Short communication: A collocation-type method for linear quadratic optimal control problems
✍ Scribed by GAMAL N. ELNAGAR; MOHSEN RAZZAGHI
- Publisher
- John Wiley and Sons
- Year
- 1997
- Tongue
- English
- Weight
- 299 KB
- Volume
- 18
- Category
- Article
- ISSN
- 0143-2087
No coin nor oath required. For personal study only.
✦ Synopsis
This communication presents a spectral method for solving time-varying linear quadratic optimal control problems. Legendre-Gauss-Lobatto nodes are used to construct the mth-degree polynomial approximation of the state and control variables. The derivative x (t) of the state vector x(t) is approximaed by the analytic derivative of the corresponding interpolating polynomial. The performance index approximation is based on Gauss-Lobatto integration. The optimal control problem is then transformed into a linear programming problem. The proposed technique is easy to implement, efficient and yields accurate results. Numerical examples are included and a comparison is made with an existing result.