A LEGENDRE TECHNIQUE FOR SOLVING TIME-VARYING LINEAR-QUADRATIC OPTIMAL-CONTROL PROBLEMS

Citation
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
Citations number
12
Categorie Soggetti
Mathematics,"Engineering, Mechanical
ISSN journal
00160032
Volume
330
Issue
3
Year of publication
1993
Pages
453 - 463
Database
ISI
SICI code
0016-0032(1993)330:3<453:ALTFST>2.0.ZU;2-4
Abstract
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 .