Numerically efficient approximations to the optimal control of linear singularly perturbed systems based on Haar wavelets

In this paper we present an implementation of the Haar wavelet to the optimal control of linear singularly perturbed systems. The approximated composite control and the slow and fast trajectories with respect to a quadratic cost function are calculated by solving only the linear algebraic equations. The results are illustrated with a simple example. © 2005 Taylor & Francis Ltd