Approximations to Optimal Feedback Control Using a Successive Wavelet Collocation Algorithm

Chandeok Park, Panagiotis Tsiotras

Research output: Contribution to journalConference article

12 Citations (Scopus)

Abstract

Wavelets, which have many good properties such as time/freqency localization and compact support, are considered for solving the Hamilton-Jacobi-Bellman (HJB) equation as appears in optimal control problems. Specifically, we propose a Successive Wavelet Collocation Algorithm (SWCA) that uses interpolating wavelets in a collocation scheme to iteratively solve the Generalized-Hamilton-Jacobi-Bellman (GHJB) equation and the corresponding optimal control law. Numerical examples illustrate the proposed approach.

Original languageEnglish
Pages (from-to)1950-1955
Number of pages6
JournalProceedings of the American Control Conference
Volume3
Publication statusPublished - 2003 Nov 6
Event2003 American Control Conference - Denver, CO, United States
Duration: 2003 Jun 42003 Jun 6

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All Science Journal Classification (ASJC) codes

  • Electrical and Electronic Engineering

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