A procedure is presented for optimizing a state feedback control law for a nonlinear system with respect to a positive performance index. The Hamilton-Jacobi-Bellman equation is employed to derive the optimality equations wherein this performance index is minimized. The closed-loop Lyapunov function is assumed to have the same matrix form of state variables as the performance index, The constant interpolated terms of these matrix forms are easily determined so as to guarantee their positive definitenesses. The optimal nonlinear system is asymptotically stable in the large, as both the closed-loop Lyapunov function and performance index are positive definite. An unstable wing rock equation of motion is employed to illustrate this method. It is shown that the wing rock model using nonlinear state feedback is asymptotically stable in the large. Both optimal linear and nonlinear state feedback cases are evaluated. References: 14
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