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 
for vectors 
and scalars 
and a cost functional 
to be minimized for 
and 
. By considering the problem as 
, 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.
for vectors and scalars and a cost functional to be minimized for and . By considering the problem as , 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
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