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Optimal control of switched systems based on parameterization of the switching instants

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2 Author(s)
Xuping Xu ; Dept. of Electr. & Comput. Eng., Pennsylvania State Univ., Erie, PA, USA ; P. J. Antsaklis

This paper presents a new approach for solving optimal control problems for switched systems. We focus on problems in which a prespecified sequence of active subsystems is given. For such problems, we need to seek both the optimal switching instants and the optimal continuous inputs. In order to search for the optimal switching instants, the derivatives of the optimal cost with respect to the switching instants need to be known. The most important contribution of the paper is a method which first transcribes an optimal control problem into an equivalent problem parameterized by the switching instants and then obtains the values of the derivatives based on the solution of a two point boundary value differential algebraic equation formed by the state, costate, stationarity equations, the boundary and continuity conditions, along with their differentiations. This method is applied to general switched linear quadratic problems and an efficient method based on the solution of an initial value ordinary differential equation is developed. An extension of the method is also applied to problems with internally forced switching. Examples are shown to illustrate the results in the paper.

Published in:

IEEE Transactions on Automatic Control  (Volume:49 ,  Issue: 1 )