An approximate optimal tracking control algorithm for bilinear systems with general disturbances rejection

It is shown in this paper that the successive approximation procedure simplifies computations of the optimal solution of a bilinear-quadratic optimal tacking control (OTC) problem. The bilinear system we study is affected by external disturbances. On the bases of the studies of Zijad and Hofer where the optimal solution has been obtained in the terms of a sequence of the differential equations, in the presented method only solutions of a sequence of the differential equations are required. A chemical reactor example is used to demonstrate the efficiency of the method.