APPLICATION OF PONTRYAGIN'S MAXIMUM PRINCIPLE: LINEAR CONTROL SYSTEMS

Abstract

The problem of linear, continuous-time, deterministic optimal, control systems is discussed. In particular it is shown, via Pontryagin's maximum principle, that linear optimal control systems always result from the combination of (1) a linear plant; (2) integral quadratic performance criterion; and (3) no constraints on the plant input. The controller synthesis is outlined in the general time-varying case and various illustrative examples are included. A comparison of the maximum principle approach with dynamic programming and the classical calculus of variations is also included. Both driven and undriven control systems are considered. For the case where the time-interval of optimality is infinite, the stability of the optimal system is investigated. It is shown that stability is assured whenever the integral of the performance criterion is positive definite. (Author)

Document Details

Document Type
Technical Report
Publication Date
Jun 01, 1962
Accession Number
AD0282333

Entities

People

  • Giancarlo L. Collina
  • Peter Dorato

Organizations

  • Air Force Research Laboratory

Tags

DTIC Thesaurus Topics

  • Calculus
  • Calculus Of Variations
  • Computer Programming
  • Control Systems
  • Dynamic Programming
  • Integrals
  • Intervals
  • Mathematics
  • Time Intervals

Fields of Study

  • Mathematics

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Mathematical Modeling and Probability Theory.
  • Operations Research