arXiv · 1804.06713
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.
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Suat Gumussoy, Murad Abu-Khalaf. 2018-04-18. Analytic Solution of a Delay Differential Equation Arising in Cost Functionals for Systems with Distributed Delays. https://doi.org/10.1109/tac.2019.2921658
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