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Successive approximation procedure for the optimal control of bilinear systems

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2 Author(s)
Aganovic, Z. ; Dept. of Electr. & Comput. Eng., Rutgers Univ., Piscataway, NJ, USA ; Gajic, Z.

The optimization of the general time-invariant bilinear system with a quadratic performance criterion is considered. A successive approximation method is applied to the sequence of linear quadratic problems in order to obtain a new efficient iterative scheme. The control is obtained in the form of a linear feedback law

Published in:

Systems Engineering, 1992., IEEE International Conference on

Date of Conference:

17-19 Sep 1992