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Hybrid functions approach for linearly constrained quadratic optimal control problems. (English) Zbl 1020.49025
Summary: A numerical method for solving time varying linear-quadratic optimal control problems with inequality constraints is presented. The method is based upon hybrid functions approximations. The properties of hybrid functions consisting of block-pulse functions and Legendre polynomials are presented. The operational matrices of integration and product are then utilized to reduce the optimal control problem to the solution of algebraic equations. The inequality constraints are first converted to a system of algebraic equalities. Illustrative examples are included to demonstrate the validity and applicability of the technique.

MSC:
49M25 Discrete approximations in optimal control
49N10 Linear-quadratic optimal control problems
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