Dirichlet boundary value problem and optimal control for a stochastic distributed parameter system

1987 ◽  
pp. 57-71 ◽  
Author(s):  
Franco Flandoli
Keyword(s):  
Optimal Control ◽  
Boundary Value Problem ◽  
Dirichlet Boundary ◽  
Boundary Value ◽  
Distributed Parameter ◽  
Distributed Parameter System ◽  
Dirichlet Boundary Value Problem ◽  
Parameter System

Optimal Control of Linear Distributed Parameter Systems by Shifted Legendre Polynomial Functions

1983 ◽  
Vol 105 (4) ◽  
pp. 222-226 ◽  
Author(s):  
Maw-Ling Wang ◽  
Rong-Yeu Chang
Keyword(s):  
Optimal Control ◽  
Boundary Value Problem ◽  
Legendre Polynomial ◽  
Boundary Value ◽  
Distributed Parameter ◽  
Polynomial Functions ◽  
Distributed Parameter System ◽  
Point Boundary ◽  
Parameter System ◽  
The Maximum Principle

The optimal control problem of a linear distributed parameter system is studied by employing the technique of shifted Legendre polynomial functions. A partial differential equation, which represents the linear distributed parameter system, is expanded into a set of ordinary differential equations for coefficients in the shifted Legendre polynomial expansion of the input and output signals. Expressing the performance index in terms of the expansion coefficients, we transformed an optimal control gain problem into a two point boundary value problem by applying the maximum principle. The two-point boundary value problem is reduced into an initial value problem, the solution of which can be easily obtained by the proposed computational algorithm. An illustrative example will be used to prove this point.

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