Hybrid functions approach for linearly constrained quadratic optimal control problems

A numerical method for solving time varying linear quadratic optimal control. problems with inequality constraints is presented. The method is based upon hybrid functions approximations., The properties of hybrid functions consisting of block-pulse functions and Legendre polynomials are presented. The operational matrices of integration and product are then utilized to reduce the optimal control problem to the solution of algebraic equations. The inequality constraints are first converted to a system of algebraic equalities. Illustrative examples are included to demonstrate the validity and applicability of the technique. (C) 2003 Elsevier Science Inc. All rights reserved.