Wavelets-based Approach to Optimizing Linear Systems

H. Jaddu and M. Vlach (Japan)


Wavelets, Legendre scaling functions, optimal control, Numerical method


In this paper a wavelet-based computational method is presented to solve a linear optimal control problem. The method is based on using Legendre wavelets. In the first part of the paper we present a formal proof of the Legendre scaling functions’ integration operational matrix. Then a computational method to solve the optimal control problem problem is presented. Numerical example is given to show the effectiveness of the method.

Important Links:

Go Back