A Higher-Order Method for Dynamic Optimization of Controllable LTI Systems

This work describes a new procedure for dynamic optimization of controllable Linear time-invariant (LTI) systems. Unlike the traditional approach, which results in 2n first order differential equations, the method proposed here yields a set of m differential equations, whose highest order is twice the controllability index of the system p. This paper generalizes the approach presented in a previous work [1] to any controllable LTI system.