APPLICATION OF GENERAL ORTHOGONAL POLYNOMIALS TO THE OPTIMAL-CONTROL OF TIME-VARYING LINEAR-SYSTEMS

The operational matrices for forward or backward integration of general orthogonal polynomials are derived. The tensor expression for the generalized orthogonal polynomial approximation of any two arbitrary functions is also introduced. It is shown that the approximation solution obtained using the Chebyshev polynomial is readily obtainable as a special case of the results derived. Thus, the present results include results presented by Shih in 1983 and Chou and Horng in 1984. A linear time-varying optimal-control system with a quadratic performance measure is solved by using the generalized orthogonal polynomials. Comparison of the results with those obtained using several different classical orthogonal polynomial approximations is also included