An optimal control DISOPE algorithm based on bilinear model for discrete-time nonlinear systems

Abstract

All iterative algorithm of optimal control based on bilinear model is presented for discrete-time nonlinear systems. By alternately solving the problem of modified bilinear model-based optimal control and the problem of parameter estimation, the real optimal solution is obtained, in spite of the model-reality difference. Meanwhile, a decomposition method for solving the problem of modified bilinear model-based optimal control is proposed. The proof of the optimality of the algorithm is also given. Many simulation examples show the algorithm can reduce the number of iteration and improve the convergence.