Direct Optimal Control and Costate Estimation Using Least Square Method Conference Paper uri icon

abstract

  • In this paper, we present a direct method to solve optimal control problems based on the least square formulation of the state dynamics. In this approach, we approximate the state and control variables in a finite dimensional Hilbert space. We impose the state dynamics as a weighted integral formulation based on the least square method to solve initial value problems. We analyze the resulting nonlinear programming problem to derive a set of conditions under which the costates of the optimal control problem can be estimated from the associated Karush-Kuhn-Tucker multipliers. We present numerical examples to demonstrate the applicability of the present method. 2010 AACC.

name of conference

  • Proceedings of the 2010 American Control Conference

published proceedings

  • 2010 AMERICAN CONTROL CONFERENCE

author list (cited authors)

  • Singh, B., & Bhattacharya, R.

citation count

  • 0

complete list of authors

  • Singh, Baljeet||Bhattacharya, Raktim

publication date

  • January 2010