Haar wavelet-based optimal control of time-varying state-delayed systems: a computational method

Using Haar wavelets, a computational method is presented to determine the piecewise constant feedback controls for a finite-time linear optimal control problem of a time-varying state-delayed system. The method is simple and computationally advantageous. The approximated optimal trajectory and optimal control are calculated using Haar wavelet integral operational matrix, Haar wavelet product operational matrix and Haar wavelet delay operational matrix. An illustrative example is included to demonstrate the validity and applicability of the technique