Abstract
Optimal guidance of a dynamic process requires a fast algorithm for the computation of optimal trajectories. The method described in this paper modifies the conventional ``direct approach'' with control parametrisation. Piecewise linearisation of the dynamic system accelerates the solution of initial value problems and facilitates the computation of gradients. A control transformation involving a simple feedback term allows to provide starting values automatically and increases the robustness of the method. The real-time capability is demonstrated at an aircraft which is to intercept a moving target in minimum time.
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