Optimal switching for linear quadratic problem of switched systems in discrete time. (April 2017)

• Record Type: Journal Article
• Authors: Xu, Wei; Feng, Zhi Guo; Peng, Jian Wen; Yiu, Ka Fai Cedric
• Is Part Of: Automatica. Volume 78(2017)
• Page Start: 185
• Page End: 193
• Publication Date: 2017-04
• Subjects: Switched system -- Lower bound dynamic system -- Positive semi-definite; Automatic control -- Periodicals; Automation -- Periodicals; 629.805
• DOI: 10.1016/j.automatica.2016.12.002
• Languages: English
• ISSNs: 0005-1098

Abstract

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.