Infinite-Horizon Joint LQG Synthesis of Switching and Feedback in Discrete Time

Given a multi-modal linear plant, the objective is to obtain a mode switching sequence and a switching-path-dependent feedback controller that jointly stabilize the plant and achieve a desired LQG performance. The synthesis of a dynamic output feedback controller can be carried out separately from that of a switching sequence between modes. Moreover, the switching sequence can be obtained by iteratively solving convex programs.

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