Optimal control of linear time-varying systems via Haar wavelets

Authors
Hsiao, CH Wang, WJ
Citation
Ch. Hsiao et Wj. Wang, Optimal control of linear time-varying systems via Haar wavelets, J OPTIM TH, 103(3), 1999, pp. 641-655
Citations number
11
Categorie Soggetti
Engineering Mathematics
Journal title
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS
ISSN journal
00223239 → ACNP
Volume
103
Issue
3
Year of publication
1999
Pages
641 - 655
Database
ISI
SICI code
0022-3239(199912)103:3<641:OCOLTS>2.0.ZU;2-E
Abstract
This paper introduces the application of Haar wavelets to the optimal contr ol synthesis for linear time-varying systems. Based upon some useful proper ties of Haar wavelets, a special product matrix, a related coefficient matr ix, 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 Ri ccati method.