A Wavelet Approach for Solving linear quadratic optimal control problems
A Wavelet Approach for Solving linear quadratic optimal control problems
复制标题
求解线性二次最优控制问题的小波方法
DOI：
10.1109/sice.2006.315204
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发表时间：
2006
期刊：
影响因子：
--
通讯作者：
K. Hiraishi
中科院分区：
文献类型：
--
作者：
H. Jaddu;K. Hiraishi
本文提出了一种基于最近发展起来的Chebyshev小波的方法来求解具有终端约束的线性二次型最优控制问题。Chebyshev小波进行了审查，并近似的最优控制问题的方法进行了说明。此外，提出了将最优控制问题转化为数学规划问题的方法。该方法是基于转换成一个二次规划问题的最优控制问题。为了证明该方法的有效性，一个数值例子求解
In this article a method that is based on the recently developed Chebyshev wavelets is presented to solve the linear quadratic optimal control problem with terminal constraints. The Chebyshev wavelets are reviewed, and a method of approximating the optimal control problem is described. In addition, the formulation of the optimal control problem into mathematical programming one is presented. The method is based on converting the optimal control problem into a quadratic programming problem. To show the effectiveness of the method a numerical example is solved