A Newton-like optimization algorithm for digital systems with time delay

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Abstract
The design and computation problems of optimum nonlinear digital time-delay control systems is considered. A minimum principle is presented which solves the design problem, and a second-order computational algorithm is developed which solves the computation problem. The minimum principle is shown to be a special case of a generalized minimum principle in. Hilbert space. The computational algorithm is actually a Newton-like hill-climbing technique for iteratively improving the guessed initial values of the conjugate vector λ so as to satisfy the final condition of the problem. The main advantage of the present algorithm is that it does not require excess memory as in other algorithms.

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