Real-Time Optimization for the Guidance of Dynamic Systems

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.