An Iterative Technique for Solving a Class of Nonlinear Quadratic Optimal Control Problems Using Chebyshev Polynomials

Abstract

In this paper, a method for solving a class of nonlinear optimal control problems is presented. The method is based on replacing the dynamic nonlinear optimal control problem by a sequence of quadratic programming problems. To this end, the iterative technique developed by Banks is used to replace the original nonlinear dynamic system by a sequence of linear time-varying dynamic systems, then each of the new problems is converted to quadratic programming problem by parameterizing the state variables by a finite length Chebyshev series with unknown parameters. To show the effectiveness of the proposed method, simulation results of a nonlinear optimal control problem are presented.