Sufficient optimality conditions for controlling switched systems

Abstract

The optimal control problem for a switched system whose state vector includes both continuous and discrete components is considered. The continuous part of the system is governed by differential equations, while its discrete part, which models the operation of a switching device with memory, is governed by recurrence inclusions. The discrete part switches the operation modes of the continuous part of the system, and is itself affected by the continuous part. The switching times and their number are not specified in advance. They are found as a result of optimizing a performance index. This problem is a generalization of a classical optimal control problem for continuous–discrete systems. It is shown that the cost function is constructed from certain auxiliary functions—the so-called conditional cost functions. Equations for the conditional cost functions are derived and sufficient optimality conditions are proved. The application of these conditions is demonstrated by the example of designing a time optimal switched system that is similar to A.A. Fel’dbaum’s classical example of the time optimal continuous system.