Abstract

A new cost function based on a functional space norm is proposed for systems with time delay. This cost function considers the Euclidean norm for a current state and the /spl Lscr//sub 2/ norm for a delayed state with a finite horizon. The solution of the finite horizon linear quadratic regulator (LQR) problem with the proposed cost function is derived. It is also shown that, under certain conditions, the finite horizon LQR can be extended to the infinite horizon case and stability in this case can be guaranteed.

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