A decomposition approach to suboptimal control of discrete-time systems

A suboptimal controller for a class of discrete-time systems is presented. The controller is derived by first solving ‘off-line’ a simplified optimal control problem obtained by neglecting part of the system state and by considering a larger time step, then by solving ‘on-line’ at each time step an optimization problem based on the results of the previously solved ‘off-line’ problem. A simple numerical example is presented to illustrate the control scheme.