Multi-objective two-level optimal approach for discrete bilinear systems with sinusoidal disturbances

The multi-objective control problem for discrete bilinear system with disturbances is studied and a multi-objective optimal control algorithm for solving discrete bilinear systems with sinusoidal disturbances is proposed. In the lower order of the algorithm, the auxiliary Lagrangian problem of bilinear -two quadratic form structure is solved by Dynamic Programming. The weighting vector in the auxiliary Lagrangian problem is adjusted by the upper level iterative. Continuously repeated this process until the optimal solutions is solved. The simulation results show the effectiveness of the approach.