Finite-time control problem of linear time-varying systems with input constraints is considered in this paper. Successive ellipsoidal approximations are used to estimate the state evolution of linear time-varying systems during a certain finite-time interval. An algorithm to design a controller based on approximations of state evolution is proposed. According to the proposed algorithm, the speed of state approaching equilibrium is optimized piecewisely using admissible control. The controller gain can be obtained by solving several quasi-convex optimization problems, which makes the design process computationally tractable. Simulation results show that the proposed controller can quickly reduce state deviation without violating input constraints.

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