Sk. Agrawal et al., Direct and indirect optimization of linear time-invariant dynamic systems using transformations, OPTIM CONTR, 19(6), 1998, pp. 393-410
This paper deals with optimal trajectory generation of linear dynamic syste
ms commanded between two fixed states in a prescribed final time. From the
literature, it is well known that the optimal solution of this problem sati
sfies first-order linear differential equations in the state and costate va
riables. In this paper, a new procedure is presented for optimization where
transformations are used to embed the state equations explicitly into the
cost functional. The resulting transformed functional is then solved by bot
h direct and indirect methods. The computational trade-offs of these method
s are discussed. Copyright (C) 1998 John Wiley & Sons, Ltd.