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Optimal Control of PWA Systems by Exploiting Problem Structure

Authors:Baric Miroslav, Swiss Federal Institute Of Technology, Switzerland
Grieder Pascal, Swiss Federal Institute Of Technology, Switzerland
Baotic Mato, Swiss Federal Institute Of Technology, Switzerland
Morari Manfred, Swiss Federal Institute Of Technology, Switzerland
Topic:2.4 Optimal Control
Session:Control Applications of Optimization
Keywords: optimal control, dynamic programming, piecewise linear controllers

Abstract

We present a novel algorithm for the computation of explicit optimal control laws for piecewise affine (PWA) systems with linear performance indices. The algorithm is based on dynamic programming (DP) and represents an extension of ideas initially proposed in ~\\cite{KM02b,BCM03}. Specifically, we show how to exploit the underlying geometric structure of the optimization problem in order to significantly improve the efficiency of the off-line computations. An extensive case study is provided, which clearly indicates that the algorithm proposed in this paper is preferable to other schemes published in the literature.