A Formal Solution of the Quadratic Optimal Control for Nonlinear Systems

A formal explicit, exact, in closed form representation of the solution of the quadratic optimal control of nonlinear systems problem, is presented. This is motivated by the recently derived optimal estimator of nonlinear systems based on the deterministic approach to estimation. As for linear systems, the solution for nonlinear systems is not causal thus cannot be solved in real-time. For scalar nonlinear systems, it is the optimal solution. It is formal as it depends on the State-Dependent-Coefficient form representation of a nonlinear system that is not unique for systems of order greater than one. This new representation shows that the State-Dependent Riccati Equation-based approach to the control of nonlinear systems is far from the optimum.