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Mechanical and Aerospace Engineering Faculty Research & Creative Works

Hamilton-Jacobi-Bellman Equation

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Full-Text Articles in Mechanical Engineering

Missile Longitudinal Autopilot Design Using A New Suboptimal Nonlinear Control Method, Ming Xin, S. N. Balakrishnan Jan 2003

Missile Longitudinal Autopilot Design Using A New Suboptimal Nonlinear Control Method, Ming Xin, S. N. Balakrishnan

Mechanical and Aerospace Engineering Faculty Research & Creative Works

A missile longitudinal autopilot is designed using a new nonlinear control synthesis technique called the θ-D approximation. The particular θ-D methodology used is referred to as the θ-D H2 design. The technique can achieve suboptimal closed-form solutions to a class of nonlinear optimal control problems in the sense that it solves the Hamilton-Jacobi-Bellman equation approximately by adding perturbations to the cost function. An interesting feature of this method is that the expansion terms in the expression for suboptimal control are nothing but solutions to the state-dependent Riccati equations associated with this class of problems. The θ-D H2 design has the …


Nonlinear H Infinity Missile Longitudinal Autopilot Design With Θ-D Method, Ming Xin, S. N. Balakrishnan Jan 2003

Nonlinear H Infinity Missile Longitudinal Autopilot Design With Θ-D Method, Ming Xin, S. N. Balakrishnan

Mechanical and Aerospace Engineering Faculty Research & Creative Works

In this paper, a new nonlinear control synthesis technique, the theta- D method, is employed to design a missile longitudinal autopilot. The θ-D technique yields suboptimal solutions to nonlinear optimal control problems in the sense that it provides approximate solution to the Hamilton-Jacobi-Bellman (HJB) equation. Semi-global asymptotic stability can be achieved by manipulating the perturbation terms which are added to the cost function in developing a series solution. Furthermore, this method can be used to provide an approximate closed-form solution to the state dependent Riccati equation. The particular θ-D methodology adopted in this paper is referred to as θ-D H …


A New Method For Suboptimal Control Of A Class Of Nonlinear Systems, Ming Xin, S. N. Balakrishnan Jan 2002

A New Method For Suboptimal Control Of A Class Of Nonlinear Systems, Ming Xin, S. N. Balakrishnan

Mechanical and Aerospace Engineering Faculty Research & Creative Works

In this paper, a new nonlinear control synthesis technique (θ - D approximation) is presented. This approach achieves suboptimal solutions to nonlinear optimal control problems in the sense that it solves the Hamilton-Jacobi-Bellman (HJB) equation approximately by adding perturbations to the cost function. By manipulating the perturbation terms both semi-globally asymptotic stability and suboptimality properties can be obtained. The convergence and stability proofs are given. This method overcomes the large control for large initial states problem that occurs in some other Taylor expansion based methods. It does not need time-consuming online computations like the state dependent Riccati equation (SDRE) technique. …