Linear quadratic tracking problem for general linear time-delay systems

This paper investigates the linear quadratic tracking problem for time-delay systems, where the delays appear in both state and input. By introducing a backward system, the tracking control problem is converted into an estimation problem and the control gains are given in terms of a backward partial difference Riccati equation. The partial difference Riccati equation is of the same dimension as the original systems; therefore, compared with the conventional augmentation approach, the presented approach greatly lessens the computational demand when the delay is large. Our results make it possible to apply estimation algorithms to tracking control problem. © 2012 ISSN.