Abstract
It is known that the so-called H ∞ control problem of a nonlinear system is locally solvable if the corresponding problem for the linearized system can be solved by linear feedback. In this paper we prove that this condition suffices to solve also a global H ∞ control problem, for a fairly large class of nonlinear systems, if one is free to choose a state-dependent weight of the control input. Using a two-way (backward and forward) recursive induction argument, we simultaneously construct, starting from a solution of the Riccati algebraic equation, a global solution of the Hamilton–Jacobi–Isaacs partial differential equation arising in the nonlinear H ∞ control, as well as a state feedback control law that achieves global disturbance attenuation with internal stability for the nonlinear systems.
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