A simple iterative method for sub-optimal control of linear time delay systems with quadratic cost†

Abstract

Abstract The usual approach for obtaining the optimal control For a linear time-delay system with a quadratic cost consists of first deriving a set of necessary conditions for optimality and then using conventional iterative numerical methods to find a control satisfying those conditions. The burden of computation in this approach is enormous. The iterative scheme proposed in this paper does not proceed along these lines. Instead, the delay term is treated liko an extra perturbing input. A linear non-delay system is optimized at each stage, and the resulting sequence of control functions converges rapidly to the sub-optimal control for the original problem, as illustrated by two numerical examples.