Control problems in dynamic systems require an optimal selection of input trajectories and system parameters. In this paper, a novel procedure for optimization of a linear dynamic system is proposed that simultaneously solves the parameter design problem and the optimal control problem using a specific system state transformation. Also, the proposed procedure includes structural design constraints within the control system. A direct optimal control method is also examined to compare it with the proposed method. The limitations and advantages of both methods are discussed in terms of the number of states and inputs. Consequently, linear dynamic system examples are optimized under various constraints and the merits of the proposed method are examined.
