Definition (Fixed endpoint problem)
We wish to find Admissible Controls that defined on [t0,t1], starting at x(t0)=x0, such that x(t1)=x1 and we minimize the cost J(u)=t0∫t1(xu⊤(t)L(t)xu(t)+u⊤(t)u(t))dt
Theorem (Solution of fixed endpoint problem)
Consider a LTVC system x˙(t)=A(t)x(t)+B(t)u(t)where A,B are Continuous functions of time, x(t0)=x0, and x(t1)=x1.
- If u0 is any control input of the form u0(t)=−B⊤(t)Φ⊤(t0,t)ηwhere η satisfies W(t0,t1)η=x0−Φ(t0,t1)x1and W(t0,t1) is the Controllability Gramian, then the control u0 drives the system from x0 at time t0 to x1 at time t1.
- If u1 is any other control input that steers the system from x0 at time t0 to x1 at time t1 then t0∫t1u1⊤(t)u1(t)dt≥t0∫t1u0⊤(t)u0(t)dtMoreover, if W(t0,t1) is nonSingular (i.e. has determinant not equal to zero ⟺ full Rank ⟺ system Controllable), then t0∫t1u0⊤(t)u0(t)dt=(x0−Φ(t0,t1)x1)⊤W−1(t0,t1)(x0−Φ(t0,t1)x1)