Descent Algorithm for the Optimization of Bilinear Systems

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Owens, D.H.;
  • Publisher: Department of Automatic Control and Systems Engineering
  • Subject:
    acm: MathematicsofComputing_NUMERICALANALYSIS | ComputingMethodologies_SYMBOLICANDALGEBRAICMANIPULATION

A simple identity is given which forms the basis of a descent for the optimization of bilinear systems with quadratic performance index. The technique does not require linearization of the system equations.
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