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    The document describes a linear quadratic minimum-time (LQMT) control problem to find the optimal control and final time that minimizes a cost function involving the state and control inputs of a linear system. The necessary conditions for an optimal solution must be found. The conditions that determine the optimal final time T are also required. An efficient algorithm for determining the overall optimal solution should be suggested.

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    The document describes a linear quadratic minimum-time (LQMT) control problem to find the optimal control and final time that minimizes a cost function involving the state and control inputs of a linear system. The necessary conditions for an optimal solution must be found. The conditions that determine the optimal final time T are also required. An efficient algorithm for determining the overall optimal solution should be suggested.

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    9 views1 page

    Department of Aeronautics and Astronautics

    Uploaded by

    VigneshRamakrishnan
    The document describes a linear quadratic minimum-time (LQMT) control problem to find the optimal control and final time that minimizes a cost function involving the state and control inputs of a linear system. The necessary conditions for an optimal solution must be found. The conditions that determine the optimal final time T are also required. An efficient algorithm for determining the overall optimal solution should be suggested.

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    Department of Aeronautics and Astronautics

    Controls Field Exam, January 2526, 2010

    Consider the linear system with dynamics given by

    x = Ax + Bu

    The linear quadratic minimum-time (LQMT) problem is to find the control and final time
    that minimizes the cost
    T
    1 T 1 1
    J = x (T )Sx(T ) + ( + xT Qx + ru2 (t)) dt
    2 0 2 2

    1. Find the necessary conditions for an optimal solution.

    2. What are the conditions that determine the final time, T ?

    3. Suggest an algorithm for efficiently determining the optimal solution.

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