Steady State Optimal Control of Discrete Weakly Coupled Bilinear Systems

This paper presents a steady state optimal control algorithm for the weakly coupled discrete time bilinearsystems. The optimal solution for the overall system is obtained by solving a sequence of reduced order algebraic Riccati equations with an arbitrary accuracy. The obtained solutions converge to the optimal solutions by using the iteration method. We verify the proposed method by applying it to a real world numerical example.