A NUMERICAL SOLUTION APPROACH FOR CONSTRAINED OPTIMAL CONTROL PROBLEMS

Abstract

Optimal contl-ol theories are playing an increasingly important role in the design of modern systems. This role has been spurred by the demand for systems of high performance, especially as more powerful computers became readily available.

The problem discussed in this thesis is concerned with the optimal solution of state and/m- control constrained problems, using the parameterization technique. The proposed approach is based on expanding the control system states using combined time polynomial with unknown coefficients (parameters> and Fourier series with also unknown coefficients (parameters>. The control val-iables, the given constraints and the objective function are then written in terms of the unknown parameters of the system states. The developed method is simple and resulted in a much lower cost than that obtained from the previous attempts. In this thesis,