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Successive approximation procedure for steady-state optimal control of bilinear systems

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Abstract

The optimum regulation problem of a bilinear system with a quadratic performance criterion is obtained in terms of a sequence of algebraic Lyapunov equations. The results are based on the method of successive approximations. The proof of convergence of the proposed scheme is given and the design procedure is illustrated by two examples.

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Authors and Affiliations

  1. Department of Electrical and Computer Engineering, Rutgers University, Piscataway, New Jersey

    Z. Aganovic (Graduate Student) & Z. Gajic (Associate Professor)

Authors
  1. Z. Aganovic
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  2. Z. Gajic
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Communicated by T. L. Vincent

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Aganovic, Z., Gajic, Z. Successive approximation procedure for steady-state optimal control of bilinear systems. J Optim Theory Appl 84, 273–291 (1995). https://doi.org/10.1007/BF02192115

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