In this paper a direct method for finding the optimal control of a linear delay
system with quadratic performance index is discussed. The method converts the
optimal control problem for linear time delay system into a quadratic programming
problem. In this approach each of state functions is approximated by a finite length
Chebyshev series with unknown parameters. The method gives the information of
the quadratic programming problem explicitly (The Hessian and gradient of the cost
function). Numerical examples show the validity and applicability of the proposed
method.
کلید واژگان :
Optimal control; Time delay system; Quadratic programming; Chebyshev polynomials; Direct method
