Piecewise Linear Quadratic Optimal Control
Author
Summary, in English
The use of piecewise quadratic cost functions is extended from stability analysis of piecewise linear systems to performance analysis and optimal control. Lower bounds on the optimal control cost are obtained by semidefinite programming based on the Bellman inequality. This also gives an approximation to the optimal control law. An upper bound to the optimal cost is obtained by another convex optimization problem using the given control law. A compact matrix notation is introduced to support the calculations and it is proved that the framework of piecewise linear systems can be used to analyze smooth nonlinear dynamics with arbitrary accuracy
Publishing year
2000
Language
English
Pages
629-637
Publication/Series
IEEE Transactions on Automatic Control
Volume
45
Issue
4
Full text
- Available as PDF - 205 kB
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Document type
Journal article
Publisher
IEEE - Institute of Electrical and Electronics Engineers Inc.
Topic
- Control Engineering
Keywords
- optimal control
- semidefinite programming
- Nonlinear systems
Status
Published
ISBN/ISSN/Other
- ISSN: 0018-9286