Title :
Successive approximation solution of the HJI equation
Author :
Wise, Kevin A. ; Sedwick, Jack L.
Author_Institution :
McDonnell Douglas Aerosp.-East, St. Louis, MO, USA
Abstract :
A successive approximation solution approach is used to solve the Hamilton-Jacobi-Isaacs partial differential Riccati equation that arises in nonlinear H∞ optimal control problems. The method of characteristics is used to form integral expressions used to solve the partial differential Riccati equation. Successive approximations are then used to approximate the solution to these integral expressions. Two examples in which the optimal control is known are presented. These examples outline the approximate solution approach and provide insight into what degree of approximation is needed
Keywords :
H∞ control; Riccati equations; approximation theory; nonlinear control systems; nonlinear differential equations; state feedback; HJI equation; Hamilton-Jacobi-Isaacs partial differential Riccati equation; integral expressions; method of characteristics; nonlinear H∞ optimal control; successive approximation; Attenuation; Differential algebraic equations; Differential equations; Integral equations; Nonlinear equations; Nonlinear systems; Optimal control; Riccati equations; Stability; State-space methods;
Conference_Titel :
Decision and Control, 1994., Proceedings of the 33rd IEEE Conference on
Conference_Location :
Lake Buena Vista, FL
Print_ISBN :
0-7803-1968-0
DOI :
10.1109/CDC.1994.411255
