Legendre pseudospectral method

The Legendre pseudospectral method for optimal control problems is based on Legendre polynomials. It is part of the larger theory of pseudospectral optimal control, a term coined by Ross.{{cite journal | last1 = Ross | first1 = I. M. | last2 = Karpenko | first2 = M. | year = 2012 | title = A Review of Pseudospectral Optimal Control: From Theory to Flight | journal = Annual Reviews in Control | volume = 36 | issue = 2| pages = 182–197 | doi=10.1016/j.arcontrol.2012.09.002}} A basic version of the Legendre pseudospectral was originally proposed by Elnagar and his coworkers in 1995.G. Elnagar, M. A. Kazemi, and M. Razzaghi, "The Pseudospectral Legendre Method for Discretizing Optimal Control Problems," IEEE Transactions on Automatic Control, 40:1793–1796, 1995. Since then, Ross, Fahroo and their coworkersRoss, I. M. and Fahroo, F., “Legendre Pseudospectral Approximations of Optimal Control Problems,” Lecture Notes in Control and Information Sciences, Vol. 295, Springer-Verlag, New York, 2003, pp 327-342{{cite journal | last1 = Kang | first1 = W. | last2 = Gong | first2 = Q. | last3 = Ross | first3 = I. M. | last4 = Fahroo | first4 = F. | title = On the Convergence of Nonlinear Optimal Control Using Pseudospectral Methods for Feedback Linearizable Systems | journal = International Journal of Robust and Nonlinear Control | volume = 17 | issue = 1251–1277| page = 2007 }}{{cite journal | last1 = Ross | first1 = I. M. | last2 = Fahroo | first2 = F. | year = 2004| title = Pseudospectral Knotting Methods for Solving Nonsmooth Optimal Control Problems | journal = Journal of Guidance, Control, and Dynamics | volume = 27 | issue = 397–405| page = 2004 | bibcode = 2004JGCD...27..397R | doi = 10.2514/1.3426 | s2cid = 11140975 }} have extended, generalized and applied the method for a large range of problems.Q. Gong, W. Kang, N. Bedrossian, F. Fahroo, P. Sekhavat and K. Bollino, "Pseudospectral Optimal Control for Military and Industrial Applications," 46th IEEE Conference on Decision and Control, New Orleans, LA, pp. 4128–4142, Dec. 2007. An application that has received wide publicity{{cite journal | last1 = Kang | first1 = W. | last2 = Bedrossian | first2 = N. | title = Pseudospectral Optimal Control Theory Makes Debut Flight, Saves NASA $1M in Under Three Hours | journal = SIAM News | volume = 40 | page = 2007 }}Bedrossian, N. S., Bhatt, S., Kang, W. and Ross, I. M., “Zero-Propellant Maneuver Guidance,” IEEE Control Systems Magazine, Vol.29, No.5, October 2009, pp 53-73; Cover Story. is the use of their method for generating real time trajectories for the International Space Station.

Fundamentals

There are three basic types of Legendre pseudospectral methods:

  1. One based on Gauss-Lobatto points
  2. First proposed by Elnagar et al and subsequently extended by Fahroo and RossFahroo, F. and Ross, I. M., “Costate Estimation by a Legendre Pseudospectral Method,” Journal of Guidance, Control, and Dynamics, Vol.24, No.2, March–April 2001, pp.270-277. to incorporate the covector mapping theorem.
  3. Forms the basis for solving general nonlinear finite-horizon optimal control problems.{{Cite book|title=A Primer on Pontryagin's Principle in Optimal Control|last=Ross|first=Isaac|publisher=Collegiate Publishers|year=2015|location=San Francisco}}
  4. Incorporated in several software products
  5. * DIDO, [https://web.archive.org/web/20161118023825/https://otis.grc.nasa.gov/ OTIS], [http://www.psopt.org/ PSOPT]
  6. One based on Gauss-Radau points
  7. First proposed by Fahroo and RossFahroo, F. and Ross, I. M., “Pseudospectral Methods for Infinite Horizon Nonlinear Optimal Control Problems,” AIAA Guidance, Navigation and Control Conference, August 15–18, 2005, San Francisco, CA and subsequently extended (by Fahroo and Ross) to incorporate a covector mapping theorem.Fahroo, F. and Ross, I. M., “Pseudospectral Methods for Infinite-Horizon Optimal Control Problems,” Journal of Guidance, Control, and Dynamics, Vol. 31, No. 4, pp. 927-936, 2008.
  8. Forms the basis for solving general nonlinear infinite-horizon optimal control problems.
  9. Forms the basis for solving general nonlinear finite-horizon problems with one free endpoint.
  10. One based on Gauss points
  11. First proposed by ReddienReddien, G.W., "Collocation at Gauss Points as a Discretization in Optimal Control," SIAM Journal on Control and Optimization, Vol. 17, No. 2, March 1979.
  12. Forms the basis for solving finite-horizon problems with free endpointsFahroo F., and Ross, I. M., "Advances in Pseudospectral Methods for Optimal Control," AIAA Guidance, Navigation, and Control Conference, AIAA Paper 2008-7309, Honolulu, Hawaii, August 2008.
  13. Incorporated in several software products
  14. * GPOPS, PROPT

Software

The first software to implement the Legendre pseudospectral method was DIDO in 2001.J. R. Rea, A Legendre Pseudospectral Method for Rapid Optimization of Launch Vehicle Trajectories, S.M. Thesis, Dept. of Aeronautics and Astronautics, Massachusetts Institute of Technology, 2001. http://dspace.mit.edu/handle/1721.1/8608 Subsequently, the method was incorporated in the NASA code OTIS.{{Cite web|url=https://otis.grc.nasa.gov/|title=[ OTIS ] Optimal Trajectories by Implicit Simulation|website=otis.grc.nasa.gov|access-date=2016-12-08|archive-url=https://web.archive.org/web/20161118023825/https://otis.grc.nasa.gov/|archive-date=2016-11-18|url-status=dead}} Years later, many other software products emerged at an increasing pace, such as PSOPT, PROPT and GPOPS.

Flight implementations

The Legendre pseudospectral method (based on Gauss-Lobatto points) has been implemented in flight by NASA on several spacecraft through the use of the software, DIDO. The first flight implementation was on November 5, 2006, when NASA used DIDO to maneuver the International Space Station to perform the [https://web.archive.org/web/20081005205928/http://www.nasa.gov/mission_pages/station/science/experiments/ZPM.html Zero Propellant Maneuver]. The Zero Propellant Maneuver was discovered by Nazareth Bedrossian using DIDO. [https://www.youtube.com/watch?v=MIp27Ea9_2I Watch a video] of this historic maneuver.

See also

References

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Category:Optimal control

Category:Numerical analysis

Category:Control theory