Fourier-based state parameterization for optimal trajectory design of linearly constrained linear-quadratic systems

Abstract: "This technical report considers the design of optimal trajectories of linearly constrained linear quadratic (LQ) systems. It is shown that by applying a Fourier-based state parameterization approach a linearly constrained LQ problem can be converted into a quadratic programming problem. Simulation results show that the proposed approach is an accurate and computationally efficient design tool for determining the optimal solution of linearly constrained LQ problems."