS2015

Systems and Methods for Parameter Dependent Riccati Equation Approaches to Adaptive Control

Systems and methods for adaptive control are disclosed. The systems and methods can control uncertain dynamic systems. The control system can comprise a controller that employs a parameter dependent Riccati equation. The controller can produce a response that causes the state of the system to remain bounded. The control system can control both minimum phase and non-minimum phase systems. The control system can augment an existing, non-adaptive control design without modifying the gains employed in that design. The control system can also avoid the use of high gains in both the observer design and the adaptive control law.

Kim, Kilsoo↗
NASA NTRS1987

Strong convergence and convergence rates of approximating solutions for algebraic Riccati equations in Hilbert spaces

The linear quadratic optimal control problem on infinite time interval for linear time-invariant systems defined on Hilbert spaces is considered. The optimal control is given by a feedback form in terms of solution pi to the associated algebraic Riccati equation (ARE). A Ritz type approximation is used to obtain a sequence pi sup N of finite dimensional approximations of the solution to ARE. A sufficient condition that shows pi sup N converges strongly to pi is obtained. Under this condition, a formula is derived which can be used to obtain a rate of convergence of pi sup N to pi. The results of the Galerkin approximation is demonstrated and applied for parabolic systems and the averaging approximation for hereditary differential systems.

Ito, Kazufumi↗
NASA NTRS1974

Algebraic Riccati equations in zero-sum differential games

The procedure for finding the closed-loop Nash equilibrium solution of two-player zero-sum linear time-invariant differential games with quadratic performance criteria and classical information pattern may be reduced in most cases to the solution of an algebraic Riccati equation. Based on the results obtained by Willems, necessary and sufficient conditions for existence of solutions to these equations are derived, and explicit conditions for a scalar example are given.

Johnson, T. L.↗
NASA NTRS1975

A prefiltering version of the Kalman filter with new numerical integration formulas for Riccati equations

A prefiltering version of the Kalman filter is derived for both discrete and continuous measurements. The derivation consists of determining a single discrete measurement that is equivalent to either a time segment of continuous measurements or a set of discrete measurements. This prefiltering version of the Kalman filter easily handles numerical problems associated with rapid transients and ill-conditioned Riccati matrices. Therefore, the derived technique for extrapolating the Riccati matrix from one time to the next constitutes a new set of integration formulas which alleviate ill-conditioning problems associated with continuous Riccati equations. Furthermore, since a time segment of continuous measurements is converted into a single discrete measurement, Potter's square root formulas can be used to update the state estimate and its error covariance matrix. Therefore, if having the state estimate and its error covariance matrix at discrete times is acceptable, the prefilter extends square root filtering with all its advantages, to continuous measurement problems.

Womble, M. E.↗
NASA NTRS1982

The Riccati equation, imprimitive actions and symplectic forms

This paper looks at the structure of the solution of a matrix Riccati differential equation under a predefined group of transformations. The group of transformations used is an expanded form of the feedback group. It is shown that this group of transformations is a subgroup of the symplectic group. The orbits of the Riccati differential equation under the action of this group are studied and it is seen how these techniques apply to a decentralized optimal control problem.

Garzia, M. R.↗
NASA NTRS1991

Coupled Riccati equations for complex plane constraint

A new Linear Quadratic Gaussian design method is presented which provides prescribed imaginary axis pole placement for optimal control and estimation systems. This procedure contributes another degree of design freedom to flexible spacecraft control. Current design methods which interject modal damping into the system tend to have little affect on modal frequencies, i.e., they predictably shift open plant poles horizontally in the complex plane to form the closed loop controller or estimator pole constellation, but make little provision for vertical (imaginary axis) pole shifts. Imaginary axis shifts which reduce the closed loop model frequencies (the bandwidths) are desirable since they reduce the sensitivity of the system to noise disturbances. The new method drives the closed loop modal frequencies to predictable (specified) levels, frequencies as low as zero rad/sec (real axis pole placement) can be achieved. The design procedure works through rotational and translational destabilizations of the plant, and a coupling of two independently solved algebraic Riccati equations through a structured state weighting matrix. Two new concepts, gain transference and Q equivalency, are introduced and their use shown.

Strong, Kristin M.↗
DOE OSTI2025

Symmetry structure of a Riccati equation appearing in penetration mechanics

In the design of projectile penetration experiments a matter of considerable interest is scaling: that is, the potential relevance of small-scale experiments to their full-scale counterparts, in a manner analogous to that most often encountered in the context of fluid mechanics. From the theoretical standpoint, phenomena associated with scaling and scalability can be assessed using the well-established tools of dimensional analysis and the Buckingham-Pi Theorem. However, the familiar precepts of dimensional analysis are themselves a specific manifestation of the broader group invariance properties or symmetries of a mathematical model. Here, this work explores these notions – that is, dimensional analysis, the conditions for realizing complete similarity, and any additional symmetry structures – in the context of a Riccati differential equation appearing in the context of penetration mechanics. The aim of the investigation is twofold: 1) to complement existing empirical considerations with a concrete theoretical basis, and 2) to provide a deeper theoretical understanding of the projectile penetration model and its many implications.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS1974

On Newton's method for Riccati equation solution

It is shown that the assumptions of controllability and observability in two theorems of Kleinman (1968, 1970) concerning Newton's method for the Ricatti equation can be weakened to stabilizability and detectability. Empirically, this has been known for some time.

Sandell, N. R., Jr.↗
NASA NTRS1976

Integration-free interval doubling for Riccati equation solutions

Various algorithms are given for the case of constant coefficients. The algorithms are based on two ideas: first, relate the Re solution with general initial conditions to anchored RE solutions; and second, when the coefficients are constant the anchored solutions have a basic shift-invariance property. These ideas are used to construct an integration free superlinearly convergent iterative solution to the algebraic RE. The algorithm, arranged in square-root form, is thought to be numerically stable and competitive with other methods of solving the algebraic RE.

Bierman, G. J.↗
NASA NTRS1981

Disturbance decoupling, decentralized control and the Riccati equation

The disturbance decoupling and optimal decentralized control problems are looked at using identical mathematical techniques. A statement of the problems and the development of their solution approach is presented. Preliminary results are given for the optimal decentralized control problem.

Garzia, M. R.↗
NASA NTRS1972

Stability analysis of Riccati covariance equations of Kalman filter.

The present paper takes the basic mathematical approach to analyze the stability of Riccati equations. First, a simple stability criterion like that of the linear constant coefficient system is sought for the nonlinear constant Riccati Equation. Then, a complete analysis on the limiting covariance P follows. The analysis is focussed on the main theorem. Finally, the computational aspects of the Riccati equations are analyzed with examples. The application of this analysis is to provide a simple stability criterion for the Kalman filter computation to test and predict filter convergence and thus modify filter parameters accordingly.

Teng, L.↗
NASA NTRS1990

Design of linear quadratic regulators with eigenvalue placement in a specified region

Two linear quadratic regulators are developed for placing the closed-loop poles of linear multivariable continuous-time systems within the common region of an open sector, bounded by lines inclined at +/- pi/2k (for a specified integer k not less than 1) from the negative real axis, and the left-hand side of a line parallel to the imaginary axis in the complex s-plane, and simultaneously minimizing a quadratic performance index. The design procedure mainly involves the solution of either Liapunov equations or Riccati equations. The general expression for finding the lower bound of a constant gain gamma is also developed.

Shieh, Leang-San↗
NASA NTRS1991

Observer-based robust-H-infinity control laws for uncertain linear systems

Based on the algebraic Riccati equation approach, this paper presents a simple and flexible method for designing observer-based robust-H-infinity control laws for linear systems with structured parameter uncertainty. The observer-based robust-H-infinity output-feedback control law, obtained by solving three augmented algebraic Riccati equations, provides both robust stability and disturbance attenuation with H-infinity-norm bound for the closed-loop uncertain linear system. Several tuning parameters are embedded into the augmented algebraic Riccati equations so that flexibility in finding the symmetric positive-definite solutions (and hence, the robust-H-infinity control laws) is significantly increased. A benchmark problem associated with a mass-spring system, which approximates the dynamics of a flexible structure, is used to illustrate the design methodologies, and simulation results are presented.

Shieh, Leang S.↗
NASA NTRS1970

A Riccati solution for Burgers' equation

Navier-Stokes equation approximation for nonhomogeneous case obtained by relating Burgers equation to Riccati equation through similarity transformation

Rodin, E. Y.↗