Optimal control of linear time-varying systems via Haar wavelets

C. H. Hsiao, W. J. Wang

Research output: Contribution to journalArticlepeer-review

39 Scopus citations

Abstract

This paper introduces the application of Haar wavelets to the optimal control synthesis for linear time-varying systems. Based upon some useful properties of Haar wavelets, a special product matrix, a related coefficient matrix, and an operational matrix of backward integration are proposed to solve the adjoint equation of optimization. The results obtained by the proposed Haar approach are almost the same as those obtained by the conventional Riccati method.

Original languageEnglish
Pages (from-to)641-655
Number of pages15
JournalJournal of Optimization Theory and Applications
Volume103
Issue number3
DOIs
StatePublished - Dec 1999

Keywords

  • Haar wavelets
  • Optimal control

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