Optimal quadratic full state feedback control of nonlinear affine systems

Abstract

The solution of the optimal quadratic full-state feedback closed-loop control of a nonlinear affine system problem is presented and solved. This solution uses the State-Dependent Coefficient (SDC) form of a nonlinear system and the Calculus of Variations. Further, it is shown that this solution enables the computation of the value function associated with the respective Hamilton-Jacobi-Bellman equation thus satisfying the necessary and sufficient conditions for optimality. The use of the SDC form representation in the optimal solution for a nonlinear affine system results in an explicit and exact full-state feedback closed-loop control implementation as opposed to the existing open-loop solutions of the optimal control. This solution, like for the linear case, is non-causal and thus cannot be solved in real-time. The closed-loop application involves precomputing a time-varying full-state feedback matrix. The optimal feedback is a linear combination of the current state. The time-varying gain matrix is the backward solution of a non-symmetric matrix Riccati equation. Conditions for the stability of the full-state feedback are presented. This new representation of the optimal solution gives a well-understandable algorithm that enables implementation in the closed loop of the optimal feedback control of a non-linear system which is not possible with the existing optimal open loop representations.