Optimal state-feedback quadratic regulation of linear hybrid automata

For linear hybrid automata, namely switched linear autonomous systems whose mode of operation is determined by a controlled automaton, in this paper we face the problem of optimal control, where the objective is to minimize a quadratic performance index over an infinite time horizon. The quantities to be optimized are the sequence of switching times and the sequence of modes (or ”locations”), under the following constraints: the sequence of modes has a finite length; the discrete dynamics of the automaton restricts the possible switches from a given location to the next location, with a cost associated to each switch; the time interval between two consecutive switching times is greater than a fixed quantity. We show how a state-feedback solution can be computed off-line through a numerical procedure