Optimal control of linear time-varying systems via Haar wavelets

C. H. Hsiao; W. J. Wang

doi:10.1023/A:1021740209084

Optimal control of linear time-varying systems via Haar wavelets

C. H. Hsiao, W. J. Wang

Department of Electrical Engineering

Research output: Contribution to journal › Article › peer-review

44 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 language	English
Pages (from-to)	641-655
Number of pages	15
Journal	Journal of Optimization Theory and Applications
Volume	103
Issue number	3
DOIs	https://doi.org/10.1023/A:1021740209084
State	Published - Dec 1999

Keywords

Haar wavelets
Optimal control

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10.1023/A:1021740209084

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title = "Optimal control of linear time-varying systems via Haar wavelets",

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.",

keywords = "Haar wavelets, Optimal control",

author = "Hsiao, {C. H.} and Wang, {W. J.}",

note = "Funding Information: 1his research was supported in part by the National Science Council of Taiwan under Grant NSC 86-2612-E008-003. 2Graduate Student, Department of Electrical Engineering, National Central University, Chung-Li, Taiwan, Republic of China. 'Professor, Department of Electrical Engineering, National Central University, Chung-Li, Taiwan, Republic of China.",

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AU - Wang, W. J.

N1 - Funding Information: 1his research was supported in part by the National Science Council of Taiwan under Grant NSC 86-2612-E008-003. 2Graduate Student, Department of Electrical Engineering, National Central University, Chung-Li, Taiwan, Republic of China. 'Professor, Department of Electrical Engineering, National Central University, Chung-Li, Taiwan, Republic of China.

PY - 1999/12

Y1 - 1999/12

N2 - 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.

AB - 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.

KW - Haar wavelets

KW - Optimal control

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M3 - 期刊論文

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EP - 655

JO - Journal of Optimization Theory and Applications

JF - Journal of Optimization Theory and Applications

IS - 3

ER -

Optimal control of linear time-varying systems via Haar wavelets

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Keywords

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