Optimal control of linear time-varying systems via piecewise-linear polynomial functions

A linear time-varying optimal control system with a quadratic performance index is solved by using piecewise-linear polynomial functions. Only a small number of basis functions are needed to produce a satisfactory result, and the outcome is much better than the solutions obtained by using Walsh functions, block-pulse functions or Taylor polynomial series. Owing to the available recursive formula, the computational work is convenient and straightforward.