ABSTRACT
This chapter utilizes block-pulse functions (BPF) and shifted Legendre polynomials (SLP), two recursive algorithms are developed for solving the problem of linear optimal control systems incorporating observers. It deals with a unified method, also called the Kronecker product method, to solve some equations via orthogonal functions (OF), and discusses its demerits. The chapter presents two recursive algorithms using BPFs and SLPs to solve some equations. It considers one numerical example to compare the performances of recursive algorithms. Based on using BPFs and SLPs, two recursive algorithms are presented for analysis of linear optimal control systems incorporating observers. The chapter also discusses computational superiority of these algorithms over the algorithms reported in the literature.
