LQR Optimization of Linear System Switching

In English This paper considers off-line optimization of a switching sequence fora given finite set of linear control systems, together with joint optimization ofcontrol laws. A linear quadratic full information criterion isoptimized and dynamic programming is used to find an optimalswitching sequence and control law. The main result is a method forefficient pruning of the search tree to avoid combinatoric explosion.A method to prove optimality of a found candidate switch sequence andcorresponding control laws is presented.