Approximate Integrator-Gains for Discretizing Differential Riccati Equations

K. Kittipeerachon, N. Hori (Japan), and P.N. Nikiforuk (Canada)

Keywords

Discretization, differential Riccati equation,approximation, discretetime integrator gain, deltaformRiccati equation

Abstract

Several new discretization methods are proposed for a differential Riccati equation and viewed from the point of a discrete-time integrator gain. The obtained discrete-time models, called the TL, TN, and TE models, are based on approximations of this gain, which plays a key role in the discretization and parameter identification of nonlinear systems. From numerous simulations, it was found that, in general, the TL and TN discrete-time models have good accuracy and remain stable even for large sampling intervals, whereas the TE model and the well-known forward-difference-model have poor accuracy and easily become unstable as the sampling interval increases. Overall, the TL model with a free parameter chosen to be zero usually gives the best performance among those tested in this study.

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