An iterative method for computing optimal controls for bilinear quadratic tracking problems

Walter Bomela, Jr Shin Li

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

3 Scopus citations

Abstract

In this paper, an iterative method for synthesizing optimal controls for the bilinear quadratic tracking problem is investigated. The presented method is easy to implement as the control law of the bilinear system is obtained iteratively by considering a sequence of linear systems. The minimizing control law is calculated iteratively through solving a set of coupled state-dependent differential equations derived from the Hamilton-Jacobi-Bellman equation. The proof of convergence of the iterative procedure is provided, and the convergence is demonstrated by numerical simulations for three example tracking problems.

Original languageEnglish
Title of host publication2016 American Control Conference, ACC 2016
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages2912-2917
Number of pages6
ISBN (Electronic)9781467386821
DOIs
StatePublished - Jul 28 2016
Event2016 American Control Conference, ACC 2016 - Boston, United States
Duration: Jul 6 2016Jul 8 2016

Publication series

NameProceedings of the American Control Conference
Volume2016-July
ISSN (Print)0743-1619

Conference

Conference2016 American Control Conference, ACC 2016
Country/TerritoryUnited States
CityBoston
Period07/6/1607/8/16

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