TY - GEN
T1 - Hybrid LQ-optimization using dynamic programming
AU - Azhmyakov, V.
AU - Galvan-Guerra, R.
AU - Egerstedt, M.
PY - 2009
Y1 - 2009
N2 - In this paper we study the linear quadratic optimal control problem for linear hybrid systems in which transitions between different discrete locations occur autonomously when the continuous state intersects given switching surfaces. In particular, we make an explicit connection between the newly developed, Pontryagin-type Hybrid Maximum Principle and the Bellman Dynamic Programming approach. As a consequence, we extend the classic Riccati-formalism, derive the associated Riccati-type equations, and prove the discontinuity of the full "hybrid" Riccati matrix. Finally, we discuss some computational aspects of the obtained theoretical results and propose a numerical algorithm in the framework of an optimal feedback control law.
AB - In this paper we study the linear quadratic optimal control problem for linear hybrid systems in which transitions between different discrete locations occur autonomously when the continuous state intersects given switching surfaces. In particular, we make an explicit connection between the newly developed, Pontryagin-type Hybrid Maximum Principle and the Bellman Dynamic Programming approach. As a consequence, we extend the classic Riccati-formalism, derive the associated Riccati-type equations, and prove the discontinuity of the full "hybrid" Riccati matrix. Finally, we discuss some computational aspects of the obtained theoretical results and propose a numerical algorithm in the framework of an optimal feedback control law.
UR - http://www.scopus.com/inward/record.url?scp=70449627583&partnerID=8YFLogxK
U2 - 10.1109/ACC.2009.5160100
DO - 10.1109/ACC.2009.5160100
M3 - Contribución a la conferencia
AN - SCOPUS:70449627583
SN - 9781424445240
T3 - Proceedings of the American Control Conference
SP - 3617
EP - 3623
BT - 2009 American Control Conference, ACC 2009
T2 - 2009 American Control Conference, ACC 2009
Y2 - 10 June 2009 through 12 June 2009
ER -