Numerical solution of optimal control problems

被引：0
|
作者：
Hua, Heping [1 ]
机构：
[1] Mathematics Department, Nanjing Engineering Institute, Nanjing, 210007, China
来源：
| 2000年 / John Wiley & Sons Ltd, Chichester, United Kingdom卷 / 21期
关键词：
Algorithms - Approximation theory - Boundary conditions - Constraint theory - Control system synthesis - Fourier transforms - Integral equations - Linear control systems - Ordinary differential equations - Parameter estimation - Problem solving - Quadratic programming;
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学科分类号：
摘要：
This paper introduces a numerical technique for solving optimal control problems which approximates both the state and control variables by Fourier series with unknown coefficients. An algorithm is provided for approximating the system dynamics, boundary conditions, and objective functional. Application of this method results in the transformation of differential and integral expressions into systems of algebraic expressions in the Fourier coefficients; the optimal control problems then become mathematical programming problems. Linear-quadratic problems can be transformed into unconstrained programming problems. Numerical examples are given to illustrate the simplicity and efficiency of this approach.
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