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We present a computational method using Haar wavelets to determine the piecewise constant feedback controls for a finite-time linear optimal control problem of a time-varying state-delayed system. The method is simple and computationally advantageous. The approximate optimal trajectory and optimal control are calculated using the Haar wavelet integral, product, and delay operational matrices. An illustrative example is included to demonstrate the validity and applicability of the technique.
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Hamid Reza Karimi (2006) studied this question.
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