Abstract
This paper proposes a method for optimal dynamic control of nonlinear time-invariant systems with a quadratic performance criterion by using the adjoint formulation of the system. From the Lagrangian the adjoint system is derived in terms of the Lagrange Multipliers, which are also called costate variables. Our approach makes the elimination of the costate possible and provides a dynamic control law based on state feedback which can be determined off-line.
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