Missile Intercept

Egwald Mathematics: Optimal Control, Intercept Missile, Elmer G. Wiens

Contents

Problem Description

Find scalar w over t in [0; tF ] to minimize:

$$ J = 0 $$

subject to:

$$ \frac{dx_1}{dt} = x_3 $$

$$ \frac{dx_2}{dt} = x_4 $$

$$ \frac{dx_3}{dt} = cos(w) $$

$$ \frac{dx_4}{dt} = sin(w) $$

$$ x(t_0) = [0 \ 0 \ 0 \ 0] $$

$$ x(t_f) = [4+1.5*t_f \ 1 ] $$

$$ 0 <= w <= \frac{pi}{4} $$

% Copyright (c) 2007-2008 by Tomlab Optimization Inc.

Problem setup

toms t tf w
p = tomPhase('p', t, 0, tf, 10);
setPhase(p);

tomStates x1 x2 x3 x4

% Initial guess
x0 = {tf == 10; w == 0.2};

% Box constraints
cbox = {1 <= tf <= 1e4
    0 <= w  <= pi/4};

% Boundary constraints
cbnd = {initial({x1 == 0; x2 == 0
    x3 == 0; x4 == 0})
    final({x1 == 4+1.5*tf; x2 == 1})};

% ODEs and path constraints
ceq = collocate({dot(x1) == x3; dot(x2) == x4
    dot(x3) == cos(w); dot(x4) == sin(w)});

% Objective
objective = 0;

Solve the problem

options = struct;
options.name = 'Missile Intercept';
solution = ezsolve(objective, {cbox, cbnd, ceq}, x0, options);
t  = subs(collocate(t),solution);
x1 = subs(collocate(x1),solution);
x2 = subs(collocate(x2),solution);
w  = subs(w,solution);
tf = subs(tf,solution);

Problem type appears to be: lpcon
===== * * * =================================================================== * * *
TOMLAB - Tomlab Optimization Inc. Development license  999001. Valid to 2010-02-05
=====================================================================================
Problem: ---  1: Missile Intercept              f_k       0.000000000000000000
                                       sum(|constr|)      0.000000010884905581
                              f(x_k) + sum(|constr|)      0.000000010884905581
                                              f(x_0)      0.000000000000000000

Solver: snopt.  EXIT=0.  INFORM=1.
SNOPT 7.2-5 NLP code
Optimality conditions satisfied

FuncEv    1 ConstrEv   13 ConJacEv   13 Iter   10 MinorIter   44
CPU time: 0.031250 sec. Elapsed time: 0.031000 sec.

Plot result

figure(1);
plot(x1,x2,'*-');
hold on
plot(4+1.5*t,ones(length(t)),'-*r');
legend('x1 vs x2','Missile path');
title(sprintf('Missile Intercept, tF=%g, w=%g',tf,w));
ylim([0 1.1]);