论文标题

使用Gegenbauer多项式和某些参数映射解决一类无限 - 马的最佳控制问题的直接积分伪谱方法

A Direct Integral Pseudospectral Method for Solving a Class of Infinite-Horizon Optimal Control Problems Using Gegenbauer Polynomials and Certain Parametric Maps

论文作者

Elgindy, Kareem T., Refat, Hareth M.

论文摘要

我们提出了一种新型的直接积分伪谱(PS)方法(一种直接IPS方法),用于求解一类连续的无限 - 摩尼子最佳控制问题(IHOCS)。该方法通过某些参数映射将IHOC转化为有限的 - 荷里龙的最佳控制问题(FHOC),然后通过基于gegenbauer polynomials和gegenbauer-gauss-ggradau(Gegenbauer polynomials and Gegenbauer-ggrada)(Gegenbauer Colocacations)(通过合理搭配)通过有限维的非线性编程问题(NLP)来近似。该论文还分析了基于Gegenbauer多项式和GGR点的参数图,Barycentric合理搭配之间的相互作用,以及IHOC共处溶液的收敛性能。得出了一些用于构建理性插值权重的新型公式以及基于Barycentric-Trigonomentric形式的基于GGR的集成和分化矩阵。提出了对所提出方法的误差和收敛性的严格研究。研究了基于LEBESGUE常数用于基于GGR的合理插值的稳定性分析。描述了计算算法的两种易于实现的伪编码,用于计算Barycentric-Trigonometrictric Rational权重。提出了两个说明性的测试示例,以支持理论结果。我们表明,使用快速准确的NLP求解器利用的建议搭配方法指数收敛到近距离的近似值,以实现粗皮搭配网格的大小。该论文还表明,如果使用浮点算术算术进行计算,则基于经典的jacobi多项式和某些参数映射的典型直接光谱/PS-和IPS方法通常会随着搭配点的增长而差,通常会随着搭配点的增长而差异,并且使用浮点算术算术进行计算,并且使用单个网格网格网格网格网格网格网格(是否属于Grid griuss grid grid of Grid)类型。

We present a novel direct integral pseudospectral (PS) method (a direct IPS method) for solving a class of continuous-time infinite-horizon optimal control problems (IHOCs). The method transforms the IHOCs into finite-horizon optimal control problems (FHOCs) in their integral forms by means of certain parametric mappings, which are then approximated by finite-dimensional nonlinear programming problems (NLPs) through rational collocations based on Gegenbauer polynomials and Gegenbauer-Gauss-Radau (GGR) points. The paper also analyzes the interplay between the parametric maps, barycentric rational collocations based on Gegenbauer polynomials and GGR points, and the convergence properties of the collocated solutions for IHOCs. Some novel formulas for the construction of the rational interpolation weights and the GGR-based integration and differentiation matrices in barycentric-trigonometric forms are derived. A rigorous study on the error and convergence of the proposed method is presented. A stability analysis based on the Lebesgue constant for GGR-based rational interpolation is investigated. Two easy-to-implement pseudocodes of computational algorithms for computing the barycentric-trigonometric rational weights are described. Two illustrative test examples are presented to support the theoretical results. We show that the proposed collocation method leveraged with a fast and accurate NLP solver converges exponentially to near-optimal approximations for a coarse collocation mesh grid size. The paper also shows that typical direct spectral/PS- and IPS-methods based on classical Jacobi polynomials and certain parametric maps usually diverge as the number of collocation points grow large, if the computations are carried out using floating-point arithmetic and the discretizations use a single mesh grid whether they are of Gauss/Gauss-Radau (GR) type or equally-spaced.

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