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Discrete-Valued Control of Linear Time-Invariant Systems by Sum-of-Absolute-Values Optimization

Takuya IkedaGraduate School of Informatics, Kyoto University, JapanMasaaki NagaharaInstitute of Environmental Science and Technology, The University of Kitakyushu, JapanShunsuke OnoLaboratory for Future Interdisciplinary Research of Science and Technology, Tokyo Institute of Technology, Japan
2016en
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In this paper, we propose a new design method of discrete-valued control for continuous-time linear timeinvariant systems based on sum-of-absolute-values (SOAV) optimization. We first formulate the discrete-valued control design as a finite-horizon SOAV optimal control, which is an extended version of L <sup xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">1</sup> optimal control. We then give simple conditions that guarantee the existence, discreteness, and uniqueness of the SOAV optimal control. Also, we show that the value function is continuous, by which we prove the stability of infinite-horizon model predictive SOAV control systems. We provide a fast algorithm for the SOAV optimization based on the alternating direction method of multipliers (ADMM), which has an important advantage in real-time control computation. A simulation result shows the effectiveness of the proposed method.

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