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

被引：69
|
作者：
Zhang, Wei [1 ]
Hu, Jianghai [2 ]
Abate, Alessandro [3 ]
机构：
[1] Ohio State Univ, Dept Elect & Comp Engn, Columbus, OH 43210 USA
[2] Purdue Univ, Sch Elect & Comp Engn, W Lafayette, IN 47906 USA
[3] Delft Univ Technol, Delft Ctr Syst & Control, NL-2600 AA Delft, Netherlands
来源：
IEEE TRANSACTIONS ON AUTOMATIC CONTROL | 2012年 / 57卷 / 07期
关键词：
Hybrid systems; optimal control; switched LQR; switched systems; LINEAR-SYSTEMS;
D O I：
10.1109/TAC.2011.2178649
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
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.
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页码：1815 / 1821
页数：8
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