Solution Space Approach to Optimal Control Problems

作者：Yu‐Chi Ho · 发表于：Journal of Basic Engineering · 年份：1961 · DOI：10.1115/1.3658890 · 被引用次数：17 · 研究领域：Matrix Theory and Algorithms、Advanced Control Systems Optimization、Advanced Optimization Algorithms Research

In this paper, we study the control of the dynamic system governed by the matrix differential equation, x˙ = Fx + Du, x(0) = −c, where the input vector u is constrained in amplitude. It is shown that in the discrete (sampled data) case: (a) The general optimal control problem can be formulated as a nonlinear programming problem amenable to treatment by techniques developed in the operation research field. (b) The specific time optimal control problem originally studied by Kalman is treated here using a different approach which yields well-known as well as new results.