Infinite-Horizon Switched LQR Problems in Discrete Time: A Suboptimal Algorithm With Performance Analysis

This paper studies the quadratic regulation problem for discrete-time switched linear systems (DSLQR problem) on an infinite time horizon. A general relaxation framework is developed to simplify the computation of the value iterations. Based on this framework, an efficient algorithm is developed to...

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Veröffentlicht in:	IEEE transactions on automatic control 2012-07, Vol.57 (7), p.1815-1821
Hauptverfasser:	Wei Zhang, Jianghai Hu, Abate, A.
Format:	Artikel
Sprache:	eng
Schlagworte:	Algorithms Applied sciences Automatic control Computer science control theory systems Control Control system analysis Control system synthesis Control systems Control theory. Systems Convex functions Cost function Exact sciences and technology Geophysical measurement techniques Ground penetrating radar Hybrid systems Linear systems Optimal control Stability switched LQR switched systems Switches Synthesis System theory Trajectory
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Beschreibung
Zusammenfassung:	This paper studies the quadratic regulation problem for discrete-time switched linear systems (DSLQR problem) on an infinite time horizon. A general relaxation framework is developed to simplify the computation of the value iterations. Based on this framework, an efficient algorithm is developed to solve the infinite-horizon DSLQR problem with guaranteed closed-loop stability and suboptimal performance. Due to these guarantees, the proposed algorithm can be used as a general controller synthesis tool for switched linear systems.
ISSN:	0018-9286 1558-2523
DOI:	10.1109/TAC.2011.2178649