Abstract
The authors extend the application of general orthogonal polynomials (GOP) for solving the optimal tracking problem of time-varying linear systems. By applying the Pontryagin maximum princip...
Abstract
A necessary and sufficient condition for controllability of a class of time-varying linear systems by means of a Taylor series approach is proposed. Based on this condition, a procedure for ...
Abstract
In this paper, two non linear time varying Riccati differential equations involved in the stochastic optimal control problem are converted into simple linear equations using GOP approximatio...