Synthesis of state-feedback optimal controllers for continuous-time switched linear systems

The paper deals with the optimal control of switched piecewise linear autonomous systems, where the objective is to minimize a performance index over an infinite time horizon. We assume that the switching sequence has a finite length: the unknown switching times and the switching sequence are the optimization parameters. We also assume that a cost may be associated to each switch. The optimal control for this class of systems takes the form of a state feedback, i.e., it is possible to identify a set of regions of the state space such that an optimal switch should occur if and only if the present state belongs to one of them. We show how the tables containing these regions can be computed off-line through a numerical procedure.