Suboptimal closed-loop control from open-loop algorithms

An algorithm, based on numerical techniques, for calculating the open-loop optimal control for time-varying linear multivariable systems is considered. An approximation to the open-loop control is developed to provide a suboptimal closed-loop controller which is shown to be close to controllers computed using the maximum principle or dynamic programming procedures. Application to a nonlinear level control system shows that the measured response is close to the predicted optimal response for disturbances of up to 25% from the operating point.