Optimal control of linearly constrained linear systems via state parametrization

This paper presents a general computational tool for determining the near-optimal trajectories of linear, lumped parameter, dynamic systems subjected to linear constraints. In the proposed approach each state variable is approximated by the sum of a third-order polynomial and a finite term Foruier-type series. This enables a linearly constrained optimal control problem to be converted into a linearly constrained mathematical programming problem. Simulation results demonstrate that the approach accurately predicts the optimal performance index and the optimal state and control trajectories.