Control of systems with interference of bounded magnitude

MaRDI QIDQ1904791zbMATH OpenFDO

Authors A. M. Shmatkov

Publication date 8 January 1996

Published in Journal of Computer and Systems Sciences International (Search for Journal in Brave)

zbMATH Keywords

attainabilitydisturbanceoptimizationPontryagin maximum principle

Mathematics Subject Classification ID

Linear optimal control problems (49N05) Attainable sets, reachability (93B03) Perturbations in control/observation systems (93C73)

Review text

Consider the controlled system \(\dot x = A(t)x + K(t,u)v + ug(t)\) where \(u\) is a scalar control and \(v\) a disturbance introduced by some error. Denoting, in general the ellipsoid \(E(a,Q) = \{x \in \mathbb{R}^n |(x - a)^* Q^{-1} (x - a) \leq 1\}\) assume that \(v \in E (0,B (t,u)) \). Then \(\dot x = A(t)x + w\), \(w \in E (ug(t)\), \(K(t,u) B(t,u) K^*(t,u))\). Assume that \(x(0) \in E(a (0), Q(0))\). The goal is to find ellipsoids of superattainability \(E(a(t), Q(t))\) such that for fixed \(T > 0\), \(Tr |CQ (T) |\to \min\) where \(C\) is a fixed positive definite matrix. The optimization problem is solved using Pontryagin maximum principle. Examples are given.

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