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Keywords:
optimal control problem; B-spline functions; derivative matrix; collocation method
Summary:
In this paper, a new numerical method for solving the nonlinear constrained optimal control with quadratic performance index is presented. The method is based upon B-spline functions. The properties of B-spline functions are presented. The operational matrix of derivative ($\mathbf{D}_\phi$) and integration matrix ($\mathbf{P}$) are introduced. These matrices are utilized to reduce the solution of nonlinear constrained quadratic optimal control to the solution of nonlinear programming one to which existing well-developed algorithms may be applied. Illustrative examples are included to demonstrate the validity and applicability of the technique.
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