Spectral method for constrained linear–quadratic optimal control

Hussein Jaddu

Mathematics and Computers in Simulation (MATCOM), 2002, vol. 58, issue 2, 159-169

Abstract: A computational method based on Chebyshev spectral method is presented to solve the linear–quadratic optimal control problem subject to terminal state equality constraints and state-control inequality constraints. The method approximates each of the system state variables and each of the control variables by a finite Chebyshev series of unknown parameters. The method converts the optimal control problem into a quadratic programming problem which can be solved more easily than the original problem. This paper gives explicit results that simplify the implementation of the method. To show the numerical behavior of the proposed method, the simulation results of an example are presented.

Keywords: Constrained linear–quadratic problem; Chebyshev polynomials; Spectral method (search for similar items in EconPapers)
Date: 2002
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Citations: View citations in EconPapers (3)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:matcom:v:58:y:2002:i:2:p:159-169

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