Policy Iterations on the Hamilton–Jacobi–Isaacs Equation for $H_{\infty}$ State Feedback Control With Input Saturation 论文

摘要

An H <sub xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">infin</sub> suboptimal state feedback controller for constrained input systems is derived using the Hamilton-Jacobi-Isaacs (HJI) equation of a corresponding zero-sum game that uses a special quasi-norm to encode the constraints on the input. The unique saddle point in feedback strategy form is derived. Using policy iterations on both players, the HJI equation is broken into a sequence of differential equations linear in the cost for which closed-form solutions are easier to obtain. Policy iterations on the disturbance are shown to converge to the available storage function of the associated L <sub xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">2</sub> -gain dissipative dynamics. The resulting constrained optimal control feedback strategy has the largest domain of validity within which L <sub xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">2</sub> -performance for a given gamma is guaranteed