Optimal switching for linear quadratic problem of switched systems in discrete time

• Autores: Wei Xu, Zhiguang Feng, Jian-Wen Peng, Ka Fai Cedric Yiu
• Localización: Automatica: A journal of IFAC the International Federation of Automatic Control, ISSN 0005-1098, Vol. 78, 2017, págs. 185-193
• Idioma: inglés
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• Resumen

  • Abstract The optimal switching problem is attracting plenty of attention. This problem can be considered as a special type of discrete optimization problem and is NP complete. In this paper, a class of optimal switching problem involving a family of linear subsystems and a quadratic cost functional is considered in discrete time, where only one subsystem is active at each time point. By deriving a precise lower bound expression and applying the branch and bound method, a computational method is developed for solving this discrete optimization problem. Numerical examples have been implemented to demonstrate the efficiency and effectiveness of the proposed method.