Journal Article

LQR Optimization of Linear System Switching

Bo Lincoln, Bo Bernhardsson


This paper considers off-line 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.

IEEE Transactions on Automatic Control, 47, pp. 1701–1705, October 2002.

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