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

Author

Zhang, Wei ; Hu, Jianghai ; Abate, Alessandro

Author_Institution

Dept. of Electr. & Comput. Eng., Ohio State Univ., Columbus, OH, USA

Volume

57

Issue

7

fYear

2012

fDate

7/1/2012 12:00:00 AM

Firstpage

1815

Lastpage

1821

Abstract

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.

Keywords

closed loop systems; control system synthesis; discrete time systems; iterative methods; linear quadratic control; linear systems; stability; closed-loop stability; discrete-time switched linear system; general controller synthesis tool; general relaxation framework; infinite time horizon; infinite-horizon switched LQR problem; linear quadratic regulation; performance analysis; suboptimal algorithm; value iteration; Convex functions; Cost function; Geophysical measurement techniques; Ground penetrating radar; Linear systems; Switches; Trajectory; Hybrid systems; optimal control; switched LQR; switched systems;

fLanguage

English

Journal_Title

Automatic Control, IEEE Transactions on

Publisher

ieee

ISSN

0018-9286

Type

jour

DOI

10.1109/TAC.2011.2178649

Filename

6097034