Computational Method for a Class of Switched System Optimal Control Problems

We consider an optimal control problem with dynamics that switch between several subsystems of nonlinear differential equations. Each subsystem is assumed to satisfy a linear growth condition. Furthermore, each subsystem switch is accompanied by an instantaneous change in the state. These instantane...

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Veröffentlicht in:IEEE transactions on automatic control Jg. 54; H. 10; S. 2455 - 2460
Hauptverfasser: Loxton, R.C., Teo, K.L., Rehbock, V.
Format: Journal Article
Sprache:Englisch
Veröffentlicht: New York, NY IEEE 01.10.2009
Institute of Electrical and Electronics Engineers
The Institute of Electrical and Electronics Engineers, Inc. (IEEE)
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ISSN:0018-9286, 1558-2523
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Zusammenfassung:We consider an optimal control problem with dynamics that switch between several subsystems of nonlinear differential equations. Each subsystem is assumed to satisfy a linear growth condition. Furthermore, each subsystem switch is accompanied by an instantaneous change in the state. These instantaneous changes-called ldquostate jumpsrdquo-are influenced by a set of control parameters that, together with the subsystem switching times, are decision variables to be selected optimally. We show that an approximate solution for this optimal control problem can be computed by solving a sequence of conventional dynamic optimization problems. Existing optimization techniques can be used to solve each problem in this sequence. A convergence result is also given to justify this approach.
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ISSN:0018-9286
1558-2523
DOI:10.1109/TAC.2009.2029310