Hausdorff moment problem and nonlinear time optimality

Author:

Sklyar G.M.ORCID,Ignatovich S. Yu.ORCID

Abstract

A complete analytic solution for the time-optimal control problem for nonlinear control systems of the form 1 = u, j = 1j−1, j = 2, …, n, is obtained for arbitrary n. In the paper we present the following surprising observation: this nonlinear optimality problem leads to a truncated Hausdorff moment problem, which gives analytic tools for finding the optimal time and optimal controls. Being homogeneous, the mentioned system approximates affine systems from a certain class in the sense of time optimality. Therefore, the obtained results can be used for solving the time-optimal control problem for systems from this class.

Funder

Narodowe Centrum Nauki

Publisher

EDP Sciences

Subject

Computational Mathematics,Control and Optimization,Control and Systems Engineering

Reference21 articles.

1. Akhiezer N.I. and Kreĭn M.G., Some questions in the theory of moments (Russian). GONTI, Kharkov (1938). Translation: Translations of Mathematical Monographs 2, AMS (1962).

2. Cox D., Little J. and O’Shea D., Ideals, Varieties and Algorithms. An Introduction to Computational Algebraic Geometry and Commutative Algebra. Springer, Cham (2015).

3. Filippov A.F., On some questions in the theory of optimal regulation: existence of a solution of the problem of optimal regulation in the class of bounded measurable functions (Russian). Vestnik Moskov. Univ. Ser. Mat. Meh. Astr. Fiz. Him. (1959) 25–32.

4. Fonctionnelles causales non linéaires et indéterminées non commutatives

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