首页|An Improved Method for Approximating the Infinite-Horizon Value Function of the Discrete-Time Switched LQR Problem
An Improved Method for Approximating the Infinite-Horizon Value Function of the Discrete-Time Switched LQR Problem
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This paper considers the problem of approximating the infinite-horizon value function of the discrete-time switched LQR problem.In particular,the authors propose a new value iteration method to generate a sequence of monotonically decreasing functions that converges exponentially to the value function.This method facilitates us to use coarse approximations resulting from faster but less accurate algorithms for further value iteration,and thus,the proposed approach is capable of achieving a better approximation for a given computation time compared with the existing methods.Three numerical examples are presented in this paper to illustrate the effectiveness of the proposed method.
Optimal controlswitched linear systemsswitched LQR problem
HOU Tan、LI Yuanlong、LIN Zongli
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Department of Automation,Shanghai Jiao Tong University,Shanghai 200240,China
Key Laboratory of Sys-tem Control and Information Processing,Ministry of Education of China,Shanghai 200240,China
Shanghai Engineering Research Center of Intelligent Control and Management,Shanghai 200240,China
Charles L.Brown Department of Electrical and Computer Engineering,University of Virginia,Charlottesville,VA 22904-4743,USA
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