Solution of optimal control problem by the daubechies wavelet function (Db 1)
Author(s): Okwoyo James M
Abstract: The Daubechies Wavelet Function (Db 1) is also known as the Haar wavelet function. It is a sequence of “Square Shaped” functions which together form a wavelet family or basis which allows a target function over an interval to be present in terms of an orthonormal basis. In this paper, the Haar wavelets are used to solve optimal control problems by approximating the state and control variables using a basis of Haar wavelet functions. This approach transforms the original optimal control problem into a constrained nonlinear quadratic programming problem, which can then be solved using numerical methods like quasilinearization.
Okwoyo James M. Solution of optimal control problem by the daubechies wavelet function (Db 1). Int J Stat Appl Math 2025;10(7):127-134. DOI: 10.22271/maths.2025.v10.i7b.2107