A New Approach for Solving Optimal Control Problem by Using Orthogonal Function
In the present paper we introduce a numerical technique for solving fractional optimal control problems (FOCP) based on an orthonormal wavelet. First we approximate the involved functions by Sine-Cosine wavelet basis; then, an operational matrix is used to transfer the given problem in to a linear system of algebraic equations. In fact operational matrix of the Riemann-Liouville fractional integration and derivative of Sine-Cosine 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 original problem. A numerical example is also given.
KeywordsFractional optimal control problem Sine-Cosine wavelet Operational matrix Caputo derivative Riemann-Liouville fractional integration
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