OPTIMAL-CONTROL OF WEAKLY COUPLED BILINEAR-SYSTEMS

The optimization of the time-invariant bilinear weakly coupled system with a quadratic performance criterion is considered. A sequence of li near state and costate equations is constructed such that the open-loo p solution of the optimization problem is obtained in terms of the red uced-order subsystems. This leads to a reduction in the size of the re quired computations and allows parallel processing of information. The near-optimal closed-loop control is obtained in the form of a linear feedback law, with the feedback gains calculated from two reduced-orde r independent time-varying linear-quadratic optimal control problems.