Numerically efficient approximations to the optimal control of linear singularly perturbed systems based on Haar wavelets

Abstract

In this paper we present an implementation of the Haar wavelet to the optimal control of linear singularly perturbed systems. The approximated composite control and the slow and fast trajectories with respect to a quadratic cost function are calculated by solving only the linear algebraic equations. The results are illustrated with a simple example.

Keywords:

• Singularly perturbed systems
• Haar wavelet
• Optimal control

Acknowledgements

This research project was partially financially supported under Research Grant 8101004-1-1 provided by the university of Tehran and partially by the German Academic Exchange Service (DAAD).