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Feedback Control Method Using Haar Wavelet Operational Matrices for Solving Optimal Control Problems

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  • Waleeda Swaidan
  • Amran Hussin

Abstract

Most of the direct methods solve optimal control problems with nonlinear programming solver. In this paper we propose a novel feedback control method for solving for solving affine control system, with quadratic cost functional, which makes use of only linear systems. This method is a numerical technique, which is based on the combination of Haar wavelet collocation method and successive Generalized Hamilton‐Jacobi‐Bellman equation. We formulate some new Haar wavelet operational matrices in order to manipulate Haar wavelet series. The proposed method has been applied to solve linear and nonlinear optimal control problems with infinite time horizon. The simulation results indicate that the accuracy of the control and cost can be improved by increasing the wavelet resolution.

Suggested Citation

  • Waleeda Swaidan & Amran Hussin, 2013. "Feedback Control Method Using Haar Wavelet Operational Matrices for Solving Optimal Control Problems," Abstract and Applied Analysis, John Wiley & Sons, vol. 2013(1).
    • Handle: RePEc:wly:jnlaaa:v:2013:y:2013:i:1:n:240352
    DOI: 10.1155/2013/240352
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    References listed on IDEAS

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    1. C. H. Hsiao & W. J. Wang, 1999. "Optimal Control of Linear Time-Varying Systems via Haar Wavelets," Journal of Optimization Theory and Applications, Springer, vol. 103(3), pages 641-655, December.
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