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| Main Authors: | , |
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| Format: | Preprint |
| Published: |
2025
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| Subjects: | |
| Online Access: | https://arxiv.org/abs/2503.10442 |
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Table of Contents:
- This paper introduces a unified approach for state estimation and control of nonlinear dynamic systems, employing the State-Dependent Riccati Equation (SDRE) framework. The proposed approach naturally extends classical linear quadratic Gaussian (LQG) methods into nonlinear scenarios, avoiding linearization by using state-dependent coefficient (SDC) matrices. An SDRE-based Kalman filter (SDRE-KF) is integrated within an SDRE-based control structure, providing a coherent and intuitive strategy for nonlinear system analysis and control design. To evaluate the effectiveness and robustness of the proposed methodology, comparative simulations are conducted on two benchmark nonlinear systems: a simple pendulum and a Van der Pol oscillator. Results demonstrate that the SDRE-KF achieves comparable or superior estimation accuracy compared to traditional methods, including the Extended Kalman Filter (EKF) and the Particle Filter (PF). These findings underline the potential of the unified SDRE-based approach as a viable alternative for nonlinear state estimation and control, providing valuable insights for both educational purposes and practical engineering applications.