Unified approach for Euler–Lagrange equation arising in calculus of variations

Unified approach for Euler–Lagrange equation arising in calculus of variations

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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: ,
Keywords: control, control processes
Abstract:

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.

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