A wavelet collocation method for optimal control of non-linear time-delay systems via Haar wavelets

作者：Borzabadi Akbar Hashemi^*; Asadi Solayman

来源：IMA Journal of Mathematical Control and Information, 2015, 32(1): 41-54.

DOI：10.1093/imamci/dnt032

• optimal control
• non-linear time-delay system
• Haar wavelet
• discretization
• approximation

In this paper, a wavelet collocation approach for finding approximate optimal control of the non-linear time-delay systems is introduced. A discretized form of the optimal control problem at collocation points based on some useful properties of Haar wavelets transforms the original problem into one of non-linear programming. Some numerical examples are presented to show the proficiency of the proposed scheme in comparison with another method.

• 出版日期2015-3