Nonlinear regulation and nonlinear H{sub {infinity}} control via the state-dependent Riccati equation technique: Part 3, examples

A little known technique for systematically designing nonlinear regulators is analyzed. The technique consists of first using direct parameterization to bring the nonlinear system to a linear structure having state-dependent coefficients (SDC). A state-dependent Riccati equation (SDRE) is then solved at each point x along the trajectory to obtain a nonlinear feedback controller of the form u = -R{sup -1}(x)B{sup T}(x)P(x)x, where P(x) is the solution of the SDRE. In the case of scalar x, it is shown that the SDRE approach yields a control solution which satisfies all of the necessary conditions for optimality even when the state and control weightings are functions of the state. It is also shown that the solution is globally asymptotically stable. In the multivariable case, the optimality, suboptimality and stability properties of the SDRE method are investigated. Under various mild assumptions of controllability and observability, the following is shown: (a) concerning the necessary conditions for optimality, where H is the Hamiltonian of the system, H{sub u} = 0 is always satisfied and, under stability, {lambda} = -H{sub x} is asymptotically satisfied at a quadratic rate as the states are driven toward the origin, (b) if it exists, a parameter-dependent SDC parameterization can bemore » computed such that the multivariable SDRE closed loop solution satisfies all of the necessary conditions for optimality for a given initial condition, and (c) the method is locally asymptotically stable. A general nonlinear minimum-energy (nonlinear H{sub {infinity}}) problem is then posed. For this problem, the SDRF, method involves the solution of two coupled state-dependent Riccati equations at each point x along the trajectory. In the case of full state information, again under mild assumptions of controllability and observability, it is shown that the SDRE non-linear H{sub {infinity}} controller is internally locally asymptotically stable.« less