Article ID: | iaor20073835 |
Country: | United Kingdom |
Volume: | 25 |
Issue: | 6 |
Start Page Number: | 279 |
End Page Number: | 293 |
Publication Date: | Nov 2004 |
Journal: | Optimal Control Applications & Methods |
Authors: | Naidu D.S., Imura Y. |
Keywords: | control, control processes |
We address the development of a unified approach for the necessary conditions for optimization of a functional arising in calculus of variations. In particular, we develop a unified approach for the Euler–Lagrange equation, that is simultaneously applicable to both shift (q)-operator-based discrete-time systems and the derivative (d/dt)-operator-based continuous-time systems. It is shown that the Euler–Lagrange results that are now obtained separately for continuous- and discrete-time systems can be easily obtained from the unified approach. An illustrative example is given.