Guaranteed Cost Control and Anti-windup Design for Discrete-time Saturated Switched Systems

This paper considers the guaranteed cost control and anti-windup design problem for a class of discrete-time saturated switched systems. The anti-windup compensators are designed, for guaranteeing that the considered system is asymptotically stable and simultaneously the minimized upper-bound of the cost function is obtained. By using the switched Lyapunov function method, we derive some sufficient conditions about the existence of anti-windup compensation gains of guaranteed cost. Furthermore, the minimized upper-bound of the cost function is determined by solving an optimisation problem in terms of linear matrix inequalities (LMI) constraints. Finally, a numerical example is given to show the effectiveness of the proposed method.