Synthesis of optimal feedbacks for linear systems under state constraints
Abstract
A method of on-line constructing an optimal feedback control forlinear systems under state and control constraints is suggested.At first, a fast algorithm of constructing an open-loop control isworked out. It is based on successive correction of the solutionto the optimal control problem with intermediate state constraintsby changing the location of constraints and introducing additionalconstraints for identifying contact points and boundary arcs.Then, the scheme of constructing open-loop solutions is modifiedin order to generate a realization of optimal closed-loop controlin any control process.
