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

Author: Karimi, H.

Source: International Journal of Computer Mathematics, Volume 83, Number 2, February 2006 , pp. 235-246(12)

Publisher: Taylor and Francis Ltd

Abstract:

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.

Keywords: Time-varying systems; Time delay; Optimal control; Haar wavelet; Product operational matrix; Integral operational matrix; Delay operational matrix

Document Type: Research article

DOI: http://dx.doi.org/10.1080/00207160600659257

Affiliations: 1: Centre of Industrial Mathematics, University of Bremen, 28359, Bremen, Germany

Publication date: 2006-02-01

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