Optimal Tracking in Switched Systems With Free Final Time and Fixed Mode Sequence Using Approximate Dynamic Programming

Optimal tracking in switched systems with fixed mode sequence and free final time is studied in this article. In the optimal control problem formulation, the switching times and the final time are treated as parameters. For solving the optimal control problem, approximate dynamic programming (ADP) is used. The ADP solution uses an inner loop to converge to the optimal policy at each time step. In order to decrease the computational burden of the solution, a new method is introduced, which uses evolving suboptimal policies (not the optimal policies), to learn the optimal solution. The effectiveness of the proposed solutions is evaluated through numerical simulations.