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Journal of Electrical and Computer Engineering Innovations
JECEI, Vol. 1, No. 1, 2013
Regular Paper

J. Elec. Comput. Eng. Innov. 2013, Vol. 1, No. 1, pp. 51-55

51


SRTTU
TheSine-CosineWaveletandItsApplicationintheOptimal
ControlofNonlinearSystemswithConstraint
R.Hajmohammadi
1
,H.NasiriSoloklo
2,*
,andM.M.Farsangi
3

1
Electiical Engineeiing Bepaitment, Shahiu Bahonai 0niveisity of Keiman, Keiman, Iian
2
Bepaitment of Electiical Engineeiing, Fiioozkooh Bianch, Islamic Azau 0niveisity, Fiioozkooh, Iian
S
Electiical Engineeiing Bepaitment, Shahiu Bahonai 0niveisity of Keiman, Keiman, Iian
*
Coiiesponuing Authoi: hasannasiiisolokloyahoo.com

ARTICLEINFO

ABSTRACT

ARTICLEHISTORY:
Receiveu 1S Septembei 2u12
Reviseu 1S August 2u1S
Accepteu 22 August 2u1S
In this papei, an optimal contiol of quauiatic peifoimance inuex with
nonlineai constiaineu is piesenteu. The sine-cosine wavelet opeiational
matiix of integiation anu piouuct matiix aie intiouuceu anu applieu to
ieuuce nonlineai uiffeiential equations to the nonlineai algebiaic
equations. Then, the Newton-Raphson methou is useu foi solving these
sets of algebiaic equations. To piesent ability of the pioposeu methou,
two classes, fiist oiuei system anu seconu oiuei system, aie consiueieu.
The obtaineu iesults show that the pioposeu methou offeis impioveu
peifoimance

KEYWORDS:
Sine-Cosine Wavelet,
0ptimal Contiol,
Non-lineai Systems
Constiaineu pioblems
Newton-Raphson methou


1.INTRODUCTION
Nonlineai systems aie veiy impoitant because
most of these systems have nonlineai uynamics. So,
many ieseaich woiks anu uesigneis have showeu an
active inteiest in uevelopment anu applications of
nonlineai systems |1-Sj. 0ithogonal functions anu
polynomial seiies have ieceiveu consiueiable
attention in uealing with vaiious pioblems of
uynamical systems.
Theie aie thiee sets of oithogonal functions which
aie wiuely useu. The fiist one incluues sets of
piecewise constant basis functions (PCBFs) such as,
Walsh, block pulse, etc. The seconu set consists of sets
of oithogonal polynomials such as, Lagueiie
polynomials, Legenuie polynomials, Chebyshev
polynomials, etc. The thiiu one is the wiuely useu sets
of sinecosine functions in Fouiiei seiies |4j. Wavelets
theoiy is a ielatively new anu emeiging fielu in
mathematical ieseaich. Wavelet theoiy |Sj has been
applieu in a wiue iange of engineeiing science;
paiticulaily, wavelets aie successfully useu in signal
analysis foi wavefoim iepiesentation anu
segmentations, iuentification, optimal contiol anu
many othei applications. Wavelets peimit accuiate
iepiesentation of a vaiiety of functions anu opeiatois.
The examples aie applying Legenuie wavelets |6-9j,
sinecosine wavelets |1u, 11j anu Chebyshev wavelets
|12j.
The main chaiacteiistic of this technique is that it
ieuuces these pioblems to those of solving a system of
algebiaic equations anu thus gieatly simplifies the
pioblem. In this investigation, the sine-cosine wavelets
weie useu to finu optimal contiol of nonlineai systems.
By this numeiical technique, a uifficult pioblem was
ieuuceu to the stiaightfoiwaiu nonlineai algebiaic
equations, which coulu be solveu using a uigital
computei. Numeiical examples weie given to show
accuiacy of the technique. The papei is oiganizeu as
follows. In oiuei to pioviue a piopei backgiounu, sine-
cosine wavelets aie explaineu in Section 2. Two
optimal contiol pioblems aie solveu by sine-cosine
wavelet using The Newton-RaphsonS1 methou in
52
Section S. Conclusion is piesenteu in Section 4.
2. DESCRIPTIONOFSINE-COSINEWAVELETS
2.1.SINE-COSINEWAVELETS
Wavelets have been veiy successful in appioximate
solution of uiffeient types of systems. They constitute
a family of functions constiucteu fiom uilation anu
tianslation of a single function, calleu the mothei
wavelet ( ) x .
Sine-Cosine wavelets ( ) ( )
,
, , ,
n m
t n k m t = aie
uefineu as follows |11j:
( )
( )
k+1
2
,
1
2 2
2 2
0 otherwise
k
m
k k
n m
n n
f t n t
t

+
s s
=

with
( ) ( )
( ) ( )
1
0
2
cos 2 1, 2, ,
sin 2 1, 2, , 2
m
m
f t m t m L
m L t m L L L
t
t

= =

= + +

1
0,1, 2, , 2 0,1, 2,
k
n k

= =
wheie L is any positive integei.
2.2. FUNCTION APPROXIMATION
A function ( ) | |
2
0,1 f t L e can be appioximateu as:
( ) ( )
2 2 1
, ,
0 0
k
L
n m n m
m n
f t C t

= =
=

(1)
wheie ( ) ( )
, ,
,
n m n m
C f t t = < > , in which < . , . >
uenotes the innei piouuct as:
( ) ( ) ( ) ( )
, , ,
,
n m n m n m
C f t t f t t dt
+

=< > =
}
(2)
Eq. (1) can be wiitten in a matiix foim as:
( ) ( )
T
f t C t = (S)
oi
( ) ( )
T
f t t C = (4)
wheie C anu ( ) t aie ( ) 2 2 1 1
k
L + matiices which
aie given by:
0,0 0,1 0,2 1,0 1,2
2 1,0 2 1,2
k k
T
L L
L
C c c c c c c c

(
=

(S)
(6)
(t)
= |
0,0
(t)
0,1
(t)
0,2L
(t)
1,0
(t)
2
k
-1,0
(t). . .
2
k
-1,2L
(t)]
2.3.OPERATIONALMATRIXOFINTEGRATION
Integiation of the vectoi ( ) t uefineu in Eq. (6) can
be wiitten as:
( )
( ) ( ) ( ) ( ) ( ) ( )
( )
2 2 1 2 2 1 2 2 1 1
0
k k k
t
L L L
s ds P t
+ + +
=
}
(7)
0sing Eqs.(S) anu (7), ( )
0
t
f s ds
}
can be expiesseu as
:
( ) ( ) ( )
0 0
t t
T T
f s ds C s ds C P t = =
} }
(8)
Also, using Eqs. (4) anu (7), ( )
0
t
f s ds
}
can be uefineu
as :
( ) ( ) ( )
0 0
t t
T T T
f s ds s Cds t P C = =
} }
(9)
In (9), the matiix P is obtaineu as follows |11j:
1
2
2 2
0 1
2
0 0 k k
k
F S S
F S
P
F
+

(
(
(
=
(
(

wheie, S anu F aie given by
( ) ( ) 2 1 2 1
2 0 0
0 0 0
0 0 0
L L
S
+ +
(
(
(
=
(
(
(

( ) ( ) 2 1 2 1
1 1 1 1
0 0 0
2 2
1
0 0 0 0 0 0
2
1
0 0 0 0 0 0
2 2
1
0 0 0 0 0 0
2
1 1
0 0 0 0 0
2
1 1
0 0 0 0 0
2 2 2
1 1
0 0 0 0 0
2
L L
L
F
L
L L
t t t
t
t
t
t t
t t
t t
+ +
(
(
(
(
(
(
(
(
(
(
(
(
=
(
(

(
(
(

(
(
(
(
(

(











The Sine-Cosine Wavelet and Its Application in the Optimal Control of Nonlinear Systems with Constraint
J. Elec. Comput. Eng. Innov. 2013, Vol. 1, No. 1, pp. 51-55 53
2.4.THEPRODUCTOPERATIONALMATRIX
The piouuct opeiational matiix C

can be uefineu as
follows:
( ) ( ) ( )
T
i i i i i
t t C C t =

(1u)
foi 0,1, 2, , 2 1
k
i = . In fact |6j
T
C C ~

(11)
wheie
( )
0 1
2 1
diag , , , k C c c c

=

anuC

is a ( )
( )
( )
( )
2 2 1 2 2 1
k k
L L + + piouuct
opeiational matiix. To illustiate the calculation
pioceuuies, we choose 1 M = anu 1 k = , then, we have
| |
00 01 02 10 11 12
T
C c c c c c c =
( ) | |
00 01 02 10 11 12
T
t = (12)
wheie
( ) ( )
( ) ( )
00
01
02
2
2
1
2cos 2 2 0 0
2
2sin 2 2 0
t t
t

t
t

=



= s s
`

=


)
(1S)
anu
( ) ( )
( ) ( )
10
11
12
2
2
1
2cos 2 2 1 1
2
2sin 2 2 1
t t
t

t
t

=



= s s
`

=


)
(14)
0sing equation (12), we get
( ) ( )
00 00 00 01 00 02 00 10 00 11 00 12
01 00 01 01 01 02 01 10 01 11 01 12
02 00 02 01 02 02 02 10 02 11 02 12
10 00 10 01 10 02 10 10 10 11 10 12
11 00 11 01 11 02 11 10 11 11 11 12
12 00 12 01 1
T
t t







=
2 02 12 10 12 11 12 12

(
(
(
(
(
(
(
(
(

(1S)
In Eq. (1S), we have
0 if
ij kl
i k = =
Also, using equations (1S) anu (14), we get
0
2
2
i ij ij
=
( ) ( )
( ) ( )
2 2
1 1 0
1 cos 4 2
2
2 cos 2 2 4
2 2
i i i
t i
t i
t
t
+

= = = +
`

)

If we ietain only the elements of equation (9), then we
have
00 01 02
01 00
02 00
10 11 12
11 10
12 10
0 0 0
0 0 0 0
0 0 0 0
2
0 0 0
2
0 0 0 0
0 0 0 0
T

(
(
(
(
=
(
(
(
(
(


in fact
0 1 2
1 0
2 0
2
0
2
0
i i i
i i i
i i
c c c
c c c
c c
(
(
=
(
(


3.OPTIMALCONTROLPROBLEM
In this section, Sine-Cosine wavelets aie applieu foi
finuing the following nonlineai optimal contiol
examples.

3.1. THE FIRST-ORDER SYSTEMS
Example 1
Consiuei the optimal contiol pioblem of the fist-
oiuei nonlineai system |1Sj:
( ) ( ) ( ) ( )
2
2 0 0.2, 0 1 y t y t u t y t
(
+ = = s s

(16)
With iespect to a quauiatic peifoimance inuex:
( ) ( )
1
2 2
0
J y t u t dt
(
= +

}
(17)
By integiating Eq. (16) fiom u to t anu using Eqs. (S),
(4), (7), (8), (9), anu (11) the following can be given:
( )
( )
( ) ( ) ( ) ( )
2
0 0
2
T
T T T
YY t Y t Y t Y t U P t
(
(
+ =
(

(18)
Eliminating ( ) t in equation (19) gives:
( )
2
0 0
2 2 0
T
T T T
YY Y U P Y Y + =

(19)
wheie
0
T
Y anu
( )
2
0
T
Y aie ( ) 1 2 2 1
k
L + matiices given
by:
| |
0
0.2 0 0 0
T
Y =
( ) | |
2
0
0.04 0 0
T
Y =
Foi the peifoimance Inuex, we have:
( ) ( ) ( ) ( )
1
0
10
T T T T
J Y t t Y U t t U dt
(
= +

}
(2u)
10 10
T T
J Y LY U LU = + (21)


wheie
54
( ) ( )
1
0
T
L t t dt
(
=

}
(22)
By minimizing Eq. (21) subject to Eq. (19) using the
Lagiange multipliei technique, the following equation
is obtaineu:
( )
* 2
0 0
2 2
T
T
T T T T
J J Y Y Y U P Y Y
(
= + +
(

(2S)
wheie is a ( ) 1 2 2 1
k
L + matiix as follows:
( )
1 2 3 4
2 2 1
k
L

+
(
=
(


The necessaiy conuitions foi minimization aie:

* *
1
0 , 0 1,2, ,2 , 0,1, , 1
k
nm nm
J J
n m M
y u

c c
= = = =
c c
(24)
anu
*
0
J

c
=
c
(2S)
By this technique, Eq. (2S) tuins into a set of
nonlineai algebiaic equations which can be solveu
using the Newton-Raphson methou |14j to obtain J.
The appioximateu values of } aie given in Table 1 anu
y(t) is shown in Fig. 1.

TABLE 1
APPR0XINATEB vAL0ES 0F J 0SINu TBE SINE-C0SINE WAvELETS F0R
FIRST 0RBER SYSTEN

Sine-Cosine
Wavelets
Appioximateu value of J
K=2, L=2 u.uSS499
K=S, L=S u.uSS299
K=4, L=4 u.uSS22u


Figuie 1: Response of the fiist oiuei system
3.2.THESECOND-ORDERSYSTEMS
Example 2
Consiuei optimal contiol pioblem of the seconu-
oiuei nonlineai system |1Sj as:
( ) ( ) ( ) ( ) ( ) ( ) ( )
2
, 0 10 , 0 0 y t y t y t y t u t y y + + = = = (26)
which peifoimance inuex is consiueieu the same as
example 1 Let us use the following assumption:
( ) ( )
T
y t Y P t = (27)
Integiating Eq. (27) fiom u to t gives:
( ) ( ) ( ) 0
T
y t y Y HP t = (28)
Integiating Eq. (28) fiom u to t gives:
( ) ( ) ( )
2
0
T
y t y Y H P t = (29)
Expanuing ( ) 0 y using the Sine-Cosine wavelets is as:
( ) ( ) 0
T
y f P t = (Su)
wheie
T
f is a 1 m matiix given by:
| | 10 0 0 0
T
f =
Substituting Eq. (Su) into Eq. (29) gives
( ) ( ) ( )
2 T T
y t Y H P t f P t = + (S1)
Expanuing ( ) u t using the Sine-Cosine wavelets can be
wiitten as:
( ) ( )
T
u t U P t = (S2)
Substituting Eqs. (27), (S1), (S2) into Eq. (26) gives:
( ) ( ) ( ) ( )
( ) ( ) ( ) ( ) ( ) ( )
( ) ( ) ( ) ( ) ( ) ( )
2
2 2
2 2
T T
T T
T
T T
T T T
T
T T
T T T
Y H P t P t Y f P t P t Y
Y HP t Y H P t P t H Y f P t P t f
Y H P t P t f f P t P t H Y U P t
+ +
+ +
+ + =
(SS)
Let us uefine:
2 T T
Y H Z = (S4)
Substituting Eq. (SS) anu Eq. (11) into Eq. (S2) anu
eliminating ( ) P t gives:
T T T T T T T T T
Z Y S Y f Y Y H Z Z f f Z f f Z U + + + + + + + =

(SS)
Theiefoie, Eq. (SS) tuins into a set of nonlineai
algebiaic equations. 0sing the Newton-Raphson
methou which is applieu in example 1,
T
Y , ,
T
U aie
obtaineu. In this case,
T
Y aie the coefficients of y (t).
In oiuei to finu the coefficients of ( ) y t , By solving the
Eq. (S1), we get the following equation:
( )
2
cofficeint of
T T
y t Y H f = + (S6)
Now, the minimum value of J is obtaineu. The
appioximateu values of J is given in Table 2 anu ( ) y t
is shown in Fig. 2.

The Sine-Cosine Wavelet and Its Application in the Optimal Control of Nonlinear Systems with Constraint
J. Elec. Comput. Eng. Innov. 2013, Vol. 1, No. 1, pp. 51-55 55
TABLE 2
APPR0XINATEB vAL0ES 0F J 0SINu TBE SINE-C0SINE WAvELETS F0R
SEC0NB 0RBER SYSTEN
Sine-Cosine
Wavelets
Appioximateu value of J
K=2, L=2 u.uSS499
K=S, L=S u.uSS299
K=4, L=4 u.uSS22u

Figuie 2: Response of the seconu oiuei system
4.CONCLUSION
In this papei, a new methou was piesenteu baseu on
wavelet theoiem anu using the sine-cosine wavelets
anu the Newton-Raphson methou. 0sing the pioposeu
methou, nonlineai uiffeiential equations weie
conveiteu into a set of nonlineai algebiaic equations,
which coulu be simply solveu by a uigital computei.
Since opeiational matiix of integiation anu the piouuct
matiix contain many zeio entiies, it shows lowei
computational complexity with iespect to the othei
appioximations.Two numeiical examples, such as fiist
oiuei system anu seconu oiuei system, weie
consiueieu to show accuiacy anu applicability of the
technique. As the final iemaik, the methou can be
extenueu foi optimal contiol of nonlineai time vaiying
systems.
REFERENCES
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Ball, 1988.
|2j }. Slotine, W. Li, Applied nonlinear control, Pientice Ball, 1991.
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pseuuo lineai systems by lineai time vaiying systems, Int. J.
Eng. , vol. 17, No. 1, pp. 29-S2, 2uu4.
|4j B. R. Naizban, N. Razzaghi, 0ptimal contiol of lineai uelay
systems via hybiiu of block-pulse anu Legenuie polynomials,
Journal of the Franklin Institute, vol. S41, pp. 279-29S, 2uu4.
|Sj I. Baubechies, Ten lectures on wavelets, SIAN, Philauelphia, PA,
1992.
|6j N. Razzaghi, S. Yousefi, Legenuie Wavelets methou foi the
Solution of Nonlineai Pioblems in the calculus of vaiiations,
Mathematical and Computer Modelling, vol. S4, pp. 4S-S4, ,
2uu1.
|7j S. Yousefi, N. Razzaghi, Legenuie wavelets methou foi the
nonlineai volteiiaFieuholm integial equations, Mathematics
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|8j X.T. Wang, Numeiical solution of time-vaiying systems with a
stietch by geneial Legenuie wavelets, Applied Mathematics
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BIOGRAPHIES
R.Hajmohammadi was boin in Tehian
city, Iian countiy on 21 Naich 1986. Be
ieceiveu the N.Sc. scientific acauemic
engineeiing uegiee in the Bepaitment
of Electiical Engineeiing Shahiu
Bahonai 0niveisity of Keiman in 2u11.
Bis aieas of inteiest anu expeiience in
optimal contiol, oithogonal function,
game theoiy.

H. NasiriSoloklo was boin in Tehian
city, Iian countiy on 1986. Be ieceiveu
his B.S. uegiee in Electiical
Engineeiing fiom Loiestan 0niveisity,
Loiestan, Iian in 2uu9 anu N.Sc.
uegiee in Shahiu Bahonai 0niveisity
of Keiman, Iian, in 2u12.Be is
inteiesteu to iobust contiol, oiuei
ieuuction anu evolutionaiy
computation. Ni. Soloklo
collaboiating with the Fiioozkooh
bianch of Islamic Azau 0niveisity as a
ieseaichei anu lectuiei.
hasannasiiisolokloyahoo.com

M.M.Farsangi was boin in Keiman city,
Iian countiy in 1972. She ieceiveu hei
B.S. uegiee in Electiical Engineeiing fiom
Feiuowsi 0niveisity, Iian in 199S anu
PhB uegiee in Electiical Engineeiing
fiom Biunel Institute of Powei Systems,
Biunel 0niveisity, 0K in 2uuS. She is
inteiesteu to iobust contiol, mouel
pieuictive contiol, powei system contiol
anu computational intelligence. Bi.
Faisangi joineu the Bepaitment of
Electiical Engineeiing, Shahiu Bahonai 0niveisity of Keiman, as an
Assistant Piofessoi, in 2uuS, anu she has been an Associate
Piofessoi, since 2u11.