I need to deveop an adaptive controller using SDRE method for electric vehicle. Any idea about the coding in Matlab/Simulink? Some examples will be appreciated.
Thank you in advance.
You can solve the algebraic Riccati equation at each step by eigendecomposition of the associated Hamiltonian matrix (see for example https://en.wikipedia.org/wiki/Algebraic_Riccati_equation).
Within my Simulink model the Matlab Function block that implements the SDRE controller calls the function ARE_diag() with arguments the matrices composing the ARE. The function calls matrix_balance() to balance the Hamiltonian matrix before computing its spectral decomposition (the algorithm is taken from the book "Numerical Recipes": http://numerical.recipes/ ).
Otherwise, you can use iterative techniques like Kleinman algorithm (see http://ieeexplore.ieee.org/abstract/document/1024809/)
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