Constrained optimal control of linear and hybrid systems (Q1812188)

The book introduces a control design for constrained and switching dynamic systems. It consists of Preface, Notation and Definition, four Parts, and References. Part I ``Multiparametric Programming'' is a self-contained material introducing this subject as the main tool to study and compute state feedback optimal control laws. The finite time optimal control problems are formulated as mathematical programs with the input sequence as the optimization vector. The current state of the system enters the cost function and the constraints as the parameter affecting the solution of the mathematical program. Depending on the dynamical model of the system, different mathematical programs are obtained. Algorithms for solving multiparameter, linear, quadratic, and mixed integer programs are included. Part II ``Optimal Control of Linear Systems'' considers polyhedral constraints on inputs and states. Finite time and infinite time optimal control problems with cost functions based on \(1, 2,\) and \(\infty\) norms are studied. The solutions of all these problems are given as a continuous piecewise affine state feedback law and the value function is continuous convex. Stability of receding horizon control as well as on-line complexity reducing algorithms, which are effective mainly when applied within this control method, are discussed. Further, an approach is developed to compute the state feedback for min-max control problems with a linear performance index for uncertain nominally linear systems with polyhedral constraints on inputs and states. Additive norm-bounded input disturbances and/or parametric uncertainties are considered. The solution over a finite horizon is a continuous piecewise affine function of the state vector and convex continuous value function. Part III ``Optimal Control of Hybrid Systems'' deals with linear hybrid systems. First, systems taking into account continuous valued and discrete valued variables including their interaction in one common framework are introduced. Finite time constrained optimal control problems with cost function based on \(1, 2,\) and \(\infty\) norms are studied. It is shown that in general the optimal control law is piecewise affine over non-convex and disconnected sets. Algorithms efficiently computing the optimal control law for all considered cases are presented. Part IV ``Applications'' presents two non-trivial examples illustrating the effectiveness of theoretical results. The book is a revised version of the author's PhD thesis. It presents a self-contained and clearly written text. The book is an up-to-date reference which will be useful to professionals, researchers, practitioners, and graduate students in control, electrical, and mechanical engineering interested in control design problems for constrained and switching dynamic systems.