Implementation of Krotov's Method for a Type of a Continuous Bilinear Quadratic Optimization Problem

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Abstract

In this study Krotov's method is used for computing a candidate optimum for a constrained optimal control problem that is defined by a continuous time bilinear system, a scalar control input, time varying control bounds and for a quadratic performance index. The use of this method is not trivial and requires solution of two sub-problems before it can be applied. In this study the solutions of these sub-problems are given in two theorems and a suitable Krotov's algorithm is provided. The results are demonstrated by two numerical examples.

Original languageEnglish
Title of host publicationEuropean Control Conference 2020, ECC 2020
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages861-866
Number of pages6
ISBN (Electronic)9783907144015
StatePublished - May 2020
Event18th European Control Conference, ECC 2020 - Saint Petersburg, Russian Federation
Duration: 12 May 202015 May 2020

Publication series

NameEuropean Control Conference 2020, ECC 2020

Conference

Conference18th European Control Conference, ECC 2020
Country/TerritoryRussian Federation
CitySaint Petersburg
Period12/05/2015/05/20

Keywords

  • Krotov's method
  • bilinear quadratic regulator
  • bilinear systems
  • control constraints
  • switched linear systems

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