Transcale control for a class of discrete stochastic systems based on wavelet packet decomposition

In this paper, a wavelet packet decomposition (WPD) based real-time transcale linear-quadratic-Gaussian (LQG) tracking control algorithm is given for a class of discrete stochastic systems, which is developed with the state-space models of wavelet packet coefficients at the coarsest scale decomposition layer established by Haar WPD. The WPD-based transcale control algorithm provides a compromise between performance index and computational efficiency compared with the conventional LQG tracking control algorithm, and it is an improvement of the wavelet transform based algorithm previously proposed. Simulation results are presented to demonstrate the effectiveness of the proposed algorithm.