Suboptimality bounds for linear quadratic problems in hybrid linear systems

Author

Kouhi, Y. ; Bajcinca, N. ; Sanfelice, Ricardo G.

Author_Institution

Control Syst. Group, Tech. Univ. Berlin, Berlin, Germany

fYear

2013

fDate

17-19 July 2013

Firstpage

2663

Lastpage

2668

Abstract

A method for computation of lower and upper bounds for the linear quadratic cost function associated to a class of hybrid linear systems is proposed. The optimization problem involves state space constraints and switches between the continuous and discrete dynamics at fixed time instances on the boundaries of the flow and jump sets. Our approach computes a quadratic suboptimal cost parameterized by initial and end state variables of all time intervals. Then, the unknown parameters are determined via solving constrained quadratic programming problems.

Keywords

linear quadratic control; linear systems; quadratic programming; state-space methods; suboptimal control; constrained quadratic programming problems; continuous dynamics; discrete dynamics; end state variables; fixed time instances; hybrid linear systems; initial state variables; linear quadratic cost function; lower bound computation; optimization problem; quadratic suboptimal cost; state space constraints; suboptimality bounds; upper bound computation; Cost function; Linear systems; Optimal control; Switches; Trajectory; Upper bound;

fLanguage

English

Publisher

ieee

Conference_Titel

Control Conference (ECC), 2013 European

Conference_Location

Zurich

Type

conf

Filename

6669821