Numerical solution of linear-quadratic optimal control problems for switching systems

Abstract

In this paper we discuss the approach for optimal switching control problem with unknown switching points. The case with unknown switching point is more general and generalizes the results existing in the literature. By using suitable transformation, the main problem is reduced into a problem with known interval and further the unknown boundary of the integral in the minimization functional is reduced to the known one. This fact is illustrated by an example. The reduced problem is solved numerically by using the Gradient Projection Method Algorithm.

Optimal control of aero‐engine systems based on a switched LPV model

“…In recent years, with the continuous improvement of the performance requirements in modern aircraft, people gradually realize the importance of optimal control for the aero-engine system. Many results, which report progress regarding theoretical or practical issues for continuous-time or discrete-time versions of optimal control problems, have appeared in the literature (see, e.g., [16][17][18][19][20][21][22][23][24][25][26][27][28][29][30]). For example, a maximum principle approach was designed to solve a general optimal switched control problem [21,22].…”