V. Rehbock et al., OPTIMAL AND SUBOPTIMAL FEEDBACK CONTROLS FOR A CLASS OF NONLINEAR-SYSTEMS, Computers & mathematics with applications, 31(6), 1996, pp. 71-86
In this paper, we consider a class of nonlinear regulator problems in
which the control appears linearly. Using an approach similar to that
given for the classical linear quadratic regulator problem, it is show
n in [1] that the optimal feedback control can be expressed as a funct
ion of the solution of an algebraic Riccati equation at each point in
the state space. More precisely, it is shown that by solving a Riccati
equation at a given point in the state space, the optimal feedback co
ntrol at that particular point is readily obtained. In this paper, our
first aim is to investigate stability of the resulting closed loop sy
stem. Second, a simple computational scheme for constructing a subopti
mal control is suggested. We then consider the problem of stabilizing
the system when it is subjected to bounded noise. For illustration, tw
o examples are used to test the effectiveness of the proposed computat
ional schemes.