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Numerical solutions of optimal control for linear time-varying systems with delays via hybrid functions. (English) Zbl 1120.49030

Summary: By applying hybrid functions of general block-pulse functions and Legendre polynomials, the linear-quadratic problem of linear time-varying systems with delays are transformed into the optimization problem of multivariate functions. The approximate solutions of the optimal control and state as well as the optimal value of the objective functional are derived. The numerical examples illustrate that the algorithms are valid.

MSC:

49N10 Linear-quadratic optimal control problems
93C05 Linear systems in control theory
93C55 Discrete-time control/observation systems
49M25 Discrete approximations in optimal control
65R20 Numerical methods for integral equations
Full Text: DOI

References:

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