Title :
The successive approximation procedure for finite-time optimal control of bilinear systems
Author :
Aganovic, Zijad ; Gajic, Zoran
Author_Institution :
Dept. of Electr. & Comput. Eng., Rutgers Univ., Piscataway, NJ, USA
fDate :
9/1/1994 12:00:00 AM
Abstract :
It is shown that the successive approximation procedure simplifies computations of the optimal solution of a bilinear-quadratic optimal control problem. On the contrary to the results of Hofer and Tibken (1985) where the optimal solution has been obtained in terms of a sequence of the differential Riccati equations, in the presented method only solutions of a sequence of the differential Lyapunov equations are required. A chemical reactor example is used to demonstrate the efficiency of the new method
Keywords :
Lyapunov methods; differential equations; linear systems; optimal control; bilinear systems; bilinear-quadratic optimal control; chemical reactor; differential Lyapunov equations; differential Riccati equations; finite-time optimal control; successive approximation procedure; Chemical reactors; Control systems; Cost function; Differential equations; Feedback; Iterative algorithms; Nonlinear systems; Optimal control; Riccati equations; Symmetric matrices;
Journal_Title :
Automatic Control, IEEE Transactions on
