A nonlinear H-infinity (optimal) control method is developed for the problem of simultaneous control of the depth and heading angle of an autonomous submarine. This is a multi-variable nonlinear control problem and its solution allows for precise underwater navigation of the submarine. The submarine's dynamic model undergoes approximate linearization around a temporary equilibrium that is recmputed at each iteration of the control algorithm. The linearization procedure is based on Taylor series expansion and on the computation of the submarine's model Jacobian matrices. For the approximately linearized model, the optimal control problem is solved through the design of an H-infinity feedback controller. The computation of the controller's ga...