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

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Feedback control

All Science Journal Classification (ASJC) codes

  • Electrical and Electronic Engineering

Cite this

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Approximations to Optimal Feedback Control Using a Successive Wavelet Collocation Algorithm. / Park, Chandeok; Tsiotras, Panagiotis.

In: Proceedings of the American Control Conference, Vol. 3, 06.11.2003, p. 1950-1955.

Research output: Contribution to journalConference article

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AB - 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.

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