Transition-Time Optimization for Switched-Mode Dynamical Systems

Abstract

This note considers the problem of determining optimal switching times at which mode transitions should occur in multimodal, hybrid systems. It derives a simple formula for the gradient of the cost functional with respect to the switching times, and uses it in a gradient-descent algorithm. Much of the analysis is carried out in the setting of optimization problems involving fixed switching-mode sequences, but a possible extension is pointed out for the case where the switching-mode sequence is a part of the variable. Numerical examples testify to the viability of the proposed approach.