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Legendre-tau approximation for functional differential equations. II - The linear quadratic optimal control problemThe numerical scheme based on the Legendre-tau approximation is proposed to approximate the feedback solution to the linear quadratic optimal control problem for hereditary differential systems. The convergence property is established using Trotter ideas. The method yields very good approximations at low orders and provides an approximation technique for computing closed-loop eigenvalues of the feedback system. A comparison with existing methods (based on averaging and spline approximations) is made.
Document ID
19880031324
Acquisition Source
Legacy CDMS
Document Type
Reprint (Version printed in journal)
External Source(s)
Authors
Ito, Kazufumi
(NASA Langley Research Center Hampton, VA; Brown University, Providence, RI, United States)
Teglas, Russell
(Vermont, University Burlington, United States)
Date Acquired
August 13, 2013
Publication Date
November 1, 1987
Publication Information
Publication: SIAM Journal on Control and Optimization
Volume: 25
ISSN: 0363-0129
Subject Category
Numerical Analysis
Accession Number
88A18551
Funding Number(s)
CONTRACT_GRANT: NAS1-17070
CONTRACT_GRANT: NAS1-17130
Distribution Limits
Public
Copyright
Other

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