Abstract
Eaton (1962) has solved theoretical problems in computing time-optimal control of linear systems. But in the practical point of view, his method has two main drawbacks with respect to both the convergent rate and the accuracy of the solution. In this paper, we discuss a new indirect method for the terminal control problems, taking into account of the fact that such an approximate control is practically required as making the terminal state error norm smaller than some acceptable value. And combining the method with Eaton's method, a new effective algorithm of finding time optimal control is proposed. Also the integrating method to prevent the accumulation of round off error at the evaluation of the cost function is proposed. The accuracy and the efficiency of the method are shown by using several numerical examples.
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