Sequential synthesis of time-optimal control for linear systems with disturbances

A method of sequential synthesis of time-optimal control for a linear system with unknown disturbances is considered. A system of linear algebraic equations is obtained which relates the increments of phase coordinates to the increments of initial conditions of a normalized adjoint system and to the increment of control completion time. Evaluations consist in solving repeatedly a system of linear algebraic equations and integrating a matrix differential equation on the displacement intervals of control switching times and on the displacement interval of final control time. A procedure of correcting the switching times and the completion time in moving along the phase trajectory of a controllable object is examined. Simple and constructive conditions are specified for a discontinuous mode to occur, for a representation point to move along the switching manifolds, and for the optimal control structure to transform in moving along the phase trajectory of a system with uncontrollable disturbance. A computational algorithm is presented. It is proved that a sequence of controls converges locally at a quadratic rate and globally to a time-optimal control.