LQR optimization of linear system switching

نویسندگان

  • Bo Lincoln
  • Bo Bernhardsson
چکیده

This note considers offline optimization of a switching sequence for a given finite set of linear control systems, together with joint optimization of control laws. A linear quadratic full information criterion is optimized and dynamic programming is used to find an optimal switching sequence and control law. The main result is a method for efficient pruning of the search tree to avoid combinatoric explosion. A method to prove optimality of a found candidate switch sequence and corresponding control laws is presented.

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عنوان ژورنال:
  • IEEE Trans. Automat. Contr.

دوره 47  شماره 

صفحات  -

تاریخ انتشار 2002