Hamilton-Jacobi Equation of Nonlinear H sub Infinity Optimal Control

摘要

A state space approach to the nonlinear H(sub infinity) optimal control by statefeedback previously initiated is elaborated. The underlying Hamilton-Jacobi equation, which forms the direct analog of a well known Riccati equation from linear H(sub infinity) optimal theory is focused upon. The nature of solutions to this equation, in particular the existence of global solutions and consequently of globally defined feedbacks, is investigated through some simple examples.