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Measures and LMIs for optimal control of piecewise-affine dynamical systems : Systematic feedback synthesis in continuous-time

The project considers the class of deterministic continuous-time optimal control problems (OCPs) with piecewise-affine (PWA) vector fields and polynomial data. The OCP is relaxed as an infinite-dimensional linear program (LP) over space of occupation measures. The LP is then written as a particular instance of the generalized moment problem which is then approached by an asymptotically converging hierarchy of linear matrix inequality (LMI) relaxations. The relaxed dual of the original LP gives a polynomial approximation of the value function along optimal trajectories. Based on this polynomial approximation, a novel suboptimal policy is developed to construct a state feedback in a sample-and-hold manner. The results show that the suboptimal policy succeeds in providing a stabilizing suboptimal state feedback law that drives the system relatively close to the optimal trajectories and respects the given constraints.

Identiferoai:union.ndltd.org:UPSALLA1/oai:DiVA.org:kth-202739
Date January 2012
CreatorsRasheed-Hilmy Abdalmoaty, Mohamed
PublisherLuleƄ University of Technology
Source SetsDiVA Archive at Upsalla University
LanguageEnglish
Detected LanguageEnglish
TypeStudent thesis, info:eu-repo/semantics/bachelorThesis, text
Formatapplication/pdf
Rightsinfo:eu-repo/semantics/openAccess

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