A new approach based on using Chebyshev wavelets for solving various optimal control problems

This paper presents a computational algorithm for solving optimal control problems based on state-control parameterization. Here, an optimal control problem is converted to an optimization problem, which can then be solved more easily. In fact, we introduce state-control parameterization technique by Chebyshev wavelets with unknown coefficients. By this method, the optimal trajectory, optimal control and performance index can be obtained approximately. Finally, some illustrative examples are presented to show the efficiency and reliability of the presented method.