Closed Form Solution to an Optimal Control Problem by Orthogonal Polynomial Expansion
Mohammad Ali Tavallaei and Behrouz Tousi
DOI : 10.3844/ajeassp.2008.104.109
American Journal of Engineering and Applied Sciences
Volume 1, Issue 2
In this study the use of orthogonal polynomials for obtaining a close form solution to optimal control problems with a weighed quadratic cost function, is proposed. The method consists of using the Orthogonal Polynomials for the expansion of the state variables and the control signal. This expansion results in a set of linear equations, from which the closed form solution is obtained. A numerical example is provided to demonstrate the applicability and effectiveness of the proposed method.
© 2008 Mohammad Ali Tavallaei and Behrouz Tousi. This is an open access article distributed under the terms of the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original author and source are credited.