Sequential synthesis of the optimal time control by liner systems with disturbances

A method of sequential synthesis of the optimal time control of a linear system with unknown disturbances is considered. A system of linear algebraic equations is obtained that connects the increments of the phase coordinates to the increments of the initial conditions of the normalized adjoint system and that of the control completion time. The evaluations consist in solving repeatedly the system of linear algebraic equations and integrating the matrix differential equation on the displacement intervals of the control switching times and that of the final control time. The procedure of correcting the switching times and the completion time in moving the phase trajectory of the controlled object is examined. Simple and constructive conditions are obtained for the following: occurrence of discontinuous mode; moving a representative point along the switching manifolds; transformation of the optimal control structure in moving the phase trajectory of the system with uncontrollable disturbance. The computational algorithm is given. The sequence of controls is proved to converge locally at a quadratic rate, and globally to the optimal time control.