On the Sub-Interval Optimization Technique for Final-Value Control Systems with Magnitude Constraint

Abstract

A method of designing optimal final value-control systems with magnitude constraint is presented in this paper. A second-order linear dynamical system is considered here as a controlled plant. The magnitude constraint is preassigned on the control variable without assigning any penalties on the performance criterion. The optimal final-value control problem is formulated as a two point boundary value problem, and a physically meaningful solution is obtained by introducing a new concept of sub-interval optimization technique which avoids the direct solution of the two point boundary value problem. The method presented here, can be applied to the other types of optimal control problems with magnitude constraint.