OPTIMAL REAL-TIME CONTROL OF TIME-DELAY SYSTEMS

An optimal terminal control problem of one class of linear time-delay systems is under consideration. The fast realization of dual method for optimal controls calculation is proposed. It is based on the procedure of quasireduction of the fundamental matrices of solutions of the considered systems. As a result, on iterations of proposed method it is sufficient to integrate auxiliary system of ordinary differential equations on small time intervals. An algorithm of calculating current values of optimal feedbacks in real-time is described. The results are illustrated on the optimal control problem for stationary systems of the third order.