×

Legendre wavelets method for constrained optimal control problems. (English) Zbl 1001.49033

Summary: A numerical method for solving nonlinear optimal control problems with inequality constraints is presented in this paper. The method is based upon Legendre wavelet approximations. The properties of Legendre wavelets are first presented. The operational matrix of integration and the Gauss method are then utilized to reduce the optimal control problem to the solution of algebraic equations. The inequality constraints are converted to a system of algebraic equalities; these equalities are then collocated at the Gauss nodes. Illustrative examples are included to demonstrate the validity and applicability of the technique.

MSC:

49M30 Other numerical methods in calculus of variations (MSC2010)
49J15 Existence theories for optimal control problems involving ordinary differential equations
42C40 Nontrigonometric harmonic analysis involving wavelets and other special systems
65T60 Numerical methods for wavelets
PDF BibTeX XML Cite
Full Text: DOI

References:

[1] Chen, International Journal of Control 21 pp 881– (1975)
[2] Hsu, International Journal of Control 33 pp 1107– (1989)
[3] Hwang, Journal of Optimization Theory and Applications 39 pp 143– (1983)
[4] Chang, Journal of Optimization Theory and Applications 39 pp 299– (1983)
[5] Horng, International Journal of Systems Science 16 pp 855– (1985)
[6] Razzaghi, International Journal of Control 48 pp 887– (1988)
[7] Chen, IEE Proceedings of Control Theory and Applications 144 pp 87– (1997)
[8] Kleiman, IEEE Transactions of Automatic Control AC-13 pp 354– (1968)
[9] Drefus, Journal of Mathematical Analysis and Applications 4 pp 291– (1962)
[10] Mehra, IEEE Transactions on Automatic Control AC-17 pp 69– (1972)
[11] Applied Numerical Methods with Personal Computer. McGraw-Hill: New York, 1987.
[12] Gu, International Journal of Systems Science 27 pp 623– (1996)
[13] Razzaghi, International Journal of Systems Science 32 pp 495– (2001)
[14] Calculus of Variational and Optimal Control Theory. Wiley: New York, 1966.
[15] Yen, Journal of Dynamic Systems, Measurement and Control 113 pp 206– (1991)
[16] Elnagar, Journal of Computational and Applied Mathematics 79 pp 19– (1997)
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. It attempts to reflect the references listed in the original paper as accurately as possible without claiming the completeness or perfect precision of the matching.