Proceedings of the American Control Conference Albuquerque, N e w Mexico June 1997 U. S . Government work not protected by U. S.

copyright

Parametric Enhancement of State-Dependent Riccati Equation Based Control

James R. Cloutier and Curtis P. Mracek Navigation and Control Branch U.S. Air Force Armament Directorate Eglin AFB, FL 32542-6810
Abstract

In the state-dependent Riccati equation (SDRE) method for nonlinear regulation, the nonlinear system is first brought to a linear structure having state-dependent coB(z)u. An Utilizing the fact that the SDC matrix A is not unique, efficient (SDC) matrices, i.e., i = A(.). SDRE is then solved to obtain a nonlinear controller of the SDRE approach for obtaining a suboptimal solution the form U = -R-l(z)BT(x)P(x)x, where P ( s ) is the of Problem (1)-(3) is: solution of the SDRE. It is known that there are an infinite number of ways to bring the nonlinear dynamics i) Use direct parameterization to bring the nonlinear dyto the SDC form and this nonuniqueness allows the SDC namics to the parameterized state-dependent coeficient matrix A to be parameterized as A ( x ,a(.)). If one is able (SDC) form to solve a certain partial differential equation, then ( ~ ( 2 ) 1= A(%, a ( z ) ) z B(z)u (4) can be determined such that all of the necessary conditions for optimality are satisfied. However, one cannot where f(x) = A ( x ,( Y ( ~ ) ) (Y x E Rp,p2 1 (5) expect such a solution to be real-time implementable. In this paper, by using a certain SDC structure and integral ii) Solve the state-dependent Riccati equation control, we show how a(.) can be updated via feedback AT(%, CY(Z)) f PPA(z,(Y(z))to enhance design performance. In the conference prePB(xc)R-l(x)BT(x)P Q ( x ) = 0 sentation, this new state-dependent parameter updating (6) scheme is used to enhance the SDRE control of the non- to obtain P 2 0 , where P is a function of x afid a(.). linear benchmark plant where a rotational actuator is used to control the motion of a translational oscillator. iii) Construct the nonlinear feedback controller

Ck, k 2 1) defined in a neighborhood of the origin and that f is a real-valued analytic function defined over the same neighborhood. We also assume that f ( 0 ) = 0 and that B ( z )# 0 in a neighborhood around the origin.

U =

-R-' (x >BT(4P(., a(.))z

(7)

1. Introduction
Consider the general infinite-horizon, input-affine, autonomous, nonlinear regulator problem of the form: Minimize

with respect to the state x and control nonlinear system constraints

j.=

subject to the
(2) (3)

Normally, a single SDC parameterization is used which can be obtained by setting a ( x ) = ac, where a, is a constant. Alternatively, P ( x ,a(.)) implies that U = ~(x CY(%)) , which sets up a pointwise parameter optimization problem with respect to a(.). To ensure satisfaction of the necessary conditions for optimality, this parameter optimization would involve the solution of a partial differential equation which would not be real-time implementable [l]. In the next section, we show how feedback control can be employed to approximately optimize over

4.).
2. Parametric Enhancement

f).(

+ B(x)u

z = C(z)x

where x E R", U E Rm and z E R", and where Q ( x ) = CT(x)C(x) >_ 0, and R(x) > 0 for all IC. We assume that the columns of B , R, and C are smooth functions (i.e.,

To illustrate the new parametric enhancement technique, we first state the following theorem which is easily proven.

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Theorem. The elements of A ( z ,a ( z ) )are either linear o r afine functions of a i ( . ) and 1 - ai(z),i = 1,.. . ,p, where the subscript i denotes the ith component of a.
Thus A(z,(U(.)) = A ( z ,a,(z),1 - a,(z))where it is understood that i = 1,., . , p . The nonlinear dynamics can then be represented as
X = A ( z ,CZ,(X), 1- CU,(Z))S

(8)

We know that a2(z) (1 - a,(z))= 1 for all z and for all i = 1,.. . ,p. Assuming that the optimal value of a, as a function of z lies in the interval [0,1], we can set a , ( . ) = cos2y, and 1 - a,(z) = sin2y, and rewrite the nonlinear dynamics as

matrix in (11) represents a valid SDC parameterization. Note also that sin2yi/yi is well-behaved as yi t 0. The structure of A is such that its elements are either zero or contain 1- /? as a factor. Since p is very close to one, the SDC matrix in (11) is close to the SDC matrix in (lo), but its right upper subblock is not zero. This latter fact allows changes in y to influence z within the linear structure of the SDRE algorithm. Simulation has shown that p must be close to one to achieve a suboptimal parameter optimization of the system comprised of (1)-(3) and (7). To keep the problem from being singular, a small penalty must be imposed on ii in the performance index. Finally, the initial condition for y must be determined. The easiest way to do this is to simply pick a fixed initial condition for y independent of z. However, this could be highly suboptimal and to improve the level of suboptimality, the initial condition of y should be chosen as a function of z. For a given z(O), y(z(0)) can be determined in several ways. One way is to cycle through various values of y(z(O)), running the closed loop system for each y(z(O)), and computing the performance index after an equilibrium is achieved. The obtained performance indices are then compared to obtain a suboptimal value of y(z(0)). A second way is to solve a two-point boundary-value problem for a such that the necessary condition = -H, is satisfied ( H , = 0 is always satisfied in the SDRE method). This was done in [l]for a simple example, treating a as a function of time. It is important to note that all of the computation involved in determining the initial value of y can be carried out offline. Since y(z(0)) is a function of z(O), y(z(0)) should be computed over a gridded range of z(0) values.

li: = A(%, cos2y,, sin2yz)z

+U

(9)

where the y, are pseudo-controls. If the optimal value of a,as a function of z should lie outside of [0, 1 1 , sec2y , and tan2yz could be used in the place of cos2y, and sin2y,, and a combination of the two trigonometric pairs could be used to cover the general case where the optimal value of a,(z) may lie anywhere along the real line. The system where ii = [U ylT. We (9) is of the form k = f(z,ii) can bring the system to a form affine in the control by introducing integral control defined via & = ii, so that the yz become states with the ii, being pseudo-controls. The augmented system in SDC form is given by

[+-I

[ A(z,

cos2yi,sin2yi) 0 0

Note that ii can produce changes in y which in turn changes the ai(z) = cos2yi. However, simulation has shown that SDRE control based on system (10) results in y being driven to zero very rapidly so that the system quickly degenerates to the single parameterization = 1,i = 1,.. . ,p. This is due to the defined by ai(%) fact that the SDC matrix in (lo), when evaluated at any point, consists only of numbers and its zero upper right subblock, from a linear perspective, indicates that 2 is not influenced by changes in y. This can be corrected by using an SDC matrix structure whose upper right subblock is not zero. Let p be a number that is extremely close to one. The SDC matrix in (10) can then be rewritten as

3 . Summary
A method for performing parametric optimization via feedback within the SDRE algorithm has been presented. In the conference presentation, the new technique for up( . ) is utilized to achieve enhanced SDRE control dating a of the nonlinear benchmark plant [2]. References
[l] J. R. Cloutier, C. N. D'Souza, and C. P. Mracek. Nonlinear regulation and nonlinear H , control via the state-dependent Riccati equation technique; part 1, theory; part 2, examples. In Proceedings of the International Conference on Nonlinear Problems in Awiation and Aerospace. Available through University Press, Embry-Riddle Aeronautical University, Daytona Beach, FL, 32114, May 1996. [2]

where the n x p matrix

A is constructed to satisfy

R. T. Bupp, D. S. Bernstein, and V. T. Coppola. A

Note that satisfaction of (12) ensures that the coefficient

able through the Internet- http: // www - personal engin . umich . edu / rbupp /research /SCL /RTAC.

benchmark problem for nonlinear control design. Avail-

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