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Hermite series approach to optimal control. (English) Zbl 0636.93036
Summary: A general expression for the operational matrix of integration, , in the case of Hermite polynomials is derived. The structure of is simple and it is therefore computationally attractive. Using this , the optimal control with quadratic index problem and the singularly perturbed optimal control problem are studied. Some numerical examples are also included.
MSC:
93C05Linear control systems
42C10Fourier series in special orthogonal functions
44A45Classical operational calculus
33C45Orthogonal polynomials and functions of hypergeometric type
34E15Asymptotic singular perturbations, general theory (ODE)
93C15Control systems governed by ODE