A developed algorithm for solving constrained linear quadratic problems with time delay

Authors:
Mohamed Fahim Hassan
Affiliations:
Electrical Engineering Department, Kuwait University, Kuwait
Venue:
ICOSSSE'05 Proceedings of the 4th WSEAS/IASME international conference on System science and simulation in engineering
Year:
2005

Citing 1
Cited 1

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Abstract

Discrete time linear quadratic optimization problem with time delay and system constraints is investigated. After reformulating the problem, a new procedure is proposed for its solution. It is shown that with the developed algorithm the dimensionality of the problem will not increase due to time delays. Moreover, no extra multipliers are required to handle system constrains. Simulations results are given to illustrate the capability of the proposed procedure in solving this problem.