Abstract
We consider the optimal output tracking control (OOTC) problem for a class of bilinear systems with a quadratic performance index. Using a successive approximation approach (SAA), the original non-linear optimal problem is transformed into a sequence of linear non-homogeneous two-point boundary value (TPBV) problems. An adjoint vector sequence can be obtained from the iterative solution of the sequence of TPBV problems. The OOTC law obtained consists of accurate linear feedback and feedforward terms and a non-linear compensation term which is the limit of the adjoint vector sequence. A reference input observer is constructed to make the approximate OOTC law physically realizable. A numerical simulation is provided to illustrate the effectiveness of the proposed method.
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