Optimal control of dynamic system under insufficient information

The problem of translating a linear system in condition of dynamic balance under simultaneous action of an unknown disturbance and time-optimal control is considered. The optimal control is computed along the phase trajectory and periodically updated for the discrete phase coordinate values. It is proved that the phase trajectory comes into the dynamic equilibrium point and performs undamped periodic motion (stable limit cycle). Location of the dynamic equilibrium point and the limit cycle form are considered as a function of different parameters. With the disturbance computed in carrying out the control, accuracy of the falling into required final state increases. The method of evaluating attainable accuracy is given. Results of modeling and numerical calculation are presented.