The optimal choice of control constraints

The problem of the optimal choice of the limits of a set of possible values of the control during motion for the purpose of obtaining the required form of the attainability set of a linear dynamical system in a specified time interval is considered. Using the method, in which these sets are approximated by ellipsoids, the problem of controlling the parameters of the ellipsoid containing the control vector is solved. Then a functional, which depends on the matrix of the ellipsoid, containing the phase vector, reaches its maximum. The order in which the corresponding formulae are used is illustrated using the example of a simple mechanical system. The results obtained are suitable for systems in which, instead of the control vector, there is an interference vector with controllable boundaries of possible changes and can be extended to stochastic systems.