Question: A first order system is given by pm ( t ) = x ( t ) + u ( t ) . ( a

A first order system is given by
\pm (t)= x(t)+ u(t).
(a) Find the unconstrained optimal control law which minimizes the
performance index
such that the final time t f is fixed and the final state x(t f) is free.
(b) Find the optimal control law as t f -*00.

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