Optimal Controller Of A Two-Switched Linead System

Abstract

An embedding technique is proposed for solving and optimization problem for a two-switched linear system. The switched system is embedded into a larger family of systems and the optimization problem is studied for this family. For the latter problem, necessary conditions for optimality are obtained via the classical Maximum Principle. Sufficient conditions for the optimal trajectories of the two problems to coincide are formulated. The application of the technique is demonstrated on two examples.