Discrete optimal control systems design using Simulated Annealing

This work presents an approach to solve the Discrete-Time Invariant Linear Quadratic Optimal Control problem which minimizes a performance index (either minimum time and/or minimum energy). The design approach presented in this paper transforms the LQ problem into a combinatorial optimization problem and use the Simulated Annealing algorithm to perform the optimization part. In addition, a non conventional performance index is proposed. Some SISO and MIMO systems are tested with this approach. Their results proved the approach to be an excellent option to find a solution to the problem.