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An iterative method for the finite-time bilinear-quadratic control problem
Authors:E P Hofer  B Tibken
Institution:(1) Division of Control and Systems Dynamics, Technical University of Hamburg, Harburg, Hamburg, Germany
Abstract:For bilinear control systems with quadratic cost, the 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.
Keywords:Bilinear systems  finite-time optimal control  iterative methods  Riccati equation  fixed-point theorems
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