Proceedings of the 45th IEEE Conference on Decision & Control
1
Manchester Grand Hyatt Hotel
San Diego, CA, USA, December 13-15, 2006
Solution of Systems of Linear Delay Differential Equations
via Laplace Transformation
Sun Yi, A. Galip Ulsoy Senior Member, IEEE and Patrick W. Nelson
Abstract— An approach using the Lambert W function for
the analytical solution, free and forced, to systems of delay
differential equations with a single delay has been developed in
[8], [9]. The solution is expressed in the form of an infinite series
of modes written in terms of the matrix Lambert W function.
In this paper, we utilize the analytical solution to present a
solution in the Laplace domain, present validation examples,
and emphasize the analogy of the solution method to systems
of ordinary differential equations.
I. INTRODUCTION
Time-delay systems (TDS) are systems in which a sig-
nificant time delay exists between the applications of input
to the system and their resulting effect. Such systems arise
from an inherent time delay in the components of the
system or a deliberate introduction of time delay into the
system for control purposes. TDS can be represented by
delay differential equations (DDEs) which belong to the
class of functional differential equations (FDEs), and have
been extensively studied over the past decades [1]. DDEs,
also known as difference differential equations, were initially
introduced in the 18th century by Laplace and Condorcet.
The basic theory concerning stability of systems described by
equations of this type was developed by Pontryagin in 1942.
Important works have been written by Bellman and Cooke
in 1963, Smith in 1957, Pinney in 1958, Halanay in 1966,
El’sgol’ts and Norkin in 1971, Myshkis in 1972, Yanushevski
in 1978, Marshal in 1979, and Hale in 1977. The reader
is referred to the detailed review in [2]. The principal
difficulty in studying DDEs lies in its special transcendental
character. One of the well-known approximation methods
is the Padé approximation, which results in a shortened
repeating fraction for the approximation of the characteristic
equation of the delay [3]. Another approach to the delay
problem is to look at the entire delay spectrum. DDEs are
often solved using numerical methods, asymptotic solutions,
and graphical tools. A related study on analytic solutions of
linear DDEs can be found in Falbo, 1995 [4]. A Fourier-like
analysis of the existence of the solution and its properties for
the nonlinear DDEs is studied by Wright, 1946 [5]. Similar
approaches to linear and nonlinear DDEs are also reported
by Bellman in 1963 [6]. The uniqueness of the solution and
its properties for the linear DDEs are also studied by Wright
This research was supported by the National Science Foundation (NSF
Grant No. 0555765).
Sun Yi and A. G. Ulsoy are with the Mechanical Engineering De-
partment, University of Michigan, Ann Arbor, MI 48109-2125 USA
syjo@umich.edu.
Patrick W. Nelson is with the Department of Mathematics, University of
Michigan, Ann Arbor, MI 48109.
1-4244-0171-2/06/$20.00 ©2006 IEEE.
ThA06.
in 1948 [7]. An analytic approach to obtain the complete
solution of systems of DDEs based on the concept of the
matrix Lambert W function was developed by Asl and Ulsoy
in 2003 [8]. And their analytical approach has been extended
to general systems of DDEs and non-homogeneous DDEs
[9]. The advantage of this approach lies in the fact that the
form of the solution obtained is analogous to the general
solution form of ordinary differential equations (ODEs), thus
the concept of the state transition matrix in ODEs can be
generalized to DDEs (see Table I). The Laplace transform
is known to be useful in obtaining solutions of linear DDEs
with constant coefficients [6].
In this paper, the Laplace transform approach for solving
linear systems of DDEs is developed using the matrix Lam-
bert W function method. This approach makes it possible to
solve DDEs analytically, contributes a clear understanding
of the properties of the delayed systems, and is expected to
enable the analysis of systems of DDEs for controllability,
pole placement, etc.
II. S OLUTION TO S YSTEMS OF DDE S U SING THE
L AMBERT W FUNCTION
In this section we briefly summarize some key results from
[8], [9]. First, for the first-order scalar DDE,
ẋ(t) + ax(t) + ad x(t − h) = bu(t), t > 0
x(t) = g(t), t ∈ [−h, 0) (1)
x(t) = x0 , t=0
the free solution in terms of the Lambert W function, Wk ,
is [8]
∞


1
x(t) = eSk t CkI , where Sk = Wk (−ad heah ) − a
h
k=−∞
(2)
where the coefficient CkI is determined from the preshape
function, g(t) and the initial condition, x0 . Every function
W (h), such that W (h)eW (h) = h, is called a Lambert W
function. The Lambert function, W (h), is complex valued,
with a complex argument h, and has an infinite number of
branches Wk (h), where k = −∞, −1, 0, 1, . . . , ∞ [12]. The
forced solution is
 t
∞
x(t) = eSk (t−ξ) CkN bu(ξ)dξ (3)
0 k=−∞
where CkN in (3) is a constant and the method for its
evaluation is presented in [9]. Hence, the total solution to
2535
45th IEEE CDC, San Diego, USA, Dec. 13-15, 2006 ThA06.1

TABLE I
C OMPARISON OF THE S OLUTIONS TO ODE S AND DDE S

ODEs DDEs
Scalar Case
ẋ(t) + ax(t) = bu(t), t > 0 ẋ(t) + ax(t) + ad x(t − h) = bu(t), t > 0
x(t) = x0 , t = 0 x(t) = g(t), t ∈ [−h, 0); x(t) = x0 , t = 0
 t
∞  t

∞
x(t) = e−at x0 + e−a(t−ξ) bu(ξ)dξ x(t) = eSk t CkI + eSk (t−ξ) CkN bu(ξ)dξ
0 k=−∞ 0 k=−∞
1
where, Sk = Wk (−ad heah ) − a
h
Matrix-Vector Case
ẋ(t) + Ax(t) = Bu(t), t > 0 ẋ(t) + Ax(t) + Ad x(t − h) = Bu(t), t > 0
x(t) = x0 , t = 0 x(t) = g(t), t ∈ [−h, 0); x(t) = x0 , t = 0
 t
∞  t

∞
x(t) = e−At x0 + e−A(t−ξ) Bu(ξ)dξ x(t) = eSk t CIk + eSk (t−ξ) CN
k Bu(ξ)dξ
0 k=−∞ 0 k=−∞
1
where, Sk = Wk (−Ad hQ) − A
h

the system in (1) becomes Hk = Zk Jk Z−1 k . Jk = diag(Jk1 (λ̂1 ), Jk2 (λ̂2 ), . . . , Jkp (λ̂p )),
∞

 t ∞

where Jki (λ̂i ) is m × m Jordan block and m is multiplicity
x(t) = eSk t CkI + eSk (t−ξ) CkN bu(ξ)dξ of the eigenvalue λ̂i . Then, the matrix Lambert W function
k=−∞ 0 k=−∞ can be computed as [10]
     
free forced
(4) Wk (Hk ) =
(11)
The matrix Lambert W function approach can be applied Zk {diagWk (Jk1 (λ̂1 )), . . . , Wk (Jkp (λ̂p ))}Z−1
k
to solve systems of DDEs in matrix-vector form [9] where

ẋ(t) + Ax(t) + Ad x(t − h) = Bu(t) t>0 Wk (Jki (λ̂i ) =

⎡

⎤
x(t) = g(t) t ∈ [−h, 0) (5) Wk (λ̂i ) Wk (λ̂i ) · · · 1 (m−1)
(m−1)! Wk (λ̂i )
x(t) = x0 t=0 ⎢ ⎥
⎢ 0 Wk (λ̂i ) · · · 0 ⎥
⎢ ⎥ (12)
where A and Ad are n × n matrices, x(t) is an n × 1 state ⎢ .. .. .. .. ⎥
⎣ . . . . ⎦
vector, B is an n × r matrix, and u(t), an r × 1 vector, is
0 0 ··· Wk (λ̂i )
a function representing the external excitation. Assuming a
free solution form as CIk is determined from the given initial conditions, x0 , and
x(t) = eSt x0 (6) the preshape function, g(t), as in the scalar case. The forced
solution is
the free solution to (5) is derived as  t
∞
∞

x(t) = eSk (t−ξ) CN
k Bu(ξ)dξ (13)
x(t) = eSk t CIk (7) 0 k=−∞
k=−∞

where where CNk is n×n coefficient matrices, and the total solution
1 is
Sk =
Wk (−Ad T Qk ) − A (8)
h
∞  t
∞
And the following condition is used to solve for the unknown x(t) = e Ck +
Sk t I
eSk (t−ξ) CN
k Bu(ξ)dξ
0 k=−∞
matrix Qk . k=−∞
     
Wk (−Ad hQk )e Wk (−Ad hQk )−Ah
= −Ad h (9) free forced
(14)
Wk denotes the k th
branch of the matrix Lambert W function The solution to DDEs in terms of the matrix Lambert W
which satisfies function, and its analogy to that of ODEs are summarized in
Table I.
Wk (Hk )eWk (Hk ) = Hk (10)
III. L APLACE T RANSFORM OF S CALAR DDE S
Corresponding to each branch, k, of the Lambert function,
Wk , there is a solution Qk from (9), and for Hk = Consider the scalar free DDE in (1) without external
Ad hQk , we compute the Jordan canonical form Jk from force u(t). Because x(t) generally has a non-zero preshape

2536
45th IEEE CDC, San Diego, USA, Dec. 13-15, 2006 ThA06.1

function, it can be transformed as, According to (21), nk (s) has the interesting and useful
 ∞ property,
e−st x(t − h)dt =
nk (s = Sl )
0  h  ∞
= 0, when k = l
= e−st x(t − h)dt + e−st x(t − h)dt = · · · (Sl − Sk−2 )(Sl − Sk−1 )(Sl − Sk+1 )(Sl − Sk+2 ) · · ·
0 h (15)
 h  ∞ when k = l
−st
= e g(t)dt + e−s(t+h) x(t)dt (24)
0 0 With this property, we can compute the residue CkI from (23)
= G(s) + e−sh X(s) by substituting Sk for s, that is,
Then, the transform of the free equation is ..
.
sX(s) − x0 + ad e−sh X(s) + ad G(s) + aX(s) J(S 0 ){x0 − ad G(S0 )}
(16) C0I =
= (s + ad e−sh + a)X(s) − x0 + ad G(s) = 0 n0 (S0 )
J(S0 ){x0 − ad G(S0 )}
=
Therefore, · · · (S0 − S−2 )(S0 − S−1 )(S0 − S1 ) · · ·
x0 − ad G(s) (25)
X(s) = (17) J(S1 ){x0 − ad G(S1 )}
s + ad e−sh + a C1I =
n1 (S1 )
On the other hand, the solution obtained by the approach J(S1 ){x0 − ad G(S1 )}
=
using the Lambert W function in (2) can be transformed as · · · (S1 − S−1 )(S1 − S0 )(S1 − S2 ) · · ·
..
I .
C−1 C0I C1I
X(s) = ··· + + + + ···
s − S−1 s − S0 s − S1 where J(s) is calculated from (22) as
∞

CkI
= ∞

s − Sk (s − Sk ) = J(s)(s + ad e−sh + a)
k=−∞
(18) k=−∞
∞

Sk is defined in (2). Writing X(s) in (18) over a common (26)
denominator yields (s − Sk )
k=−∞
∞

⇐⇒ J(s) =
CkI nk (s) (s + ad e−sh + a)
X(s) = (19)
d(s) and using L’Hopital’s rule,
k=−∞
∞

where, d(s) and nk (s) are polynomials in the Laplace
variables, s (s − Sk )
k=−∞
∞
J(s) = lim
s→S0 (s + ad e−sh + a)
d(s) ≡ (s − Sk ) ∞
k=−∞
(20) ∂
(s − Sk )
= · · · (s − S−1 )(s − S0 )(s − S1 ) · · · ∂s
k=−∞
= lim
s→S0 ∂
nk (s) ≡
d(s) (s + ad e−sh + a)
(s − Sk ) ∂s
= · · · (s − Sk−2 )(s − Sk−1 )(s − Sk+1 )(s − Sk+2 ) · · · · · · (S0 − S−2 )(S0 − S−1 )(S0 − S1 ) · · ·
=
(21) 1 − ad he−S0 h
Then, comparing denominators of both sides in (19) and (17) (27)
yields If we substitute the above result into (25), we obtain
∞
x0 − ad G(Sk )
CkI = (28)
d(s) = (s − Sk ) = J(s)(s + ad e−sh + a) (22) 1 − ad he−Sk h
k=−∞
With the above results, let us next consider the scalar non-
and comparing numerators yields homogeneous case in (1). The Laplace transform of (1) is,
∞

sX(s) − x0 + ad e−sh X(s) + ad G(s) + aX(s)
CkI nk (s) = J(s){x0 − ad G(s)} (23) = (s + ad e−sh + a)X(s) − x0 + ad G(s) = bU (s)
(29)
k=−∞
Therefore, the transform of the response, x(t) is
where J(s) is an undetermined polynomial in s, introduced
to equate the numerators and the denominators, which are of x0 − ad G(s) bU (s)
X(s) = + (30)
infinite order, on both sides of (19) and (17). Even though s + ad e−sh + a s + ad e−sh + a
     
J(s) is undetermined here, it eventually cancels out later. free forced

2537
45th IEEE CDC, San Diego, USA, Dec. 13-15, 2006 ThA06.1

Solving for the unknown X(s) yields

X(s) = (sI + A + Ad e−sh )−1 {x0 − Ad G(s) + BU(s)}
1.2

0.8
(35)
Therefore,
0.6
 
x(t) = L−1 (sI + A + Ad e−sh )−1 {x0 − Ad G(s)}
Responses, x(t)

  
0.4

0.2

 free 
0 + L−1 (sI + A + Ad e−sh )−1 {BU(s)}
-0.2
with 20 branches (k=-9,..., 10)
with 4 branches (k=-2,..., 1)
  
forced
-0.4
with 2 branches (k=-1, 0) (36)
-0.6 On the other hand, we have the free solution to (5) as (7).
-0.8
-1 0 1 2 3 4 5
The solution in (7) can be transformed as
Time, t

∞
X(s) = (sI − Sk )−1 CIk
k=−∞
(37)
Fig. 1. Solution obtained using the Laplace transform combined with
the matrix Lambert W function method of 2, 4, 20 branches (straight). = · · · + (sI − S−1 )−1 CI−1 + (sI − S0 )−1 CI0 + · · ·
Compared to those obtained using the numerical method (dashed), ‘dde 23’
in Matlab, it shows good agreement. Comparing (37) with the free solution part in (36) yields
(sI + A + Ad e−sh )−1 {x0 − Ad G(s)}

∞
Using the transform of the convolution property of the = (sI − Sk )−1 CIk (38)
Laplace transformation, the inverse of the forced term in k=−∞
(30) is = · · · + (sI − S−1 )−1 CI−1 + (sI − S0 )−1 CI0 + · · ·
bU (s) 1 (38) provides the condition for calculating CIk . Here we
= bU (s)
s + ad e−sh + a s + ad e−sh + a provide a 2 × 2 example. If the coefficients are
 t
∞ (31)    
a1 a2 ad1 ad2
⇐⇒ eSk (t−ξ) CkN bu(ξ)dξ A= , Ad = (39)
a3 a4 ad3 ad4
0 k=−∞
we can write the term in (38) as
where,
1 (sI + A + Ade−sh ) 
CkN = (32) s + a1 + ad1 e−sh a2 + ad2 e−sh
1 − ad he−Sk h =
a3 + ad3 e−sh s + a4 + ad4 e−sh
Note that CkI is dependent on the initial conditions, x0 and (40)
the preshape function, g(t), but CkN is not, and And the inverse of the matrix term in (40) is
∞


1 (sI + A + Ad e−sh
 )
−1

= eSk t CkN (33) s + a4 + ad4 e−sh −(a2 + ad2 e−sh )
s + ad e−sh + a = ∆(s)
1
k=−∞
−(a3 + ad3 e−sh ) s + a1 + ad1 e−sh
Example 1: Consider the case where a = ad = b = h = 1 (41)
in (1) and g(t) = 1, x0 = 1, then, Sk is computed as defined where ∆(s) is same as the characteristic equation of (5), that
in (2), CkI is computed from (28), and CkN is computed is
from (32). Table II shows the values, with the branches ∆(s) = s2 + {a1 + a4 + (ad1 + ad4 )e−sh }s
k = −1, 0, 1 of the Lambert W function, for the total solution +(a1 a4 + a2 a3 ) + (a1 ad4 + ad1 a4 − a2 ad3 + ad2 a3 )e−sh
in (4) to the system in (1) with the coefficients. +(ad1 ad4 − ad2 ad3 )e−sh
Applying these values to (4), we can obtain the solution (42)
to (1). The results obtained using 2, 4, and 20 branches are Note that the right side of (38),
shown in Figure 1 and compared to that obtained using a     
1 0 pk1 pk2
numerical integration method (‘dde23’ in Matlab). As seen sI − Sk = s −
0 1 pk3 pk4
in the figure, with more branches, the results show better      
1 0 λk1 0
agreement. When 20 branches are used, the agreement is = s − Vk V−1 ,
excellent. 0 1 0 λk2 k

pk1 pk2
where Sk =
IV. G ENERALIZATION TO S YSTEMS OF DDE S pk3 pk4
(43)
For the system of DDEs in (5), if we take the Laplace
And the inverse is
transform of both sides we find,  
1 s − pk4 pk2
sX(s) − x0 + Ad e−sh X(s) + Ad G(s) + AX(s) = BU(s) (sI − Sk )−1 =
(s − λk1 )(s − λk2 ) pk3 s − pk1
(34) (44)

2538
45th IEEE CDC, San Diego, USA, Dec. 13-15, 2006 ThA06.1

TABLE II
I NTERMEDIATE RESULTS FOR COMPUTING THE SOLUTION FOR EXAMPLE 1 VIA THE MATRIX L AMBERT W FUNCTION

branch ··· k = −1 k=0 k=1 ···

Sk ··· −0.6050 − 1.7882i −0.6050 + 1.7882i −0.0528 + 7.7184i ···

CkI ··· 0.4410 − 0.1541i 0.4410 + 0.1541i 0.0313 − 0.0086i ···

CkN ··· 0.2712 + 0.3477i 0.2712 + 0.3477i −0.0009 − 0.1296i ···

Applying (41) and (44) in (38), we can find the coefficients where CI0 is computed by solving the two equations in (49)
CIk in (14). For example, to obtain the coefficient of the simultaneously.
principal branch, CI0 from (38), With the result in the previous section, continued from (36)
  and using the convolution property of the Laplace transform,
1 s + a4 + ad4 e−sh −(a2 + ad2 e−sh ) we can write
∆(s) −(a3 + ad3 e−sh ) s + a1 + ad1 e−sh
∞  t
∞
× {x(0) − Ad G(s)} x(t) = e Ck +
Sk t I
eSk (t−ξ) CN
k Bu(ξ)dξ (50)
 
1 s − p04 p02 k=−∞ 0 k=−∞
=
(s − λ01 )(s − λ02 ) p03 s − p01 where
∞


+(sI − S−1 )−1 CI−1 + (sI − S1 )−1 CI1 + · · ·
(sI + A + Ad e−sh )−1 ⇐⇒ eSk t CN
k (51)
(45)
k=−∞
If we multiply the both sides by (s − λ01 )(s − λ02 )
The coefficients CN
k are computed from the following equa-
(s − λ01 )(s − λ02 )
× tion
 ∆(s) 
∞
−sh
s + a4 + ad4 e −(a2 + ad2 e−sh ) (sI + A + Ad e−sh )−1 = (sI − Sk )−1 CN
k
−(a3 + ad3 e−sh ) s + a1 + ad1 e−sh k=−∞ (52)
× {x(0) − Ad G(s)}
  (46) = · · · + (sI − S−1 )−1 CN
−1 + (sI − S0 )
−1 N
C0 + · · ·
s − p04 p02 Here we again consider the 2 × 2 case as an example. Using
= CI0
p03 s − p01 the same notation as (49) for the general branch, without the
+(s − λ01 )(s − λ02 )(sI − S−1 )−1 CI−1 terms related to initial condition and preshape function, we
+(s − λ01 )(s − λ02 )(sI − S1 )−1 CI1 + · · · should make s approach λki , then,
∂
Then, substitution of λ01 for s in (46) makes the other terms (s − λk1 )(s − λk2 )
on the right hand side zero except the first term. However, as lim ∂s ×
 ki
s→λ ∆(s) 
in the scalar case, because ∆(s) is the characteristic equation, −sh
λki + a4 + ad4 e −(a2 + ad2 e−sh )
we again encounter a problem:
−(a3 + ad3 e−sh ) λki + a1 + ad1 e−sh (53)
(s − λ01 )(s − λ02 ) 0
= (47)  
∆(s) 0 λki − pk4 pk2
= CN
k , fori = 1, 2
This problem can be resolved by application of L’Hopital’s pk3 λki − pk1
rule as in the scalar case. And assuming Solving the two equations in (53) simultaneously, we
can compute CN k . The above approach can readily be
λmi = λni , where m = n; i = 1, 2 (48) generalized to the case of higher order systems of DDEs.
we can write that
Example 2: Consider the case, from [13], where h = 1 and
∂ the two initial conditions, g(t) = [1 0]T and x0 = [1 0]T ,
(s − λ01 )(s − λ02 )
lim ∂s × where T indicates transpose,
 0i
s→λ ∆(s)     
λ0i + a4 + ad4 e −sh
−(a2 + ad2 e−sh ) 1 3 −1.66 0.697
A= , Ad = (54)
−(a3 + ad3 e−sh ) λ0i + a1 + ad1 e−sh (49) −2 5 −0.93 0.330
× {x0 − Ad G(λ01 )} with an external forcing term of
   
λ0i − p04 p02 cos(t)
= CI0 , fori = 1, 2 Bu(t) = (55)
p03 λ0i − p01 sin(t)

2539
45th IEEE CDC, San Diego, USA, Dec. 13-15, 2006 ThA06.1

TABLE III
I NTERMEDIATE RESULTS FOR COMPUTING THE SOLUTION FOR EXAMPLE 2 IN (54) VIA THE MATRIX L AMBERT W FUNCTION

branch k = −1 k=0 k=1

     
−0.3499 − 4.9801i −1.6252 + 0.1459i 0.3055 −1.4150 −0.3499 + 4.9801i −1.6252 − 0.1459i
Sk
2.4174 + 0.1309i −5.1048 − 4.5592i 2.1317 −3.3015 2.4174 − 0.1309i −5.1048 + 4.5592i
     
0.0173 − 0.0010i 0.9847 0.0173 + 0.0010i
CIk
−0.0584 − 0.0585i 0.2162 −0.0584 + 0.0585i
     
0.0767 + 0.1876i 0.0142 − 0.0419i 0.3424 −0.0789 0.0767 − 0.1876i 0.0142 + 0.0419i
CN
k 0.0239 + 0.0013i 0.0196 + 0.1925i −0.0563 0.4855 0.0239 − 0.0013i 0.0196 − 0.1925i

1.2
of the state transition matrix, can potentially be extended
1
to systems of DDEs. For example, the approach presented
0.8
based on the matrix Lambert W function, may be useful
x1
0.6
in controller design via eigenvalue assignment for systems
Responses, x(t)

0.4 of DDEs. Similarly, concepts of observability, controllability,

0.2
x2 state estimator design may be tractable and are being studied
0 by the authors. The analytical approach using the matrix
-0.2 Lambert function for ‘time-varying’ DDEs based on Floquet
-0.4
theory is also being currently investigated. These, and others,
-0.6
are all potential topics for future research, which can build
-0.8
-1 0 1 2

Time,t
3 4
Fig. 2. Solution obtained using the Laplace transform combined with the
matrix Lambert W function of 11 branches method (straight). Compared to
those obtained using the numerical method (dashed), ‘dde 23’ in Matlab,
they show good agreement.
Then, Sk is computed from (8) and (9), and CIk is computed
by applying (41) and (44) in (38); CN
k is computed from (53).
Table III shows the values, with the branches k = −1, 0, 1
of the Lambert W function, for the total solution in (14)
to the system in (5) with the coefficients in (54). Applying
these values into (14), we can obtain the solution to (5). The
result obtained using 11 branches is shown in Figure 2 and
compared to that obtained using the numerical integration
method (‘dde23’ in Matlab). As seen in the figure, the
agreement is excellent.
V. C ONCLUSIONS AND F UTURE W ORKS
In this paper, the Laplace transform approach to solve
linear systems of DDEs is developed based upon the matrix
Lambert W function method [8], [9]. To provide a closed
form solution to systems of linear DDEs, in a form similar
to systems of ordinary differential equations, is the essential
advantage of the matrix Lambert W function method. With
the Laplace transform approach presented here, the analogy
can be reinforced. Table I summarizes the comparison be-
tween the ODE and DDE cases. The concept of the state
transition matrix in ODEs can be generalized to DDEs using
the matrix Lambert W function. This suggests that some
analyses used in systems of ODEs, based on the concept
5 upon the foundation presented in this paper.
R EFERENCES
[1] J. P. Richard, “Time-delay systems: an overview of some recent
advances and open problems,” Automatica, vol. 39, 2003, pp. 1667-
1694.
[2] H. Gorecki, S. Fuksa, P. Grabowski, and A. Korytowski, Analysis and
Synthesis of Time Delay Systems, John Wiley and Sons, PWN-Polish
Scientific Publishers Warszawa, 1989.
[3] J. Lam, “Model Reduction of Delay Systems Using Pade Approxi-
mants,” Int. J. Control, Vol. 57, No. 2, pp. 377-391, 1993
[4] C. E. Falbo, “Analytic and Numerical Solutions to the Delay Differen-
tial Equations,” Joint Meeting of the Northern and Southern California
Sections of the MAA, San Luis Obispo, CA, 1995
[5] E. M. Wright, “The Non-Linear Difference-Differential Equation,” Q.
J. Math., Vol. 17, pp. 245-252, 1946
[6] R. E. Bellman and K. L. Cooke, Differential-Difference Equations,
New York: Academic Press, 1963.
[7] E. M. Wright, “The Linear Difference-Differential Equation With
Asymptotically Constant Coefficients,” Am. J. Math., Vol. 70, No. 2,
pp. 221-238, 1948
[8] F. M. Asl, and A. G. Ulsoy, “Analysis of a System of Linear Delay
Differential Equations,” ASME J. Dyn. Syst. Meas. Control, Vol. 125,
No. 2, pp. 215-223, 2003
[9] S. Yi and A. G. Ulsoy, “Solution of a system of linear delay differential
equations using the matrix Lambert function,” Proc. 25th American
Control Conference, Minneapolis, MN, Jun. 2006, pp. 2433-2438.
[10] M. C. Pease, Methods of Matrix Algebra. New York: Academic Press,
1965, pp. 406.
[11] H. Shinozaki, Robust Stability Analysis of Linear Time-Delay Systems
by Lambert W Function. Master thesis, Dept. Electro. Inform. Sci.,
Kyoto Institute of Technology, Kyoto, Japan, 2003
[12] R. M. Corless, G. H. Gonnet, D. E. G. Hare, D. J.Jeffrey, and D.
E. Knuth, “On Lambert’s W function,” Adv. Comput. Math., Vol. 5,
No.4, 1996, pp. 329-359.
[13] T. N. Lee and S. Dianat, “Stability of Time-Delay Systems,” IEEE
Trans. Aut. Control, Vol. AC-26, No. 4, pp. 951-953, 1981
[14] M. Malek-zavarei, M. Jamshidi, Time-delay systems, North Holland,
New York, 1987

2540