A minimum time control algorithm for linear and nonlinear systems

The minimum time control problem with bounded control has long been of interest to control engineers. Much of the theoretical study of this problem has been limited to linear systems and the results are usually problem-specific. This paper presents a new computational method for solving the minimum-time control problem when the control action is assumed to be bang-bang. A gradient-based algorithm is developed where the switching times are updated to minimize the final state missed distance. The algorithm is applicable to linear and nonlinear problems, including multi-input systems.