Linear-quadratic Optimal Control of Switched Hybrid System Based on Dynamic Programming Principle

Faced with the switched linear hybrid system on the condition of fixed subsystem switching time sequence and the optimal control problem of quadratic characteristic indexes, the authors, by means of dynamic programming principle, disintegrate a multistage descision process into a series of single-stage descision processes easy to find solutions, that is to say, in any given switched time t_k(_k= 1,2,3,…, K), disintegrate the process of finding optimal control of whole hybrid system into K+1 single-stage processes of this kind， and on this basis present the analytical structure method and solution-finding procedure of the optimal control of hybrid system, and compile the genetic algorithm on MATLAB to search optimization.