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

Z. Aganovic; Z. Gajic

doi:10.1007/BF02192115

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

Z. Aganovic, Z. Gajic

Research output: Contribution to journal › Article › peer-review

27 Scopus citations

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.

Original language	English (US)
Pages (from-to)	273-291
Number of pages	19
Journal	Journal of Optimization Theory and Applications
Volume	84
Issue number	2
DOIs	https://doi.org/10.1007/BF02192115
State	Published - Feb 1 1995

All Science Journal Classification (ASJC) codes

Control and Optimization
Management Science and Operations Research
Applied Mathematics

Keywords

Bilinear systems
Hamilton-Jacobi-Bellman equation
Lyapunov equations
nonlinear optimal control
successive approximations

Access to Document

10.1007/BF02192115

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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.",

keywords = "Bilinear systems, Hamilton-Jacobi-Bellman equation, Lyapunov equations, nonlinear optimal control, successive approximations",

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AU - Gajic, Z.

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N2 - 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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KW - Hamilton-Jacobi-Bellman equation

KW - Lyapunov equations

KW - nonlinear optimal control

KW - successive approximations

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