The Generalized State Dependent Riccati Equation Control of Continuous Time Nonlinear Systems

This paper presents a novel Generalized State Dependent Riccati Equation control approach with the purpose of providing a more effective control design framework for continuous time nonlinear systems to achieve a mixed Nonlinear Quadratic Regulator and H∞ control performance criteria. By solving the Generalized State Dependent Riccati Equation, the optimal control solution is found to achieve mixed performance objectives guaranteeing nonlinear quadratic optimality with inherent stability property in combination with H∞ type of disturbance reduction. An efficient computational algorithm is given to find the solution to the Generalized State Dependent Riccati Equation. The efficacy of the proposed technique is used to design the control system for inverted pendulum, an under-actuated nonlinear mechanical system.