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Abstract

The Hamilton-Jacobi equation (HJE) plays an essential role in both classical mechanics and nonlinear H∞ control theory. In this paper, we propose a detailed successive algorithm for finding an approximate solution of the HJE by solving linear equations. A scalar example is given to compare the computational procedures and the accuracy for the proposed approach with some other methods. In addition, the nonlinear H∞ controller design for the inverted pendulum is also included to show the superiority of the nonlinear H∞ controller, as compared with the linear H∞ controller, in the aspect of the robust performance/stability.

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