Solving Linear Quadratic Optimal Control Problems by Chebyshev-Based State Parameterization
Institute of Electrical and Electronic Engineers (IEEE)
1991 American Control Conference
A Chebyshev-based state representation method is developed for solving optimal control problems involving unconstrained linear time-invariant dynamic systems with quadratic performance indices. In this method, each state variable is represented by the superposition of a finite-term shifted Chebyshev series and a third order polynomial. In contrast to solving a two-point boundary-value problem, here the necessary condition of optimality is a system of linear algebraic equations which can be solved by a method such as Gaussian elimination. The results of simulation studies demonstrate that the proposed method offers computational advantages relative to a previous Chebyshev method and to a standard state transition method.
Nagurka, Mark L.; Wang, S.; and Yen, V., "Solving Linear Quadratic Optimal Control Problems by Chebyshev-Based State Parameterization" (1991). Mechanical Engineering Faculty Research and Publications. 183.
Published as a part of 1991 American Control Conference (June 26-28, 1991), DOI.
Mark L. Nagurka was affiliated with Carnegie Mellon University at the time of publication.