Finite time optimal control for the bilinear systems by using the successive approximation method

Author

Kim, Beom-Soo ; Lim, Myo-Taeg

Author_Institution

Sch. of Electr. Eng., Korea Univ., Seoul, South Korea

Volume

4

fYear

2001

fDate

2001

Firstpage

3184

Abstract

In this paper we develop a new finite time optimal control algorithm for the bilinear systems by using the successive approximation method. Hofer and Tibken (1988) and Aganovic and Gajic (1994, 1995) have proposed iterative schemes to solve the optimal control problem for these systems. On the contrary to the results of Aganovic where the optimal solution has been obtained in terms of a sequence of the differential Lyapunov equations based on the results of Hofer, we propose a new method based on the the successive approximation method and the control law is represented by an explicit state feedback form. An example is presented to illustrate the results, and the proof of convergence is provided

Keywords

approximation theory; bilinear systems; convergence; iterative methods; optimal control; state feedback; bilinear systems; convergence; explicit state feedback form; finite time optimal control; successive approximation method; Approximation algorithms; Approximation methods; Control systems; Differential equations; Iterative algorithms; Nonlinear systems; Optimal control; Riccati equations; State feedback; Time varying systems;

fLanguage

English

Publisher

ieee

Conference_Titel

Decision and Control, 2001. Proceedings of the 40th IEEE Conference on

Conference_Location

Orlando, FL

Print_ISBN

0-7803-7061-9

Type

conf

DOI

10.1109/.2001.980308

Filename

980308