Estimation of the Optimal Regularization Parameters in Optimal Control Problems with time delay

Abstract

In this paper we use the L-curve method and the Morozov discrepancy principle for the estimation of the regularization parameter in the regularization of time-delayed optimal control computation. Zeroth order, first order and second order differential operators are considered. Two test examples show that the L-curve method and the two discrepancy principles give close estimations for the regularization parameters.