Single integration optimization of linear time-varying switched systems

T. M. Caldwell*, T. D. Murphey

*Corresponding author for this work

Research output: Chapter in Book/Report/Conference proceedingConference contribution

7 Scopus citations

Abstract

This paper considers the switching time optimization of time-varying linear switched systems subject to quadratic cost-also potentially time-varying. The problem is formulated so that only a single set of differential equations need to be solved prior to optimization. Once these differential equations have been solved, the cost may be minimized over arbitrary number of modes and mode sequences without requiring additional simulation. The number of matrix multiplications needed to compute the gradient grows linearly with respect to the number of switching times, resulting in fast execution even for high dimensional optimizations. Lastly, the differential equations that need to be simulated are as smooth as the system's vector fields, despite the fact that the optimization itself is nonsmooth. Examples illustrate the technique and its efficiency, including a comparison with other standard techniques.

Original languageEnglish (US)
Title of host publicationProceedings of the 2011 American Control Conference, ACC 2011
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages2024-2030
Number of pages7
ISBN (Print)9781457700804
DOIs
StatePublished - 2011

Publication series

NameProceedings of the American Control Conference
ISSN (Print)0743-1619

ASJC Scopus subject areas

  • Electrical and Electronic Engineering

Fingerprint Dive into the research topics of 'Single integration optimization of linear time-varying switched systems'. Together they form a unique fingerprint.

Cite this