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Direct optimal control and costate estimation using least square method

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2 Author(s)
Baljeet Singh ; Aerospace Engineering Department, Texas A&M University, College Station, 77843, USA ; Raktim Bhattacharya

In this paper, we present a direct method to solve optimal control problems based on the least square formulation of the state dynamics. In this approach, we approximate the state and control variables in a finite dimensional Hilbert space. We impose the state dynamics as a weighted integral formulation based on the least square method to solve initial value problems. We analyze the resulting nonlinear programming problem to derive a set of conditions under which the costates of the optimal control problem can be estimated from the associated Karush-Kuhn-Tucker multipliers. We present numerical examples to demonstrate the applicability of the present method.

Published in:

Proceedings of the 2010 American Control Conference

Date of Conference:

June 30 2010-July 2 2010