Generalised Neustadt algorithm for minimum time control of linear systems with norm constraints on the controls

摘要

The problem of transferring a linear system between two closed sets in minimum time, when the control constraints can be formulated in terms of a norm on the control space, is treated. An algorithm for determining the optimal control is presented that is a significant improvement on current methods based on solving a sequence of minimum-effort problems. As an illustration, a 4th-order aircraft-landing system is considered.