Computational efficiency of a functional expansion algorithm for linear quadratic optimal control

Author

Driscoll, T.A. ; Dzielski, J.E.

Author_Institution

Cornell Center for Appl. Math., Ithaca, NY, USA

fYear

1992

fDate

1992

Firstpage

143

Abstract

A comparison of several algorithms for the solution of linear quadratic optimal control problems is presented. The unique feature of the present work is that it considers a method based on an expansion of the control and state in terms of Chebyshev polynomials. The comparison is based on the number of floating point operations required to compute the time history of the optimal control for a linear quadratic control problem. Comparisons between the Chebyshev expansion method and three methods chosen from A.V. Ramesh et al. (1989) are summarized. At first glance, it appears that the Chebyshev method is asymptotically inferior to the other methods since its expression is of degree two higher

Keywords

Chebyshev approximation; optimal control; polynomials; Chebyshev expansion; Chebyshev polynomials; floating point operations; functional expansion algorithm; linear quadratic optimal control; time history; Chebyshev approximation; Computational efficiency; Control systems; Differential equations; History; Mathematics; Matrices; Optimal control; Polynomials; Riccati equations; Vectors;

fLanguage

English

Publisher

ieee

Conference_Titel

Decision and Control, 1992., Proceedings of the 31st IEEE Conference on

Conference_Location

Tucson, AZ

Print_ISBN

0-7803-0872-7

Type

conf

DOI

10.1109/CDC.1992.371773

Filename

371773