LQR optimization of linear system switching

Considers offline optimization of a switching sequence for a given finite set of linear control systems, together with joint optimization of control laws. A linear quadratic full information criterion is optimized and dynamic programming is used to find an optimal switching sequence and control law. The main result is a method for efficient pruning of the search tree to avoid combinatoric explosion. A method to prove optimality of a found candidate switch sequence and corresponding control laws is presented.