Abstract
We analyze various aspects of the nonlinear time-invariantH∞ control problem in the discrete-time setting. A recipe is presented that is shown to generate a solution of theH ∞ problem in a precise but weak sense, and which is conjectured to generate a genuine solution in very general circumstances. The recipe involves a version of the Hamilton-Jacobi-Bellman-Isaacs equation from differential game theory. An illustrative example is presented.
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Ball, J.A., Helton, J.W. NonlinearH ∞ control theory for stable plants. Math. Control Signal Systems 5, 233–261 (1992). https://doi.org/10.1007/BF01211560
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DOI: https://doi.org/10.1007/BF01211560