Guaranteed cost control and anti-windup design of saturated switched systems

In this paper, the problem of guaranteed cost control and anti-windup design is studied for a class of switched systems with actuator saturation. The switching strategy and anti-windup compensator are designed to ensure the asymptotic stability of the closed-loop system and to obtain the minimum upper bound of the cost function. Some sufficient conditions for the existence of an anti-windup compensator of guaranteed cost are given by using the multiple Lyapunov functions method. On this basis, the minimum upper bound of the cost function is determined by solving the optimisation problem under the constraint of linear matrix inequality (LMI). Finally, a numerical example is given to verify the effectiveness of the proposed method.