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Optimal Control of Constrained Piecewise Affine Discrete-Time Systems

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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 &ell∞ problem. The characterization is useful for on-line implementation.

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Authors and Affiliations

  1. Department of Electrical and Electronic Engineering, Imperial College London, London, SW7 2BT, UK

    D. Q. Mayne & S. Raković

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  1. D. Q. Mayne
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  2. S. Raković
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Mayne, D.Q., Raković, S. Optimal Control of Constrained Piecewise Affine Discrete-Time Systems. Computational Optimization and Applications 25, 167–191 (2003). https://doi.org/10.1023/A:1022905121198

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