Designing Linear Optimal Regulators Via Chebyshev Polynomials

A method based on shifted Chebyshev polynomials is presented for determining the optimal state feedback gains of deterministic linear optimal regulators. The method is applicable to time-varying linear optimal regulator problems with terminal state weighting and involves only matrix operations. An advantage of the approach is that truncation errors associated with using finite term shifted Chebyshev series can be estimated directly. Two examples demonstrate the effectiveness of the proposed method.