Linear Optimal Control of Time Delay Systems via Hermite Wavelet

Abstract

To solve the time delay optimal control problem with quadratic performance index, a direct numerical method based on Hermite wavelet has been proposed in the present study. The idea is to convert the time delay optimal control problem into a quadratic programming problem. To do so, various time functions in the system are expanded as their truncated series and the properties of the operational matrices of integration, delay and product of two Hermite wavelet vectors are used as well. These matrices are utilized to reduce the solution of optimal control with time delay system, to the solution of a quadratic programming with linear constraints. Finally, three examples of time varying and time invariant coecients are given to compare the results with some of the existing methods.