Approximation by filtering in optimal control and applications

International audienceMinimum time control of slow-fast systems is considered. In the case of only one fast angle, averaging techniques are available for such systems. The approach introduced in Dargent (2014) and Bombrun et al. (2013) is recalled, then extended to time-dependent systems by means of a suitable filtering operator. The process relies upon approximating the dynamics by means of sliding windows. The size of these windows is an additional parameter that provides intermediate approximations between averaging over the whole fast angle period and the original dynamics. The motivation is that averaging over an entire period may not provide a good enough approximation to initialize a convergent numerical resolution of the original system; considering a continuous set of intermediate approximations (filtering over windows of size varying from the period to zero) may ensure that convergence. The method is illustrated on problems coming from space mechanics