Optimal Linear Quadratic Regulator of Switched Systems

Guangyu Wu, Jian Sun*, Jie Chen

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

71 Citations (Scopus)

Abstract

This paper considers the optimal control problem of linear switched systems with linear quadratic (LQ) cost or multiple LQ cost. By adopting an embedding transformation, the switching design problem is relaxed and transformed into a traditional optimal control problem. The bang-bang-Type solutions of the embedded optimal control problems are obtained for both the positive definite LQ cost case and the multiple LQ cost case, which are the optimal solutions to the original problems. The switching sequence of modes and the switching instants can be calculated by solving a closed-form optimal switching condition. The optimal state feedback control law is determined simultaneously. Finally, numerical results are provided to illustrate the effectiveness of the proposed method.

Original languageEnglish
Article number8472172
Pages (from-to)2898-2904
Number of pages7
JournalIEEE Transactions on Automatic Control
Volume64
Issue number7
DOIs
Publication statusPublished - Jul 2019

Keywords

  • Bang-bang-Type solution
  • optimal control
  • quadratic programming
  • switched system
  • switching condition

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