Optimal control approach for a class of nonlinear large-scale systems

The optimal control problem for nonlinear interconnected dynamic large-scale systems with sinusoidal disturbances is considered. An approximation optimal control approach compensating disturbances is proposed with respect to the finite-domain quadratic performance indexes. By using the approach, a high order, coupling, non-linear two-point boundary value problem is transformed to a linear decoupling two-point boundary value problem sequence. We prove the global convergence of the constructing sequences. By solving the sequence of state equations and a sequence of adjoint vector differential equations iteratively, the control law is obtained. Simulation examples show the effectiveness of the proposed approach.