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guidance, flight mechanics and trajectory optimization

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characteristics associated with Eqs. (2.4.73) <strong>and</strong> (2.4.74) are<br />

(2.4.75)<br />

(2.4.76)<br />

(2.4.77)<br />

(2.4.78)<br />

The meaning of the first two equations is obvious. They are simply a restatement<br />

of the definitions of 4’ <strong>and</strong> Rtx!, ). The last equation, when coupled<br />

with Eq. (2.4.74), reduced to the Eu f er-Lagrange equation<br />

Equation (2.4.77) is also equivalent to the Euler-Lagrange equation. This<br />

equivalence can be shown by differentiating (2.4.73) with respect to x<br />

<strong>and</strong> using (2.4.74). Thus, the characteristic directions associated with<br />

the Bellman equation are determined by solving the Euler-Lagrange equation.<br />

Since the value of R at the point (&,,fO ).<strong>and</strong> the associated curve y (x)<br />

(i.e., the curve emanting from the point (r,,p )) is of primary interest,<br />

it is only necessary to solve for one characteristic; namely, that one<br />

starting at ( 7L,,y0 ). Thus, the solution to the problem of minimizing the<br />

integral<br />

(2.4.79)<br />

can be achieved by integrating Eq. (2.4.79) to determine the optimum curve<br />

y(x), <strong>and</strong> then substituting this value back into (2.4.80) to evaluate J.<br />

This is the normal procedure <strong>and</strong> is followed in the Calculus of Variations.<br />

It should be mentioned that the solution to the Euler-Lagrange equation<br />

cannot be accomplished directly due to the two-point boundary nature of the<br />

problem (i.e., curve y(x) must connect the two points (zr,,+, ) <strong>and</strong> (&, ~ )<br />

while the determination of this curve by numerical integration of Fq. ( Iii .4.79)<br />

requires a knowledge of the slope $f foL* 1 . Hence, it may be more<br />

80

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