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Optimal feedback control laws by Legendre pseudospectral approximations

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3 Author(s)
Hui Yan ; INRC Res., Naval Postgraduate Sch., Monterey, CA, USA ; Fahroo, F. ; Ross, I.M.

We develop state feedback control laws for linear time-varying systems with quadratic cost criteria by an indirect Legendre pseudo-spectral method. This method approximates the linear two-point boundary value problem to a system of algebraic equations by way of a differentiation matrix. The algebraic system is solved to generate discrete linear transformations between the states and controls at the Legendre-Gauss-Lobatto points. Since these linear transformations involve simple matrix operations, they can be computed rapidly and efficiently. Two methods are proposed: one that circumvents solving the differential Riccati equation by a discrete solution of the boundary value problem, and the other generates a predictor feedback law without the use of transition matrices. Thus, our methods obviate the need for solving the time-intensive backward integration of the matrix Riccati differential equation or inverting ill-conditioned transition matrices. A numerical example illustrates the techniques and demonstrates the accuracy and efficiency of these controllers

Published in:

American Control Conference, 2001. Proceedings of the 2001  (Volume:3 )

Date of Conference:

2001

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