Optimal control of nonlinear systems with input constraints using linear time varying approximations

Abstract

We propose a new method to solve input constrained optimal control problems for autonomous nonlinear systems affine in control. We then extend the method to compute the bang-bang control solutions under the symmetric control constraints. The most attractive aspect of the proposed technique is that it enables the use of linear quadratic control theory on the input constrained linear and nonlinear systems. We illustrate the effectiveness of our technique both on linear and nonlinear examples and compare our results with those of the literature.