Numerical Algebra control and optimization, Volume (9), No (1), Year (2018-12) , Pages (101-112)

Title : ( Solving optimal control problem using Hermite wavelet )

Authors: Akram Kheirabadi , Asadollah Mahmoudzadeh Vaziri , Sohrab Effati ,

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In this paper, we derive the operational matrices of integration, derivative and production of Hermite wavelets and use a direct numerical method based on Hermite wavelet, for solving optimal control problems. The properties of Hermite polynomials are used for finding these matrices. First, we approximate the state and control variables by Hermite wavelets basis; then, the operational matrices is used to transfer the given problem into a linear system of algebraic equations. In fact, operational matrices of Hermite wavelet are employed to achieve a linear algebraic equation, in place of the dynamical system in terms of the unknown coefficients. The solution of this system gives us the solution of the original problem. Numerical examples with time varying and time invariant coefficient are given to demonstrate the applicability of these matrices


, Optimal control problem, Hermite polynomial, Hermite wavelet, Operational matrix, Direct method
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author = {Akram Kheirabadi and Asadollah Mahmoudzadeh Vaziri and Effati, Sohrab},
title = {Solving optimal control problem using Hermite wavelet},
journal = {Numerical Algebra control and optimization},
year = {2018},
volume = {9},
number = {1},
month = {December},
issn = {2155-3289},
pages = {101--112},
numpages = {11},
keywords = {Optimal control problem; Hermite polynomial; Hermite wavelet; Operational matrix; Direct method},


%0 Journal Article
%T Solving optimal control problem using Hermite wavelet
%A Akram Kheirabadi
%A Asadollah Mahmoudzadeh Vaziri
%A Effati, Sohrab
%J Numerical Algebra control and optimization
%@ 2155-3289
%D 2018