论文信息 - Approximating the linear quadratic optimal control law for hereditary systems with delays in the control

Approximating the linear quadratic optimal control law for hereditary systems with delays in the control

A factorization approach is presented for deriving approximations to the optimal feedback gains for the linear regulator-quadratic cost problem associated with time-varying functional differential equations with control delays. The approach is based on a discretization of the state penalty which leads to a simple structure for the feedback control law. General properties of the Volterra factors of Hilbert-Schmidt operators are then used to obtain convergence results for the controls, trajectories and feedback kernels. Two algorithms are derived from the basic approximation scheme, including a fast algorithm, in the time-invariant case. A numerical example is also considered.

Mark H. Milman

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