Approximations and bounds for optimal controls via finite Fourier series

Abstract This work considers the problem of approximating initial condition and time-dependent optimal control and trajectory surfaces using multivariable finite Fourier series. A modified Augmented Lagrangian algorithm for translating the optimal control problem into an unconstrained optimization one is proposed. A quadratic control problem in the context of Newtonian mechanics is solved to demonstrate the proposed algorithm and various computational results are presented. Use of automatic differentiation is explored to circumvent the elaborated gradient computation in the first-order optimization procedure. Furthermore, mean square error bounds are derived for the case of one and two-dimensional Fourier series approximations, suggesting a general bound for problems with state space of n dimensions.