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

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All Science Journal Classification (ASJC) codes

  • Electrical and Electronic Engineering

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