Time Optimal Control of a Linear Diffusion Process
- 1 May 1967
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in SIAM Journal on Control
- Vol. 5 (2) , 295-308
- https://doi.org/10.1137/0305020
Abstract
The applicability of the Laplace transformation for the determination of the time optimal control of a linear diffusion process with amplitude constraints on the control is presented. The method—which can be interpreted as requiring a control whose transform in combination with the initial condition places zeroes at the poles of the open loop transfer function—is used to derive the optimal control function on the assumption that it is bang-bang, i.e., it is always at its limiting values. It is shown that the transfer of the system from a given initial state to a desired final state can be accomplished in finite time. A physical interpretation of the numerical results obtained is given., based on a transmission line analogue, and the actual time response for suboptimal controls is used to confirm theoretical estimates.Keywords
This publication has 4 references indexed in Scilit:
- The status of optimal control theory and applications for deterministic systemsIEEE Transactions on Automatic Control, 1966
- Optimal Control Problems in Banach SpacesJournal of the Society for Industrial and Applied Mathematics Series A Control, 1965
- Time-optimal control of a linear diffusion processProceedings of the Institution of Electrical Engineers, 1965
- Solution of an optimal control problem in a distributed-parameter systemIEEE Transactions on Automatic Control, 1964