Haarwavelet and Its Application for Problem Solving In Optimal Control System

摘要

The aim of this project is to analyze and analytical solution of different optimal control problems are difficult to obtain because they involve differential equations with single or multiple boundary conditions. In this dissertation, numerical methods using Haar Wavelet a represented to overcome this difficulty. The method reduces the differential equations into a set of line a matrix algebraic equation. The nice properties of Haar Wavelet like compact support in time and multi resolution are shown to reduce the computational complexity to a great extent. The presented method is applied to achieve the optimal control for time varying and time invariant performance indices.