Abstract
This paper presents a Laguerre function based method for solving Linear Quadratic Regulator (LQR) problems with disturbance, with particular focus on interconnected large-scale dynamic systems. In the proposed method, estimating the states and the control inputs by Ritz method is used to obtain an iterative solver for the nonlinear two-point boundary value problem derived from Pontryagins maximum principle. Numerical comparisons are made between the available Ordinary Differential Equations (ODE) solver for the same class of problems and the presented method for a standard benchmark problem. This paper extends the work presented in [1] that provided the Ritz Method and Laguerre Function based method for solving LQR problems to the new class of problems represented by large-scale interconnected systems. The results show that the presented method is superior in both accuracy and efficiency.
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