Abstract
A method was developed for deriving the control input for a multi-dimensional discrete-time nonlinear system so that a performance index is approximately minimized. First, a moment vector equation (MVE) is derived; it is a multi-dimensional linear equation that approximates a nonlinear system in the whole domain of the system state and control input. Next, the performance index is approximated by using a quadratic form with respect to the moment vector. On the basis of the MVE and the quadratic form, an approximate optimal controller is derived by solving the linear quadratic optimal control problem. A bilinear optimal control problem and a mountain-car problem were solved using this method, and the solutions were nearly optimal.
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