M. Razzaghi et G. Elnagar, A LEGENDRE TECHNIQUE FOR SOLVING TIME-VARYING LINEAR-QUADRATIC OPTIMAL-CONTROL PROBLEMS, Journal of the Franklin Institute, 330(3), 1993, pp. 453-463
A method for the optimal control of linear time-varying systems with a
quadratic cost functional is proposed. The state and control variable
s are expanded in the shifted Legendre series, and an algorithm is pro
vided for approximating the system dynamics, boundary conditions and p
erformance index. The necessary condition of optimality is then derive
d as a system of linear algebraic equations. Numerical examples are in
cluded to demonstrate the validitiy and applicability of the technique
.