Analysis and optimal control of time-varying systems via generalized orthogonal polynomials

Abstract

The method or generalized orthogonal polynomials (GOP) is applied to the analysis and optimal control of time-varying systems. The proposed GOP can represent all kinds of individual orthogonal-polynomial and non-orthogonal Taylor series. The operational matrix for the forward and backward integration of the generalized orthogonal polynomials, and the operational matrix of the product of r' and the generalized orthogonal-polynomial vector are derived and applied to time-varying systems. By using these three kinds of operational matrices, the computational algorithm for calculating the expansion coefficients is very simple and effective. Three satisfactory examples illustrate the usefulness of the method.