Optimal control of switching times in switched linear systems

Switching time optimization arises in finitehorizon optimal control for switched systems where, given a sequence of continuous dynamics, we minimize a cost function with respect to the switching times. In this paper we propose an efficient method for computing optimal switching times in switched lin...

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Main Authors: Stellato, B, Goulart, P, Ober-Blöbaum, S
Format: Conference item
Published: Institute of Electrical and Electronics Engineers 2016
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author Stellato, B
Goulart, P
Ober-Blöbaum, S
author_facet Stellato, B
Goulart, P
Ober-Blöbaum, S
author_sort Stellato, B
collection OXFORD
description Switching time optimization arises in finitehorizon optimal control for switched systems where, given a sequence of continuous dynamics, we minimize a cost function with respect to the switching times. In this paper we propose an efficient method for computing optimal switching times in switched linear systems. We derive simple expressions for the cost function, the gradient and the Hessian which can be computed efficiently online without performing any integration. With the proposed method, the most expensive computations are decomposed into independent scalar exponentials which can be efficiently computed and parallelized. Simulation results show that our method is able to provide fast convergence and handle efficiently a high number switching times.
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spelling oxford-uuid:d4a0eb6e-9720-4fcc-925f-8d86077a4b8a2022-03-27T08:19:55ZOptimal control of switching times in switched linear systemsConference itemhttp://purl.org/coar/resource_type/c_5794uuid:d4a0eb6e-9720-4fcc-925f-8d86077a4b8aSymplectic Elements at OxfordInstitute of Electrical and Electronics Engineers2016Stellato, BGoulart, POber-Blöbaum, SSwitching time optimization arises in finitehorizon optimal control for switched systems where, given a sequence of continuous dynamics, we minimize a cost function with respect to the switching times. In this paper we propose an efficient method for computing optimal switching times in switched linear systems. We derive simple expressions for the cost function, the gradient and the Hessian which can be computed efficiently online without performing any integration. With the proposed method, the most expensive computations are decomposed into independent scalar exponentials which can be efficiently computed and parallelized. Simulation results show that our method is able to provide fast convergence and handle efficiently a high number switching times.
spellingShingle Stellato, B
Goulart, P
Ober-Blöbaum, S
Optimal control of switching times in switched linear systems
title Optimal control of switching times in switched linear systems
title_full Optimal control of switching times in switched linear systems
title_fullStr Optimal control of switching times in switched linear systems
title_full_unstemmed Optimal control of switching times in switched linear systems
title_short Optimal control of switching times in switched linear systems
title_sort optimal control of switching times in switched linear systems
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AT goulartp optimalcontrolofswitchingtimesinswitchedlinearsystems
AT oberblobaums optimalcontrolofswitchingtimesinswitchedlinearsystems