Abstract
In this paper we study the solution to optimal control problems for discrete time linear hybrid systems. First, we prove that the closed form of the state-feedback solution to finite time optimal control based on quadratic or linear norms performance criteria is a time-varying piecewise afine feedback control law. Then, we give an insight into the structure of the optimal state-feedback solution and of the value function. Finally, we briefly describe how the optimal control law can be computed by means of multiparametric programming.
This is a preview of subscription content, log in via an institution.
Buying options
Tax calculation will be finalised at checkout
Purchases are for personal use only
Learn about institutional subscriptionsPreview
Unable to display preview. Download preview PDF.
References
J. Acevedo and E.N. Pistikopoulos. A multiparametric programming approach for linear process engineering problems under uncertainty. Ind. Eng. Chem. Res., 36:717–728, 1997.
A. Bemporad, F. Borrelli, and M. Morari. Explicit solution of constrained 1/∞ norm model predictive control. In Proc. 39th IEEE Conf. on Decision and Control, December 2000.
A. Bemporad, F. Borrelli, and M. Morari. Piecewise linear optimal controllers for hybrid systems. In Proc. American Contr. Conf., pages 1190–1194, Chicago, IL, June 2000.
A. Bemporad, G. Ferrari-Trecate, and M. Morari. Observability and controllability of piecewise afine and hybrid systems. IEEE Trans. Automatic Control, 45(10):1864–1876, 2000.
A. Bemporad and M. Morari. Control of systems integrating logic, dynamics, and constraints. Automatica, 35(3):407–427, March 1999.
A. Bemporad, M. Morari, V. Dua, and E.N. Pistikopoulos. The explicit linear quadratic regulator for constrained systems. Automatica, 38(1):3–20, 2002.
A. Bemporad, F.D. Torrisi, and M. Morari. Optimization-based verification and stability characterization of piecewise afine and hybrid systems. In B. Krogh and N. Lynch, editors, Hybrid Systems: Computation and Control, volume 1790 of Lecture Notes in Computer Science, pages 45–58. Springer Verlag, 2000.
F. Borrelli, A. Bemporad, M. Fodor, and D. Hrovat. A hybrid approach to traction control. In A. Sangiovanni-Vincentelli and M.D. Di Benedetto, editors, Hybrid Systems: Computation and Control, Lecture Notes in Computer Science. Springer Verlag, 2001.
F. Borrelli, A. Bemporad, and M. Morari. A geometric algorithm for multiparametric linear programming. Technical Report AUT00-06, Automatic Control Laboratory, ETH Zurich, Switzerland, February 2000.
M.S. Branicky and S.K. Mitter. Algorithms for optimal hybrid control. In Proc. 34th IEEE Conf. on Decision and Control, New Orleans, USA, December 1995.
M.S. Branicky and G. Zhang. Solving hybrid control problems: Level sets and behavioral programming. In Proc. American Contr. Conf., Chicago, Illinois USA, June 2000.
M. Buss, O. von Stryk, R. Bulirsch, and G. Schmidt. Towards hybrid optimal control. at, 48:448–459, 2000.
B. De Schutter and B. De Moor. The extended linear complementarity problem and the modeling and analysis of hybrid systems. In P. Antsaklis, W. Kohn, M. Lemmon, A. Nerode, and S. Sastry, editors, Hybrid Systems V, volume 1567 of Lecture Notes in Computer Science, pages 70–85. Springer, 1999.
B. De Schutter and T. van den Boom. Model predictive control for max-plus-linear systems. In Proc. American Contr. Conf., pages 4046–4050, 2000.
V. Dua and E.N. Pistikopoulos. An algorithm for the solution of multiparametric mixed integer linear programming problems. Annals of Operations Research, to appear.
A V. Fiacco. Introduction to sensitivity and stability analysis in nonlinear programming. Academic Press, London, U.K., 1983.
T. Gal. Postoptimal Analyses, Parametric Programming, and Related Topics. de Gruyter, Berlin, 2nd ed. edition, 1995.
K. Gokbayrak and C.G. Cassandras. A hierarchical decomposition method for optimal control of hybrid systems. In Proc. 38th IEEE Conf. on Decision and Control, pages 1816–1821, Phoenix, AZ, December 1999.
A Hassibi and S. Boyd. Quadratic stabilization and control of piecewise-linear systems. In Proc. American Contr. Conf., Philadelphia, Pennsylvania USA, June 1998.
S. Hedlund and A. Rantzer. Optimal control of hybrid systems. In Proc. 38th IEEE Conf. on Decision and Control, pages 3972–3976, Phoenix, AZ, December 1999.
W.P.M.H. Heemels. Linear complementarity systems: a study in hybrid dynamics. PhD thesis, Dept. of Electrical Engineering, Eindhoven University of Technology, The Netherlands, 1999.
W.P.M.H. Heemels, J.M. Schumacher, and S. Weiland. Linear complementarity systems. SIAM Journal on Applied Mathematics, 60(4):1234–1269, 2000.
W.P.M.H. Heemels, B. De Schutter, and A. Bemporad. Equivalence of hybrid dynamical models. Automatica, 37(7):1085–1091, July 2001.
M. Johannson and A. Rantzer. Computation of piece-wise quadratic Lyapunov functions for hybrid systems. IEEE Trans. Automatic Control, 43(4):555–559, 1998.
K H Johansson, M Egerstedt, J Lygeros, and S Sastry. On the regularization of Zeno hybrid automata. System & Control Letters, 38:141–150, 1999.
J. Lygeros, C. Tomlin, and S. Sastry. Controllers for reachability specifications for hybrid systems. Automatica, 35(3):349–370, 1999.
D. Mignone, G. Ferrari-Trecate, and M. Morari. Stability and stabilization of piecewise afine and hybrid systems: An LMI approach. In Proc. 39th IEEE Conf. on Decision and Control, December 2000.
G.L. Nemhauser and L.A. Wolsey. Integer and Combinatorial Optimization. Wiley, 1988.
B. Piccoli. Necessary conditions for hybrid optimization. In Proc. 38th IEEE Conf. on Decision and Control, Phoenix, Arizona USA, December 1999.
P. Riedinger, F. Kratz, C. Iung, and C. Zanne. Linear quadratic optimization for hybrid systems. In Proc. 38th IEEE Conf. on Decision and Control, P hoenix, Arizona USA, December 1999.
E.D. Sontag. Nonlinear regulation: The piecewise linear approach. IEEE Trans. Automatic Control, 26(2):346–358, April 1981.
H.J. Sussmann. A maximum principle for hybrid optimal control problems. In Proc. 38th IEEE Conf. on Decision and Control, Phoenix, Arizona USA, December 1999.
C.J. Tomlin, J. Lygeros, and S.S. Sastry. A game theoretic approach to controller design for hybrid systems. Proceeding of IEEE, 88, July 2000.
F.D. Torrisi, A. Bemporad, and D. Mignone. HYSDEL-A language for describing hybrid systems. Technical Report AUT00-03, ETH Zurich, 2000. http://control.ethz.ch/~hybrid/hysdel.
A.J. van der Schaft and J.M. Schumacher. Complementarity modelling of hybrid systems. IEEE Trans. Automatic Control, 43:483–490, 1998.
H.P. Williams. Model Building in Mathematical Programming. John Wiley &Sons, Third Edition, 1993.
Author information
Authors and Affiliations
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 2002 Springer-Verlag Berlin Heidelberg
About this paper
Cite this paper
Bemporad, A., Borrelli, F., Morari, M. (2002). On the Optimal Control Law for Linear Discrete Time Hybrid Systems. In: Tomlin, C.J., Greenstreet, M.R. (eds) Hybrid Systems: Computation and Control. HSCC 2002. Lecture Notes in Computer Science, vol 2289. Springer, Berlin, Heidelberg. https://doi.org/10.1007/3-540-45873-5_11
Download citation
DOI: https://doi.org/10.1007/3-540-45873-5_11
Published:
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-43321-7
Online ISBN: 978-3-540-45873-9
eBook Packages: Springer Book Archive