An application of the mean motion problem to time-optimal control
Abstract
We consider time-optimal controls of a controllable linear system with a scalar control on a long time interval. It is well-known that if all the eigenvalues of the matrix describing the linear system dynamics are real then any time-optimal control has a bounded number of switching points, where the bound does not depend on the length of the time interval. We consider the case where the governing matrix has purely imaginary eigenvalues, and show that then, in the generic case, the number of switching points is bounded from below by a linear function of the length of the time interval. The proof is based on relating the switching function in the optimal control problem to the mean motion problem that dates back to Lagrange and was solved by Hermann Weyl.
Keywords
Cite
@article{arxiv.2502.13523,
title = {An application of the mean motion problem to time-optimal control},
author = {Omri Dalin and Alexander Ovseevich and Michael Margaliot},
journal= {arXiv preprint arXiv:2502.13523},
year = {2026}
}