Nonlinear Feedback Control: a SDRE Approach

Student: Mohammad Aghaali

Faculty: HSE Tikhonov Moscow Institute of Electronics and Mathematics (MIEM HSE)

Educational Programme: Control Systems and Data Processing in Engineering (Master)

Year of Graduation: 2020

In this paper we have considered SDRE techniques for the general design and synthesis of feedback controllers, estimators, and compensators of nonlinear systems. In particular, the SDRE methods were formulated for cost functionals with constant weighting coefficients. The resulting closed loop system was shown to be locally asymptotically stable and a local convergent result was obtained for the nonlinear state estimator. In addition, two approaches were presented for the numerical approximation of the solution to the SDRE for a large class of nonlinear problems. The numerical approach is based on interpolation of SDRE solutions or controls over the state space. This approach is very easy to implement and was shown to perform very well on a wide class of nonlinear systems.

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