Geodesic
Resource-optimal control of linear systems
Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 51 (2011) no. 4, pp. 562-579

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A numerical method for minimizing the resource consumption for linear dynamical systems is proposed. It is based on forming a finite-time control that steers the linear system from an arbitrary initial state to the desired terminal state in a given fixed time; this control gives an approximate solution of the problem. It is shown that the structure of the finite-time control makes it possible to determine the structure of the resource-optimal control. A method for determining an initial approximation is described, and an iterative algorithm for calculating the optimal control is proposed. A system of linear algebraic equations relating the deviations of the initial conditions in the adjoint system to the deviations of the phase coordinates from the prescribed terminal state at the terminal point in time is obtained. A computational algorithm is described. The radius of local convergence is found and the quadratic rate of convergence is established. It is proved that the computational procedure and the sequence of controls converge to the resource-optimal control. 
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     author = {V. M. Aleksandrov},
     title = {Resource-optimal control of linear systems},
     journal = {\v{Z}urnal vy\v{c}islitelʹnoj matematiki i matemati\v{c}eskoj fiziki},
     pages = {562--579},
     publisher = {mathdoc},
     volume = {51},
     number = {4},
     year = {2011},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/ZVMMF_2011_51_4_a2/}
}
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V. M. Aleksandrov. Resource-optimal control of linear systems. Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 51 (2011) no. 4, pp. 562-579. http://geodesic.mathdoc.fr/item/ZVMMF_2011_51_4_a2/