Analytic Solution of a Delay Differential Equation Arising in Cost Functionals for Systems with Distributed Delays
Abstract
The solvability of a delay differential equation arising in the construction of quadratic cost functionals, i.e. Lyapunov functionals, for a linear time-delay system with a constant and a distributed delay is investigated. We present a delay-free auxiliary ordinary differential equation system with algebraically coupled split-boundary conditions, that characterizes the solutions of the delay differential equation and is used for solution synthesis. A spectral property of the time-delay system yields a necessary and sufficient condition for existence and uniqueness of solutions to the auxiliary system, equivalently the delay differential equation. The result is a tractable analytic solution framework to the delay differential equation.
Cite
@article{arxiv.1804.06713,
title = {Analytic Solution of a Delay Differential Equation Arising in Cost Functionals for Systems with Distributed Delays},
author = {Suat Gumussoy and Murad Abu-Khalaf},
journal= {arXiv preprint arXiv:1804.06713},
year = {2019}
}
Comments
Accepted version by IEEE Transactions on Automatic Control