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Optimal Switching Synthesis for Jump Linear Systems With Gaussian Initial State Uncertainty

[+] Author Affiliations
Kooktae Lee, Raktim Bhattacharya

Texas A&M University, College Station, TX

Paper No. DSCC2014-5877, pp. V002T24A003; 9 pages
  • ASME 2014 Dynamic Systems and Control Conference
  • Volume 2: Dynamic Modeling and Diagnostics in Biomedical Systems; Dynamics and Control of Wind Energy Systems; Vehicle Energy Management Optimization; Energy Storage, Optimization; Transportation and Grid Applications; Estimation and Identification Methods, Tracking, Detection, Alternative Propulsion Systems; Ground and Space Vehicle Dynamics; Intelligent Transportation Systems and Control; Energy Harvesting; Modeling and Control for Thermo-Fluid Applications, IC Engines, Manufacturing
  • San Antonio, Texas, USA, October 22–24, 2014
  • Conference Sponsors: Dynamic Systems and Control Division
  • ISBN: 978-0-7918-4619-3
  • Copyright © 2014 by ASME


This paper provides a method to design an optimal switching sequence for jump linear systems with given Gaussian initial state uncertainty. In the practical perspective, the initial state contains some uncertainties that come from measurement errors or sensor inaccuracies and we assume that the type of this uncertainty has the form of Gaussian distribution. In order to cope with Gaussian initial state uncertainty and to measure the system performance, Wasserstein metric that defines the distance between probability density functions is used. Combining with the receding horizon framework, an optimal switching sequence for jump linear systems can be obtained by minimizing the objective function that is expressed in terms of Wasserstein distance. The proposed optimal switching synthesis also guarantees the mean square stability for jump linear systems. The validations of the proposed methods are verified by examples.

Copyright © 2014 by ASME



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