Optimal Control of Constrained Piecewise Affine Discrete-Time Systems

Authors:
D. Q. Mayne;S. Raković
Affiliations:
Department of Electrical and Electronic Engineering, Imperial College London, London SW7 2BT, UK;Department of Electrical and Electronic Engineering, Imperial College London, London SW7 2BT, UK
Venue:
Computational Optimization and Applications
Year:
2003

Citing 2
Cited 1

Optimization: algorithms and consistent approximations

Optimization: algorithms and consistent approximations
The explicit linear quadratic regulator for constrained systems

Automatica (Journal of IFAC)

Characterization of the solution to a constrained H∞ optimal control problem

Automatica (Journal of IFAC)

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Abstract

This paper makes two contributions; firstly, it provides a characterization of the solution of the optimal control problem for piecewise affine discrete-time systems with a quadratic cost function (the generally preferred option) and, secondly, provides a simple method (reverse transformation) for solving this and the previously solved ℓ∞ problem. The characterization is useful for on-line implementation.