Abstract: By means of the two-dimensional system theory, an optimal control algorithm for dynamic integrated system optimization and parameter estimation is analyzed for the discrete-time nonlinear system with terminal constraints. The optimlity and convergence of the algorithm are invertigated from a new viewpoint. An easily verified necessary and sufficient condition for the local convergence of the algorithm is derived, with a sufficient condition for the global convergence also given.

Key words: discrete nonlinear system, optimal control, 2-D system, convergence, optimality