Solution of Constrained Linear Quadratic Optimal Control Problem Using State Parameterization

• JADDU Hussein

  School of Information Science, Japan Advanced Institute of Science and Technology

• SHIMEMURA Etsujiro

  School of Information Science, Japan Advanced Institute of Science and Technology

Bibliographic Information

Other Title

• Solution of Constrained Linear Quadrati

Abstract

An algorithm is proposed to solve the linear quadratic optimal control problem subject to terminal state constraints, state and control constraints and interior point constraints. The algorithm is based on parameterizing the system state variables using a finite length Chebyshev series of unknown parameters, and the control variables are obtained as a function of the approximated state variables such that the system differential equations are satisfied. After reformulating the problem using the proposed algorithm, the constrained optimal control problem is converted into a quadratic programming problem which can be solved easily. Moreover, by using the proposed algorithm there is no need to integrate the system or costate differential equations.

Journal

• Transactions of the Society of Instrument and Control Engineers

  Transactions of the Society of Instrument and Control Engineers 34 (9), 1164-1169, 1998

  The Society of Instrument and Control Engineers

Keywords

• constrained linear optimal control
• state parameterization
• Chebyshev polynomials
• quadratic programming

Details

• CRID: 1390282679477938816
• NII Article ID: 130003970792
• NII Article ID: 10002479357
• NII Book ID: AN00072392
• DOI: 10.9746/sicetr1965.34.1164
• ISSN: 18838189
• ISSN: 04534654
• NDL BIB ID: 4571747
• Web Site: https://ndlsearch.ndl.go.jp/books/R000000004-I4571747
• Web Site: https://www.jstage.jst.go.jp/article/sicetr1965/34/9/34_9_1164/_pdf
• Text Lang: en
• Data Source:
  • JaLC
  • NDL
  • Crossref
  • CiNii Articles
• Abstract License Flag: Disallowed