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Computation of optimal control trajectories using Chebyshev polynomials: parameterization, and quadratic programming
Author(s) -
Jaddu H.,
Shimemura E.
Publication year - 1999
Publication title -
optimal control applications and methods
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.458
H-Index - 44
eISSN - 1099-1514
pISSN - 0143-2087
DOI - 10.1002/(sici)1099-1514(199901/02)20:1<21::aid-oca644>3.0.co;2-d
Subject(s) - optimal control , quadratic programming , chebyshev polynomials , quadratic equation , chebyshev filter , state variable , mathematics , mathematical optimization , computation , state (computer science) , control variable , nonlinear system , sequential quadratic programming , nonlinear programming , bellman equation , control theory (sociology) , computer science , algorithm , control (management) , mathematical analysis , geometry , statistics , physics , quantum mechanics , artificial intelligence , thermodynamics
An algorithm is proposed to solve the optimal control problem for linear and nonlinear systems with quadratic performance index. The method is based on parameterizing the state variables by Chebyshev series. The control variables are obtained from the system state equations as a function of the approximated state variables. In this method, there is no need to integrate the system state equations, and the performance index is evaluated by an algorithm which is also proposed in this paper. This converts the optimal control problem into a small size parameter optimization problem which is quadratic in the unknown parameters, therefore the optimal value of these parameters can be obtained by using quadratic programming results. Some numerical examples are presented to show the usefulness of the proposed algorithm. Copyright © 1999 John Wiley & Sons, Ltd.