Factorization and the synthesis of optimal feedback gains for distributed parameter systems

Abstract

An approach based on Volterra factorization leads to a new methodology for the analysis and synthesis of the optimal feedback gain in the finite-time linear quadratic control problem for distributed parameter systems. The approach circumvents the need for solving and analyzing Riccati equations and provides a more transparent connection between the system dynamics and the optimal gain. The general results are further extended and specialized for the case where the underlying state is characterized by autonomous differential-delay dynamics. Numerical examples are given to illustrate the second-order convergence rate that is derived for an approximation scheme for the optimal feedback gain in the differential-delay problem.