Abstract
The paper deals with the problem of minimizing integral–square–error and similar performance indices for linear single–variable plants with saturating control input. It is shown that the optimal control can be obtained by treating it as the limit as υ→∞ of the Sequence of controls which minimize the performance index on the class of all bang–bang controls containing not more than υ switches. These optimal υ switch controls are shown to satisfy a modified maximum principle.The method enables the computation of optimal controls from any given initial plant state. The particular problems of minimizing integral–modulus–error for a two–integrator plant and integral–square–error for a three–integrator plant are worked out in detail so as to illu3trata the techniques involved.