Solving fractional optimal control problems with fixed or free final states by Haar wavelet collocation method

摘要

A numerical method using Haar wavelets for solving fractional optimal control problems (FOCPs) is studied. The fractional derivative in these problems is in the Caputo sense. The operational matrix of fractional Riemann-Liouville integration and the direct collocation method are considered. The proposed technique is applied to transform the state and control variables into non-linear programming (NLP) parameters at collocation points. An NLP solver can then be used to solve FOCPs. Illustrative examples are included to demonstrate the validity and applicability of the proposed method.