An algorithm and data structure for approximately computing nonlinear H∞ control laws

An algorithm and data structure are developed for finding Taylor series solution of the Hamilton-Jacobi-Isaacs equation associated with the nonlinear H_∞ control problem. This algorithm yields a set of linear algebraic equations, which not only lead to a transparent solvability condition of the Hamilton-Jacobi-Isaacs equation in the form of Taylor series, but also furnish a systematic procedure to generate the coefficients matrices of the Taylor series. This algorithm is illustrated on a missile pitch autopilot design.