An efficient iterative eigenvalue decomposition approach for the optimal control of time

چکیده مقاله

This article presents a novel iterative eigenvalue decomposition approach for solving the optimal control problem of time-delay systems. In this approach, the original time-delay optimal control problem is transformed into a sequence of decoupled linear first-order initial value problems without delay and advance terms. Solving the derived sequence in a recursive manner leads to the optimal control law and the optimal trajectory in the form of uniformly convergent series. This scheme has a parallel processing capability which improves its computational efficiency. The convergence analysis of the proposed approach is provided. Finally, some comparative results are included to illustrate the effectiveness of the new iterative method.