DocumentCode :
824708
Title :
On the computation of singular controls
Author :
Flaherty, Joseph E. ; Malley, Robert E O, Jr.
Author_Institution :
Rensselaer Polytechnic Institute, Troy, NY, USA
Volume :
22
Issue :
4
fYear :
1977
fDate :
8/1/1977 12:00:00 AM
Firstpage :
640
Lastpage :
648
Abstract :
We consider singular optimal control problems consisting of a state equation \\dot{x}=Ax+bu for vectors x and scalars u and a cost functional J = frac{1}{2} \\int\\min{0}\\max {T}(x\´Qx+\\epsilon^{2}u^{2})dt to be minimized for |u|\\leq m and \\epsilon=0 . By considering the problem as \\epsilon \\rightarrow 0 , singular perturbation concepts can be used to compute solutions consisting of bang-bang controls followed by singular arcs. The procedure further develops a numerical technique proposed by Jacobson, Gershwin, and Lele [18], as well as additional analytic methods developed by other authors.
Keywords :
Bang-bang control; Linear systems, time-invariant continuous-time; Perturbation methods; Singular optimal control; Automatic control; Business; Entropy; Estimation theory; Fourier series; Geophysics computing; Optimal control; Physics; Predictive models; Spectral analysis;
fLanguage :
English
Journal_Title :
Automatic Control, IEEE Transactions on
Publisher :
ieee
ISSN :
0018-9286
Type :
jour
DOI :
10.1109/TAC.1977.1101574
Filename :
1101574
Link To Document :
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