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Triangular orthogonal functions for nonlinear constrained optimal control problems
LI Shu-rong
(College of Information and Control Engineering in China University of Petroleum, Qingdao 266580, China)
Abstract:
A numerical method for solving nonlinear optimal control problems including terminal state constraints, state and control inequality constraints was proposed. The method is based on triangular orthogonal functions. By approximating the dynamic systems, performance index and boundary conditions into triangular orthogonal series, the optimal control problem is converted into algebraic equations with unknown coefficients. The results of illustrative examples demonstrate the accuracy and applicability of the proposed method.
Key words:  optimal control  triangular orthogonal functions  direct method  inequality constraints  nonlinearity