Laguerre series approach to the analysis of a linear control system incorporating observers

Abstract

Application of the Laguerre polynomial expansion to the analysis of a linear optimal control system incorporating observers is studied. The method simplifies the system of equations into the successive solution of a set of linear algebraic recursive equations. Compared with other orthogonal polynomials, the present method is simpler in form and more convenient for use with a digital computer. A numerical example is given to illustrate the use of this method.