OPTIMAL RESOURCE CONSUMPTION CONTROL OF DISTURBED DYNAMIC SYSTEMS

摘要

A numerical method of solving a problem of resource consumption minimization for linear dynamic systems with disturbances is considered. The method is based on generating finite control taking a linear system from any initial state to the desired final state in a fixed time and allowing us to determine the structure of optimal resource consumption control. We explain how to define an initial approximation and propose an iterative algorithm of computing the optimal control. A system of linear algebraic equations is obtained that relates the increments of initial data of the adjoint system to the increments of phase coordinates concerning the desired final state. The numeric algorithm is given. Local convergence is determined to take place at a quadratic rate and its radius is found. Computing process and a sequence of controls are proved to converge to optimal resource consumption control.