State Analysis and Optimal Control of Time-Varying Discrete Systems via Haar Wavelets

C. H. Hsiao and W. J. Wang
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C. H. Hsiao: National Central University
W. J. Wang: National Central University

Journal of Optimization Theory and Applications, 1999, vol. 103, issue 3, No 7, 623-640

Abstract: Abstract The state analysis and optimal control of time-varying discrete systems via Haar wavelets are the main tasks of this paper. First, we introduce the definition of discrete Haar wavelets. Then, a comparison between Haar wavelets and other orthogonal functions is given. Based upon some useful properties of the Haar wavelets, a special product matrix and a related coefficient matrix are proposed; also, a shift matrix and a summation matrix are derived. These matrices are very effective in solving our problems. The local property of the Haar wavelets is applied to shorten the calculation procedures.

Keywords: Optimal control; discrete systems; Haar wavelets (search for similar items in EconPapers)
Date: 1999
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Citations: View citations in EconPapers (3)

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DOI: 10.1023/A:1021788125013

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