HJI(Hamilton-Jacobi-Isaacs)方程是一类非线性的偏微分方程,它将优化问题与动态系统理论相结合,为许多应用领域提供了强大的工具。本文将分步骤地介绍HJI方程。 1.基础概念 HJI方程是一个具有以下形式的方程: \[\hspace{10mm} \min_{u \in U} \{\partial_t V(x,t) + H(x,u,t,V_x(x,t))\} = 0...
HamiltonLyapunovJacobi矩阵方程The relationship between the technique by statedependent Riccati equations (SDRE) and Hamilton-Jacobi-Isaacs (HJI) equations for nonlinear H ∞ control design is investigated.By establishing the Lyapunov matrix equations for partial derivates of the solution of the SD...