Title :
Max-plus eigenvector representations for nonlinear H∞ value functions
Author :
Horton, Michelle ; McEneaney, William M.
Author_Institution :
Dept. of Math., North Carolina State Univ., Raleigh, NC, USA
Abstract :
The H∞ problem for nonlinear systems is considered. The corresponding dynamic programming equation is a fully nonlinear, first-order, partial differential equation. Interestingly, if one switches from the normal definition of addition and multiplication to the max-plus algebra (which is no more complex), the solution operator becomes a linear operator. The solution can be expanded using a max-plus basis. The coefficients in this expansion satisfy a max-plus eigenvector equation for a matrix associated with this solution operator-thus transforming the nonlinear problem into a linear one. In fact there is a parameterized family of matrices for which this holds. Expressions and approximations for the coefficients in these matrices are given.
Keywords :
H∞ control; dynamic programming; eigenvalues and eigenfunctions; matrix algebra; nonlinear control systems; nonlinear differential equations; partial differential equations; addition; dynamic programming equation; fully nonlinear first-order partial differential equation; linear operator; max-plus eigenvector representations; multiplication; nonlinear H∞ value functions; solution operator; Algebra; Differential algebraic equations; Dynamic programming; Eigenvalues and eigenfunctions; Linearity; Mathematics; Nonlinear equations; Nonlinear systems; Steady-state; Viscosity;
Conference_Titel :
Decision and Control, 1998. Proceedings of the 37th IEEE Conference on
Print_ISBN :
0-7803-4394-8
DOI :
10.1109/CDC.1998.758250