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Stability Analysis of Hybrid Systems with a Linear Performance Index


F.J. Christophersen, M. Baotic, M. Morari

vol. AUT03-14

We consider the constrained finite time optimal control (CFTOC) problem for the class of discrete-time linear hybrid systems. For a linear performance index the solution to the CFTOC problem is a time-varying piecewise affine (PWA) function of the state. However, when a receding horizon control strategy is used stability and/or feasibility (constraint satisfaction) of the closed-loop system is not guaranteed. In this paper we present an algorithm that by analyzing the CFTOC solution extracts regions of the state-space for which closed-loop stability and feasibility can be guaranteed. The algorithm computes the maximum positive invariant set and stability region (in the classical Lyapunov stability sense) of a piecewise affine system by combining reachability analysis with some basic polyhedral manipulation. The simplicity of the overall computation stems from the fact that in all steps of the algorithm only linear programs need to be solved.

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  author       = {F. J. Christophersen and M. Baoti{\'c} and
                  M. Morari},
  title	       = {{Stability Analysis of Hybrid Systems with a Linear
                  Performance Index}},
  institution  = {Automatic Control Laboratory},
  year	       = 2003,
  address      = {Swiss Federal Institute of Technology (ETH)},
  month	       = oct,
  number       = {AUT03-14},
  note	       = {Available from
  keywords     = {discrete-time linear hybrid systems, constrained
                  finite time optimal control, linear performance
                  index, receding horizon control, stability,
                  feasibility, maximum positive invariant set},
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