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

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

Acknowledgements

The author would like to thank the Alexander von Humboldt-Stiftung for providing the financial assistance to make this research possible.

Additional information

Notes on contributors

H. R. Karimi

Email: [email protected]