Open AccessA numerical indirect method for solving a class of optimal control problems
Author(s) -
Reza Ghanbari,
AUTHOR_ID,
Khatere Ghorbani-Moghadam,
Saeed Nezhadhosein,
AUTHOR_ID,
AUTHOR_ID
Publication year - 2021
Publication title -
bulletin of the "transilvania" university of braşov. series iii, mathematics and computer science
Language(s) - English
Resource type - Journals
eISSN - 2810-2037
pISSN - 2810-2029
DOI - 10.31926/but.mif.2021.1.63.1.9
Subject(s) - legendre wavelet , mathematics , algebraic equation , wavelet , legendre polynomials , class (philosophy) , boundary value problem , quadratic equation , optimal control , numerical analysis , algebraic number , chebyshev filter , mathematical optimization , mathematical analysis , computer science , discrete wavelet transform , wavelet transform , nonlinear system , physics , geometry , quantum mechanics , artificial intelligence
In this paper, a numerical indirect method based on wavelets is proposedfor solving the general continuous time-variant linear quadratic optimal con-trol problem. The necessary optimality conditions are applied to convert themain problem into a boundary value problem, as a dynamic system. Thenew problem, using two discrete schemes, Legendre and Chebyshev wavelets,is changed to a system of algebraic equations. To demonstrate the efficiencyof the proposed method two analytical and two numerical examples are given