An efficient algorithm to solve a sequence of linear equations arising in nonlinear H∞ control Original Research Article

This paper proposes an efficient algorithm to solve a sequence of linear algebraic equations resulting from approximating the nonlinear H∞ control law by Taylor series. A characterization of the eigenstructure of a class of matrices that define the linear equations is first given. This characterization allows the sequence of equations to be solved iteratively. Computational complexity analysis shows that the iterative algorithm significantly improves the computational efficiency over the noniterative algorithm.