Three time grids may appear (which do not depend on each other):

**The measurement grid****of a parameter identification problem consists of the times of the measurements.****The control grid****of a discretized optimal control problem consists of the times where a piecewise linear approximation of the control variable***u*(*t*) is given by the values .Also, any inequality constraint of an optimal control problem will only be satisfied at the times of the control discretization grid.

**The multiple shooting grid****is an optional grid consisting of the multiple shooting nodes . Its purpose is to split up the whole integration interval into a sequence of smaller ones ,***j*=1,2,....

**
**

Tue Feb 1 13:50:42 CET 2000