Real-time algorithm for nonlinear systems with incomplete state information using finite-horizon optimal control technique

This paper discusses a novel efficient real-time technique used for finite-horizon nonlinear regulator problems with incomplete state information. This technique based on integrating the Kalman filter algorithm and the finite-horizon differential State Dependent Riccati Equation (SDRE) technique. In this technique, the optimal control problem of the nonlinear system is solved by using finite-horizon differential SDRE algorithm, which makes this technique effective for a wide range of operating points. A nonlinear mechanical crane is given to show the effectiveness of the proposed technique.