Finite-Horizon Approximate Optimal Guaranteed Cost Control of Uncertain Nonlinear Systems with Application to Mars Entry Guidance

This paper studies the finite-horizon optimal guaranteed cost control (GCC) problem for a class of time-varying uncertain nonlinear systems. The aim of this problem is to find a robust state feedback controller such that the closed-loop system has not only a bounded response in a finite duration of time for all admissible uncertainties but also a minimal guaranteed cost. A neural network (NN) based approximate optimal GCC design is developed. Initially, by modifying the cost function to account for the nonlinear perturbation of system, the optimal GCC problem is transformed into a finite-horizon optimal control problem of the nominal system. Subsequently, with the help of the modified cost function together with a parametrized bounding function for all admissible uncertainties, the solution to the optimal GCC problem is given in terms of a parametrized Hamilton-Jacobi-Bellman (PHJB) equation. Then, a NN method is developed to solve offline the PHJB equation approximately and thus obtain the nearly optimal GCC policy. Furthermore, the convergence of approximate PHJB equation and the robust admissibility of nearly optimal GCC policy are also analyzed. Finally, by applying the proposed design method to the entry guidance problem of the Mars lander, the achieved simulation results show the effectiveness of the proposed controller.