Fixed endpoint problem

Definition (Fixed endpoint problem)

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

Theorem (Solution of fixed endpoint problem)

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=x0−Φ(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) dt≥∫t0t1u0⊤(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=(x0−Φ(t0,t1)x1)⊤W−1(t0,t1)(x0−Φ(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})