Optimal state-delay control in nonlinear dynamic systems

Abstract

This paper considers a class of nonlinear systems in which the control function is a time-varying state-delay. The optimal control problem is to optimize the time-varying delay and a set of time-invariant system parameters subject to lower and upper bounds. To solve this problem, we first parameterize the delay in terms of piecewise-quadratic basis functions, thus yielding a finite-dimensional approximate problem with continuous-time inequality constraints induced by the delay bounds. We then exploit the quadratic structure of the delay to convert these continuous-time constraints into a finite set of canonical point constraints. We also develop an efficient numerical method for computing the gradients of the system cost function. This method, which involves integrating an auxiliary impulsive system with time-varying advance backwards in time, can be combined with any existing gradient-based optimization algorithm to generate approximate solutions for the optimal control problem.