An Iterative technique for solving nonlinear optimal control problems using Legendre scaling function

Abstract

In this paper, wavelet based approach will be presented to solve nonlinear optimal control problem. The basis orthogonal functions will be Legendre scaling function. In addition, iteration technique will be used to converts nonlinear optimal control problems to a sequence of timevarying optimal control problems which are easier to solve than original problem. Numerical example will be solved by the proposed method to compare this approach with other research to show effectiveness of the proposed method.