Nearly optimal tracking control for continuous time nonlinear systems using a policy iteration based HJB approach

A policy iteration method is proposed to solve the optimal tracking control of continuous-time systems based on HJB equation. The performance index function is composed by the state tracking error and the tracking control error. The iterative performance index function and the iterative control are obtained by the presented policy iteration. It is proven that the iterative control makes the system asymptotic stability, and the iterative performance index function is convergent. Simulation study demonstrates that the effectiveness of the proposed optimal tracking control method.