A computational method for optimal control problem of time-varying state-delayed systems by Haar wavelets

We present a computational method using Haar wavelets to determine the piecewise constant feedback controls for a finite-time linear optimal control problem of a time-varying state-delayed system. The method is simple and computationally advantageous. The approximate optimal trajectory and optimal c...

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Bibliographic Details
Published in:International journal of computer mathematics Vol. 83; no. 2; pp. 235 - 246
Main Author: Karimi, H. R.
Format: Journal Article
Language:English
Published: Taylor & Francis 01.02.2006
Subjects:
Delay operational matrix
Haar wavelet
Integral operational matrix
Optimal control
Product operational matrix
Time delay
Time-varying systems
ISSN:0020-7160, 1029-0265
Online Access:Get full text
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Summary:We present a computational method using Haar wavelets to determine the piecewise constant feedback controls for a finite-time linear optimal control problem of a time-varying state-delayed system. The method is simple and computationally advantageous. The approximate optimal trajectory and optimal control are calculated using the Haar wavelet integral, product, and delay operational matrices. An illustrative example is included to demonstrate the validity and applicability of the technique.
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ISSN:0020-7160
1029-0265
DOI:10.1080/00207160600659257