On-Line Optimization of Switched-Mode Hybrid Dynamical Systems

摘要

This paper concerns the optimal mode-switching problem in hybrid dynamical systems, where it is desired to compute the switching times between the modes in order to minimize a given cost functional defined on the state trajectory of the system. The state variable cannot be directly observed, and it has to be estimated by an observer. The paper proposes an on-line algorithm and presents bounds on its convergence rate.