Automatica, Vol.44, No.9, 2398-2402, 2008
Root-mean-square gains of switched linear systems: A variational approach
We consider the problem of computing the root-mean-square (RMS) gain of switched linear systems. We develop a new approach which is based on an attempt to characterize the "worst-case" switching law (WCSL), that is, the switching law that yields the maximal possible gain. Our main result provides a sufficient condition guaranteeing that the WCSL can be characterized explicitly using the differential Riccati equations (DREs) corresponding to the linear subsystems. This condition automatically holds for first-order SISO systems, so we obtain a complete solution to the RMS gain problem in this case. (c) 2008 Elsevier Ltd. All rights reserved.
Keywords:switched and hybrid systems;bilinear control systems;optimal control;maximum principle;algebraic Riccati equation;differential Riccati equation;Hamilton-Jacobi-Bellman equation