Practical Method for Solving Quadratic Optimal Control Problem

Over the last two decades, the prominence in direct solution of optimal control problem has risen up due to the high accuracy. We concerned in this book with the approximate solution of finite linear quadratic optimal control problem that are governed by a system of ordinary differential equation. The proposed method is classified as direct method, which is employed by using special technique to convert the linear quadratic optimal Control problem into a quadratic programming problem. It is based on generalized Laguerre polynomials as a basis functions to approximate the system state variables by a finite length of the basis functions series of unknown parameters. Furthermore, some important formulas which are concerned the generalized Laguerre polynomials are derived and proved as essential in the proposed method. Finally, the proposed algorithm was illustrated by several examples. .