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Haar Wavelet-Based Approach for Optimal Control of Second-Order Linear Systems in Time Domain

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Abstract.

In this paper, a Haar wavelet-based method for optimal control of the second-order linear systems with respect to a quadratic cost function for any length of time is proposed. A Haar wavelet integral operational matrix and properties of the Kronecker product are used in finding the approximate solutions of optimal trajectories and optimal control by solving only two algebraic equations instead of solving the Riccati differential equation. Numerical results of a typical example are presented to illustrate the advantage of the approach.

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Correspondence to H. R. Karimi, B. Moshiri, B. Lohmann or P. Jabehdar Maralani.

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2000 Mathematics Subject Classification. 53A04, 30C15.

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

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Karimi, H., Moshiri, B., Lohmann, B. et al. Haar Wavelet-Based Approach for Optimal Control of Second-Order Linear Systems in Time Domain. J Dyn Control Syst 11, 237–252 (2005). https://doi.org/10.1007/s10883-005-4172-z

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  • DOI: https://doi.org/10.1007/s10883-005-4172-z

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