Advances in Pseudospectral Methods for Optimal Control

Abstract

Recently, the Legendre Pseudospectral (PS) method migrated from theory to fight application onboard the International Space Station for performing a finite-horizon, zero- propellant maneuver. A small technical modification to the Legendre PS method is necessary to manage the limiting conditions at infinity for infinite-horizon optimal control problems recently, the Legendre Pseudospectral (PS) method migrated from theory to flight application onboard the International Space Station for performing a finite-horizon, zero-propellant maneuver. A small technical modification to the Legendre PS method is necessary to manage the limiting conditions at infinity for in finite-horizon optimal control problems. Motivated by these technicalities, the concept of primal-dual weighted interpolation, introduced earlier by the authors, is used to articulate a united theory for all PS methods for optimal control. This theory illuminates the previously hidden fact of the unit weight function implicit in the Legendre PS method based on Legendre-Gauss-Lobatto points. The united framework also reveals why this Legendre PS method is the most appropriate method for solving finite-horizon optimal control problems with arbitrary boundary conditions. This conclusion is borne by a proper definition of orthogonality needed to generate convergent approximations in Hilbert spaces. Special boundary conditions are needed to ensure the convergence of the Legendre PS method based on the Legendre-Gauss-Radau (LGR) and the Legendre-Gauss (LG) points. These facts are illustrated by simple examples and counter examples which reveal when and why PS methods based on LGR and LG points fail. A new kind of consistency in the primal-dual weight functions allows us to generate dual maps (such as Hamiltonians, adjoins etc) without resorting to solving difficult two-point boundary-value problems. These concepts are encapsulated in a united Convector Mapping Theorem.