An iterative method for the finite-time bilinear-quadratic control problem. (English) Zbl 0622.49011
For bilinear control systems with quadratic cost, so called bilinear- quadratic problems, a feedback controller for the finite-time case is designed. An iteration procedure in close proximity to the Riccati approach is presented, and the proof of convergence is outlined. The potential of the new method is discussed, and the design procedure is illustrated for two examples.
MSC:
| 49M05 | Numerical methods based on necessary conditions |
| 65K10 | Numerical optimization and variational techniques |
| 93C10 | Nonlinear systems in control theory |
| 93B40 | Computational methods in systems theory (MSC2010) |
| 93C15 | Control/observation systems governed by ordinary differential equations |
Keywords:
bilinear control systems; quadratic cost; feedback controller; finite- time; iteration procedure; Riccati approach; convergenceReferences:
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