Adjoint method in the sensitivity analysis of optimal systems

This work analyzes small perturbations along the optimal state and control action trajectories, and discusses their effects on the deviations from the optimal state trajectory or decrease of the performance index in optimal processes. This is done by developing the linearized adjoint model to the optimal dynamics of the process and applying the adjoint computational technique. It is shown that in this way the computational procedure is greatly reduced, indicating the effectiveness of adjoint analysis.