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Fixed endpoint problem

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Control

We wish to find Admissible Controls that defined on [t0,t1][t_{0},t_{1}], starting at x(t0)=x0x(t_{0})=x_{0}, such that x(t1)=x1x(t_{1})=x_{1} and we minimize the cost J(u)=t0t1(xu(t)L(t)xu(t)+u(t)u(t))dtJ(u)=\int\limits _{t_{0}}^{t_{1}}(x^{\top}_{u}(t)L(t)x_{u}(t)+u^{\top}(t)u(t)) \, dt

Consider a LTVC system x˙(t)=A(t)x(t)+B(t)u(t)\dot{x}(t)=A(t)x(t)+B(t)u(t)where A,BA,B are Continuous functions of time, x(t0)=x0x(t_{0})=x_{0}, and x(t1)=x1x(t_{1})=x_{1}. 1. If u0u_{0} is any control input of the form u0(t)=B(t)Φ(t0,t)ηu_{0}(t)=-B^{\top}(t)\Phi^{\top}(t_{0},t)\etawhere η\eta satisfies W(t0,t1)η=x0Φ(t0,t1)x1W(t_{0},t_{1})\eta=x_{0}-\Phi(t_{0},t_{1})x_{1}and W(t0,t1)W(t_{0},t_{1}) is the Controllability Gramian, then the control u0u_{0} drives the system from x0x_{0} at time t0t_{0} to x1x_{1} at time t1t_{1}. 2. If u1u_{1} is any other control input that steers the system from x0x_{0} at time t0t_{0} to x1x_{1} at time t1t_{1} then t0t1u1(t)u1(t)dtt0t1u0(t)u0(t)dt\int\limits _{t_{0}}^{t_{1}}u^{\top}_{1}(t)u_{1}(t) \, dt \ge \int\limits _{t_{0}}^{t_{1}}u^{\top}_{0}(t)u_{0}(t) \, dt Moreover, if W(t0,t1)W(t_{0},t_{1}) is nonsingular (i.e. has determinant not equal to zero     \iff full rank     \iff system Controllable), then t0t1u0(t)u0(t)dt=(x0Φ(t0,t1)x1)W1(t0,t1)(x0Φ(t0,t1)x1)\int\limits _{t_{0}}^{t_{1}}u_{0}^{\top}(t)u_{0}(t) \, dt =(x_{0}-\Phi(t_{0},t_{1})x_{1})^{\top}W^{-1}(t_{0},t_{1})(x_{0}-\Phi(t_{0},t_{1})x_{1})