The problem of guaranteed cost control is investigated for a class of discrete-time saturated switched systems. The purpose is to design the switched law and state feedback control law such that the closed-loop system is asymptotically stable and the upper-bound of the cost function is minimized. Based on the multiple Lyapunov functions approach, some sufficient conditions for the existence of guaranteed cost controllers are obtained. Furthermore, a convex optimization problem with linear matrix inequalities (LMI) constraints is formulated to determine the minimum upper-bound of the cost function. Finally, a numerical example is given to demonstrate the effectiveness of the proposed method.
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