Sub-Optimal Feedback Control Using a Successive Wavelet-Galerkin Algorithm

Chandeok Park, Panagiotis Tsiotras

Research output: Contribution to journalConference article

16 Citations (Scopus)

Abstract

We present a numerical algorithm for solving the Hamilton-Jacobi Bellman equation using a successive Galerkin-wavelet projection scheme. According to this scheme, the so-called Generalized-Hamilton-Jacobi-Bellman (GHJB) equation is solved iteratively starting from a stabilizing solution. As basis function for the Galerkin projections we consider the antiderivatives of the well-known Daubechies' wavelets. Wavelets offer several advantages over traditional bases functions such as time-frequency localization and compact support. A numerical example illustrates the proposed approach.

Original languageEnglish
Pages (from-to)1926-1931
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

Fingerprint

Feedback control

All Science Journal Classification (ASJC) codes

  • Electrical and Electronic Engineering

Cite this

@article{e485054164724606a0cf57e4ee8f37db,
title = "Sub-Optimal Feedback Control Using a Successive Wavelet-Galerkin Algorithm",
abstract = "We present a numerical algorithm for solving the Hamilton-Jacobi Bellman equation using a successive Galerkin-wavelet projection scheme. According to this scheme, the so-called Generalized-Hamilton-Jacobi-Bellman (GHJB) equation is solved iteratively starting from a stabilizing solution. As basis function for the Galerkin projections we consider the antiderivatives of the well-known Daubechies' wavelets. Wavelets offer several advantages over traditional bases functions such as time-frequency localization and compact support. A numerical example illustrates the proposed approach.",
author = "Chandeok Park and Panagiotis Tsiotras",
year = "2003",
month = "11",
day = "6",
language = "English",
volume = "3",
pages = "1926--1931",
journal = "Proceedings of the American Control Conference",
issn = "0743-1619",
publisher = "Institute of Electrical and Electronics Engineers Inc.",

}

Sub-Optimal Feedback Control Using a Successive Wavelet-Galerkin Algorithm. / Park, Chandeok; Tsiotras, Panagiotis.

In: Proceedings of the American Control Conference, Vol. 3, 06.11.2003, p. 1926-1931.

Research output: Contribution to journalConference article

TY - JOUR

T1 - Sub-Optimal Feedback Control Using a Successive Wavelet-Galerkin Algorithm

AU - Park, Chandeok

AU - Tsiotras, Panagiotis

PY - 2003/11/6

Y1 - 2003/11/6

N2 - We present a numerical algorithm for solving the Hamilton-Jacobi Bellman equation using a successive Galerkin-wavelet projection scheme. According to this scheme, the so-called Generalized-Hamilton-Jacobi-Bellman (GHJB) equation is solved iteratively starting from a stabilizing solution. As basis function for the Galerkin projections we consider the antiderivatives of the well-known Daubechies' wavelets. Wavelets offer several advantages over traditional bases functions such as time-frequency localization and compact support. A numerical example illustrates the proposed approach.

AB - We present a numerical algorithm for solving the Hamilton-Jacobi Bellman equation using a successive Galerkin-wavelet projection scheme. According to this scheme, the so-called Generalized-Hamilton-Jacobi-Bellman (GHJB) equation is solved iteratively starting from a stabilizing solution. As basis function for the Galerkin projections we consider the antiderivatives of the well-known Daubechies' wavelets. Wavelets offer several advantages over traditional bases functions such as time-frequency localization and compact support. A numerical example illustrates the proposed approach.

UR - http://www.scopus.com/inward/record.url?scp=0142215885&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=0142215885&partnerID=8YFLogxK

M3 - Conference article

AN - SCOPUS:0142215885

VL - 3

SP - 1926

EP - 1931

JO - Proceedings of the American Control Conference

JF - Proceedings of the American Control Conference

SN - 0743-1619

ER -