Optimal control of linear time-varying systems via Haar wavelets. (English) Zbl 0941.49018

Summary: This paper introduces the application of Haar wavelets to the optimal control synthesis for linear time-varying systems. Based upon some useful properties of Haar wavelets, a special product matrix, a related coefficient matrix, and an operational matrix of backward integration are proposed to solve the adjoint equation of optimization. The results obtained by the proposed Haar approach are almost the same as those obtained by the conventional Riccati method.


49M30 Other numerical methods in calculus of variations (MSC2010)
65T60 Numerical methods for wavelets
42C40 Nontrigonometric harmonic analysis involving wavelets and other special systems
93B40 Computational methods in systems theory (MSC2010)
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