非线性最优控制的反馈逼近

THE KLEINMAN-NEWTON APPROACH TO NONLINEAR OPTIMAL CONTROL

本文将在线性最优控制中经典的ｋｌｅｉｎｍａｎ－Ｎｅｗｔｏｎ［１］方法推广到非线性的最优控 制问题。我们证明，由一个稳定反馈控制生成的反馈控制序列在原点附近会一致逼近最优 控制。

We extend the Kleinman-Newton[1] approach to nonlinear optimal control prob- lems. We prove that the feedback control sequence created by applying the Kleinman- Newton approach, beginning from a globally stabilizing feedback control, converges to the optimal control described in Lukes paper[2]. We also expect this theory to be useful in nonlinear H-optimal control.