On-line costate integration for nonlinear control

The optimal feedback control of nonlinear chemical processes, specially for regulation and set-point changing, is attacked in this paper. A novel procedure based on the Hamiltonian equations associated to a bilinear approximation of the dynamics and a quadratic cost is presented. The usual boundary-value situation for the coupled state-costate system is transformed into an initial-value problem through the solution of a generalized algebraic Riccati equation. This allows to integrate the Hamiltonian equations on-line, and to construct the feedback law by using the costate solution trajectory. Results are shown applied to a classical nonlinear chemical reactor model, and compared against standard MPC and previous versions of bilinear-quadratic strategies based on power series expansions.