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) |
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Pages (from-to) | 273-291 |
Number of pages | 19 |
Journal | Journal of Optimization Theory and Applications |
Volume | 84 |
Issue number | 2 |
DOIs | |
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