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.
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