This paper is aimed at discussing the use of the scaling matrix on the introduction of the associated control operator, G, in an Extended Conjugate Gradient Method (ECGM) to be employed in solving Continuous-Time Linear Regulator Problems (CLRP). The control operator takes care of the Mayer, Lagrange and Bolza cost forms of Continuous-Time Linear Regulator Problems. It is the desire of the authors of this paper that, after the associated control operator, G, must have been introduced to the ECGM and the algorithm scaled, it will further improve the convergence profile of the Extended Conjugate Gradient Method in solving this class of optimal control problems. From the problems tested, numerical results show some improvement over the classical methods.

Username
Password