Abstract

In this paper we consider the noncausal optimal tracking problem on the finite time interval for linear switched systems. We consider the problem to obtain the solution of both optimal switching sequences and optimal control inputs such that the tracking error is minimized. In this paper we assume that information of reference signals is known a priori for the whole time interval and utilize its information so that the tracking performace becomes better. We study a computation method of the optimal performance including some information of tracking errors and present an iterative algorithm to determine the optimal timing and optimal tracking performance numerically.KeywordsSwitched systemsOptimal controlGSLQ problemsNoncausal tracking theoryRiccati equations

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