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Interactive Chebyshev-Legendre Algorithm for Linear Quadratic Optimal regulator Systems

In this paper, we derive an algorithm to solve the linear quadratic (LQ) optimal regulator problems. The new approach is based on efficient Legendre and Chebyshev formulae at the Chebyshev–Gauss–Lobatto points. The technique enjoys advantages of both the Legendre and Chebyshev approximations near the end points. To show the numerical behavior of the proposed method, the simulation results of an example are presented.