Title :
Approximations to optimal feedback control using a successive wavelet collocation algorithm
Author :
Park, Chandeok ; Tsiotras, Panagiotis
Author_Institution :
Sch. of Aerosp. Eng., Georgia Inst. of Technol., Atlanta, GA, USA
Abstract :
Wavelets, which have many good properties such as time/frequency 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 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.
Keywords :
boundary-value problems; feedback; interpolation; optimal control; partial differential equations; time-frequency analysis; wavelet transforms; Hamilton Jacobi-Bellman equation; approximation algorithm; boundary wavelets; feedback; interpolating wavelets; optimal control; partial differential equations; successive wavelet collocation algorithm; time frequency localization; Aerospace engineering; Cost function; Discrete wavelet transforms; Equations; Feedback control; Iterative algorithms; Jacobian matrices; Multiresolution analysis; Optimal control; Wavelet analysis;
Conference_Titel :
American Control Conference, 2003. Proceedings of the 2003
Print_ISBN :
0-7803-7896-2
DOI :
10.1109/ACC.2003.1243359
