Solution of two-point-boundary-value problems by generalized orthogonal polynomials and application to optimal control of lumped and distributed parameter systems

A set of generalized orthogonal polynomials (GOPs) that can represent all types of orthogonal polynomial and non-orthogonal Taylor series are first introduced to solve dynamic state equations with two-point-boundary conditions. The basic idea is that any orthogonal polynomial function can be expressed as a power series, and vice versa. The operational matrix for the integration of the generalized orthogonal polynomials is thus derived. Using the special characteristics of these generalized orthogonal polynomials, the state equation of the two-point-boundary-value problem is thus reduced to that of an initial-value problem. This effective approach can be applied to solve the optimal control of a lumped or distributed parameter system. The computational algorithm, in conjunction with the recursive formula, is much simpler and easier than that for conventional individual orthogonal polynomials.