Abstract
In this paper a recent three level costate prediction algorithm for the optimisation and open loop control of non-linear interconnected dynamical systems is specialised to the linear-quadratic case and is used to solve a 52nd order river pollution control problem. The new approach uses less storage and provides faster convergence than the best previous hierarchical approach. In addition, since only low order vector integrations are performed, the overall solution is both stable and accurate. The approach is also extended to compute the constant feedback gain matrix for the infinite time case and this matrix is calculated for the 52nd order river system.
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