Optimal control of switching times in switched linear systems

Bartolomeo Stellato; Sina Ober-Blobaum; Paul J. Goulart

doi:10.1109/CDC.2016.7799384

Optimal control of switching times in switched linear systems

Bartolomeo Stellato, Sina Ober-Blobaum, Paul J. Goulart

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

12 Scopus citations

Abstract

Switching time optimization arises in finite-horizon 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.

Original language	English (US)
Title of host publication	2016 IEEE 55th Conference on Decision and Control, CDC 2016
Publisher	Institute of Electrical and Electronics Engineers Inc.
Pages	7228-7233
Number of pages	6
ISBN (Electronic)	9781509018376
DOIs	https://doi.org/10.1109/CDC.2016.7799384
State	Published - Dec 27 2016
Externally published	Yes
Event	55th IEEE Conference on Decision and Control, CDC 2016 - Las Vegas, United States Duration: Dec 12 2016 → Dec 14 2016

Publication series

Name	2016 IEEE 55th Conference on Decision and Control, CDC 2016

Other

Other	55th IEEE Conference on Decision and Control, CDC 2016
Country/Territory	United States
City	Las Vegas
Period	12/12/16 → 12/14/16

All Science Journal Classification (ASJC) codes

Artificial Intelligence
Decision Sciences (miscellaneous)
Control and Optimization

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10.1109/CDC.2016.7799384

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Stellato, B., Ober-Blobaum, S., & Goulart, P. J. (2016). Optimal control of switching times in switched linear systems. In 2016 IEEE 55th Conference on Decision and Control, CDC 2016 (pp. 7228-7233). Article 7799384 (2016 IEEE 55th Conference on Decision and Control, CDC 2016). Institute of Electrical and Electronics Engineers Inc.. https://doi.org/10.1109/CDC.2016.7799384

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title = "Optimal control of switching times in switched linear systems",

abstract = "Switching time optimization arises in finite-horizon 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.",

author = "Bartolomeo Stellato and Sina Ober-Blobaum and Goulart, {Paul J.}",

note = "Publisher Copyright: {\textcopyright} 2016 IEEE.; 55th IEEE Conference on Decision and Control, CDC 2016 ; Conference date: 12-12-2016 Through 14-12-2016",

year = "2016",

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doi = "10.1109/CDC.2016.7799384",

language = "English (US)",

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Stellato, B, Ober-Blobaum, S & Goulart, PJ 2016, Optimal control of switching times in switched linear systems. in 2016 IEEE 55th Conference on Decision and Control, CDC 2016., 7799384, 2016 IEEE 55th Conference on Decision and Control, CDC 2016, Institute of Electrical and Electronics Engineers Inc., pp. 7228-7233, 55th IEEE Conference on Decision and Control, CDC 2016, Las Vegas, United States, 12/12/16. https://doi.org/10.1109/CDC.2016.7799384

Optimal control of switching times in switched linear systems. / Stellato, Bartolomeo; Ober-Blobaum, Sina; Goulart, Paul J.
2016 IEEE 55th Conference on Decision and Control, CDC 2016. Institute of Electrical and Electronics Engineers Inc., 2016. p. 7228-7233 7799384 (2016 IEEE 55th Conference on Decision and Control, CDC 2016).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

TY - GEN

T1 - Optimal control of switching times in switched linear systems

AU - Stellato, Bartolomeo

AU - Ober-Blobaum, Sina

AU - Goulart, Paul J.

PY - 2016/12/27

Y1 - 2016/12/27

N2 - Switching time optimization arises in finite-horizon 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.

AB - Switching time optimization arises in finite-horizon 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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U2 - 10.1109/CDC.2016.7799384

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M3 - Conference contribution

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BT - 2016 IEEE 55th Conference on Decision and Control, CDC 2016

PB - Institute of Electrical and Electronics Engineers Inc.

T2 - 55th IEEE Conference on Decision and Control, CDC 2016

Y2 - 12 December 2016 through 14 December 2016

ER -

Optimal control of switching times in switched linear systems

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