Suboptimal control of linear systems with delays in state and input by orthonormal basis

Abstract

This paper presents a method for finding the optimal control of linear systems with delays in state and input and the quadratic cost functional using an orthonormal basis for square integrable functions. The state and control variables and their delays are expanded in an orthonormal basis with unknown coefficients. Using operational matrices of integration, delay and product, the relation between coefficients of variables is provided. Then, necessary condition of optimality is driven as a linear system of algebraic equations in terms of the unknown coefficients of state and control variables. As an application of this method, the linear Legendre multiwavelets as an orthonormal basis for L ²[0, 1] are used. Two time-delayed optimal control problems are approximated to establish the usefulness of the method.

Keywords:

• optimal control
• time-delayed systems
• orthonormal basis

2000 AMS Subject Classifications :

• 65N06
• 65B99