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Haar Wavelet and Its Application in Optimal Control of Linear Time-invariant Systems
Pages: 1307-1310
Year: Issue:  1

Keyword:  Haar wavelettime-varying systemsoptimal control;
Abstract: This paper uses Haar wavelet integral operational matrices to approximate the s olution of the optimal control problem with quadratic performance measures. The method reduces the original problem to the solution of linear algebraic equati ons. Hence, the computational difficulties are considerably reduced. Since Haar wavelet bases cooperate time-frequency localization, the system solution includ es both frequency information and time information. Other orthogonal functions do not have this property. An example shows that the results are ve ry accurate.
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