Numerical solution of linear-quadratic optimal control problems for switching systems
نویسندگان
چکیده
منابع مشابه
Numerical Solution of Linear-Quadratic Optimal Control Problems for Switching System
In this paper we obtained an approach to the optimal switching control problem with unknown switching points which it is described in reference [1, 2]. In reference [1], the authors studied the Decomposition of Linear-Quadratic Optimal Control Problems for Two-Steps Systems. In [1], the authors assumed the switching point t1 is fixed in the interval for state equation and boundary of the integr...
متن کاملA generalized structured doubling algorithm for the numerical solution of linear quadratic optimal control problems
We propose a generalization of the Structured Doubling Algorithm (SDA) to compute invariant subspaces of structured matrix pencils that arise in the context of solving linear quadratic optimal control problems. The new algorithm is designed to attain better accuracy when the classical Riccati equation approach for the solution of the optimal control problem is not well suited because the stable...
متن کاملLinear Quadratic Optimal Control Problem of Stochastic Switching Systems
Switched systems have numerous applications in control of real systems as mechanical systems, automotive industry, aircraft and air traffic control, switching power converters, and many other fields. Optimal control problems of switching systems require the decision of both the optimal solutions and switching sequences. The stochastic optimal control problem of linear switching systems with qua...
متن کاملNumerical solution of linear control systems using interpolation scaling functions
The current paper proposes a technique for the numerical solution of linear control systems.The method is based on Galerkin method, which uses the interpolating scaling functions. For a highly accurate connection between functions and their derivatives, an operational matrix for the derivatives is established to reduce the problem to a set of algebraic equations. Several test problems are given...
متن کاملNumerical solution of large-scale Lyapunov equations, Riccati equations, and linear-quadratic optimal control problems
We study large-scale, continuous-time linear time-invariant control systems with a sparse or structured state matrix and a relatively small number of inputs and outputs. The main contributions of this paper are numerical algorithms for the solution of large algebraic Lyapunov and Riccati equations and linearquadratic optimal control problems, which arise from such systems. First, we review an a...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Miskolc Mathematical Notes
سال: 2018
ISSN: 1787-2405,1787-2413
DOI: 10.18514/mmn.2018.2380