A New Nonlinear Feedback Controller Eventually Converges to SDRE Based Optimal Controller

We introduce a new stable feedback controller eventually converges to a conventional SDRE(State Dependent Riccati Equation) based optimal (suboptimal) controller. On conventional SDRE, the optimal control input should be obtained by backward integration of the SDRE at each control point. The proposed controller is given by direct forward integration of a proposed SDRE. This fact enables fast computation and easy implementation. On concerning a state dependent system, the proposed controller may be a candidate to the conventional SDRE based optimal controller if the system is slow varying with states. Though the controller is fast and easy to implement it is not able to cope with a fast varying system. We introduce an optimality index, which indicates how far the proposed controller is deviated from the solution of the convectional SDRE. If the index escapes a ...