SUCCESSIVE APPROXIMATION PROCEDURE FOR STEADY-STATE OPTIMAL-CONTROL OF BILINEAR-SYSTEMS

Authors
AGANOVIC Z GAJIC Z
Citation
Z. Aganovic et Z. Gajic, SUCCESSIVE APPROXIMATION PROCEDURE FOR STEADY-STATE OPTIMAL-CONTROL OF BILINEAR-SYSTEMS, Journal of optimization theory and applications, 84(2), 1995, pp. 273-291
Citations number
26
Categorie Soggetti
Operatione Research & Management Science",Mathematics,"Operatione Research & Management Science
Journal title
Journal of optimization theory and applications → ACNP
ISSN journal
00223239
Volume
84
Issue
2
Year of publication
1995
Pages
273 - 291
Database
ISI
SICI code
0022-3239(1995)84:2<273:SAPFSO>2.0.ZU;2-P
Abstract
The optimum regulation problem of a bilinear system with a quadratic p erformance criterion is obtained in terms of a sequence of algebraic L yapunov equations. The results are based on the method of successive a pproximations. The proof of convergence of the proposed scheme is give n and the design procedure is illustrated by two examples.