Chebyshev pseudospectral method
The Chebyshev pseudospectral method for optimal control problems is based on Chebyshev polynomials. Unlike the Legendre pseudospectral method, the Chebyshev pseudospectral (PS) method does not immediately offer high-accuracy quadrature solutions. Consequently, two different versions of the method have been proposed: one by Elnagar et al,[1] and another by Fahroo and Ross.[2] The two versions differ in their quadrature techniques. The Fahroo-Ross method is more commonly used today due to the ease in implementation of the Clenshaw-Curtis quadrature technique (in contrast to Elnagar-Kazemi's cell-averaging method). In 2008, Trefethen showed that the Clenshaw-Curtis method was nearly as accurate as Gauss quadrature. [3]. This breakthrough result opened the door for a covector mapping theorem for Chebyshev PS methods.[4]
References
- ^ G. Elnagar and M. A. Kazemi, Pseudospectral Chebyshev Optimal Control of Constrained Nonlinear Dynamical Systems, Computa- tional Optimization and Applications, Vol. 11, 1998, pp. 195-217.
- ^ F. Fahroo and I. M. Ross, Direct trajectory optimization by a Chebyshev pseudospectral method, Journal of Guidance, Control, and Dynamics, Vol. 25, No. 1, pp. 160-166, 2002.
- ^ L. N. Trefethen, Is Gauss quadrature better than Clenshaw-Curtis? SIAM Review, Vol. 50, No. 1, pp 67-87, 2008.
- ^ Q. Gong, I. M. Ross and F. Fahroo, Costate Computation by a Chebyshev Pseudospectral Method, Journal of Guidance, Control, and Dynamics 2010, vol.33 no.2, pp.623-628