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Efficient Suboptimal Solutions of Switched LQR Problems Wei Zhang, Alessandro Abate and Jianghai Hu
 

Summary: Efficient Suboptimal Solutions of Switched LQR Problems
Wei Zhang, Alessandro Abate and Jianghai Hu
Abstract-- This paper studies the discrete-time switched LQR
(DSLQR) problem using a dynamic programming approach.
Based on some nice properties of the value functions, efficient
algorithms are proposed to solve the finite-horizon and infinite-
horizon suboptimal DSLQR problems. More importantly, we
establish analytical conditions under which the strategies gen-
erated by the algorithms are stabilizing and suboptimal. These
conditions are derived explicitly in terms of subsystem matrices
and are thus very easy to verify. The proposed algorithms
and the analysis provide a systematical way of solving the
DSLQR problem with guaranteed close-loop stability and
suboptimal performance. Simulation results indicate that the
proposed algorithms can efficiently solve not only specific but
also randomly generated DSLQR problems, making NP-hard
problems numerically tractable.
I. INTRODUCTION
Optimal control of switched systems has many practical
applications [1], [2] and has challenged researchers for many

  

Source: Abate, Alessandro - Faculty of Mechanical, Maritime and Materials Engineering, Technische Universiteit Delft

 

Collections: Engineering