Abstract
A dynamic system that models the operation of a switching device (switch) is considered. During the operation, the system changes its state a finite number of times. The change of state (switching) is described by a recurrent inclusion, which corresponds to the representation of the switch by a dynamic finite state machine with memory; instantaneous multiple switchings are admitted. The instants of time at which switchings are made and the number of switchings are not given in advance. They are found by optimizing a functional in which the number of switchings and the cost of each of them are taken into account. Necessary optimality conditions for such systems are proved. Different versions of the optimality conditions for different types of constraints are given. In particular, under additional convexity conditions, conditions that are similar to the maximum principle for discrete systems are obtained. The application of the optimality conditions is illustrated by examples.
Similar content being viewed by others
References
R. W. Brockett, “Hybrid models for motion control systems,” in Perspectives in the Theory and Its Applications (Birkhauser, Boston, 1993), pp. 29–53.
M. S. Branicky, V. S. Borkar, and S. K. Mitter, “A unified framework for hybrid control: model and optimal control theory,” IEEE Trans. Aut. Control 43, 31–45 (1998).
S. Hedlund and A. Rantzer, “Optimal control of hybrid systems,” in Proceedings of the 38th IEEE Conference on Decision and Controk, Phoenix, AZ, 1999, p. 3972–3977.
C. G. Cassandras, D. L. Pepyne, and Y. Wardi, “Optimal control of a class of hybrid systems,” IEEE Trans. Autom. Control 46 (3), 398–415 (2001).
V. I. Gurman, “Models and optimality conditions for hybrid controlled systems,” J. Comput. Syst. Sci. Int. 43, 560 (2004).
D. Liberzzon, Switching in Systems and Control (Springer, Berlin, 2003).
Z. Li, Y. Soh, and C. Wen, Switched and Impulsive Systems: Analysis, Design and Applications (Springer, Berlin, 2005).
X. Xu and P. J. Antsaklis, “On time optimal control of integrator switched systems with state constrains,” J. Nonlin. Anal., Spec. Iss. Hybrid Syst. 62, 1453–1465 (2005).
H. Axelsson, M. Boccadoro, M. Egerstedt, et al., “Optimal mode-switching for hybrid systems with varying initial states,” J. Nonlin. Anal.: Hybrid Syst. Appl. 2, 765–772 (2008).
S. N. Vasil’ev and A. I. Malikov, “On some results on stability of switched and hybride systems,” in Actual Problems of Continuous Media Mechanics (Foliant, Kazan, 2001), Vol. 1 [in Russian].
A. S. Bortnikovskii and A. V. Panteleev, “Sufficient conditions for optimal control of continuous-discrete systems,” Avtom. Telemekh., No. 7, 57–66 (1987).
S. N. Vasil’ev, A. K. Zherlov, E. A. Fedosov, et al., Intelligent Control of Dynamic Systems (Fizmatlit, Moscow, 2000) [in Russian].
K. D. Zhuk and A. A. Timchenko, Automated Design of Logical-Dynamical Systems (Nauk. Dumka, Kiev, 1981) [in Russian].
K. D. Zhuk, A. A. Timchenko, and T. I. Dalenko, Investigation of Structures and Modeling of Logical-Dynamical Systems (Nauk. dumka, Kiev, 1975) [in Russian].
V. V. Semenov, “Dinamical programming in the synthesis of logical-dynamical systems,” Priborostroenie, No. 9, 71–77 (1984).
A. S. Bortakovskii, “Sufficient conditions of optimal control of determinated logical-dynamical systems,” Informat., Ser. A: Avtomatiz. Proektir., Nos. 2–3, 72–79 (1992).
Proceedings of the IFAC Workshop on Modelling and Analysis of Logic Controlled Dynamic Systems (Inst. Dinamiki Sustem Teor. Upravl., Sib. Otdel. RAN, Irkutsk, 2003).
V. A. Baturin, E. V. Goncharova, and N. S. Maltugueva, “Iterative methods for solution of problems of optimal control of logic–dynamic systems,” J. Comput. Syst. Sci. Int. 49, 731 (2010).
V. I. Gurman, Expansion Principle in Control Problems (Nauka, Moscow, 1985) [in Russian].
I. V. Rasina, “Discrete-continuous models and optimization of controlled processes,” Program. Sist.: Teor. Prilozh., No. 5 (9), 49–72 (2012).
V. I. Gurman, “Models and optimality conditions for hybrid controlled systems,” J. Comput. Syst. Sci. Int. 43, 560 (2004).
B. M. Miller and E. Ya. Rubinovich, Optimization of Dynamic Systems with Impulsive Controls (Nauka, Moscow, 2004) [in Russian].
A. I. Propoi, Theory Elements of Optimal Discrete Processes (Nauka, Moscow, 1973).
V. G. Boltyanskii, Optimal Control of Discrete Systems (Nauka, Moscow, 1973) [in Russian].
A. S. Bortakovskii, “Synthesis of optimal switched systems,” J. Comput. Syst. Sci. Int. 54, 715 (2015).
A. S. Bortakovskii, “Analytical design of optimal controllers in the class of logic-dynamic (hybrid) systems,” Autom. Remote Control 72, 2425 (2011).
L. S. Pontryagin, V. G. Boltyanskii, R. V. Gamkrelidze, et al., Mathematical Theory of Optimal Processes (Fizmatgiz, Moscow, 1961) [in Russian].
S. T. Zavalishchin and A. N. Sesekin, Impulse Processes: Models and Applications (Nauka, Moscow, 1991) [in Russian].
V. A. Dykhta and O. N. Samsonyuk, Optimal Impulse Control with Applications (Fizmatlit, Moscow, 2000) [in Russian].
A. B. Kurzhanskii and P. A. Tochilin, “Impulse controls in models of hybrid systems,” Differ. Equations 45, 731 (2009).
B. T. Polyak, Introduction to Optimization, Translations Series in Mathematics and Engineering (Nauka, Moscow, 1983; Optimization Software Inc., New York, 1987).
V. V. Vasil’ev, Methods of Extreme Problems Solution (Nauka, Moscow, 1981) [in Russian].
A. D. Ioffe and V. M. Tikhomirov, Theory of Extremal Problems (Nauka, Moscow, 1974; North-Holland, Amsterdam, 1979).
I. P. Natanson, Theory of Functions of a Real Variable (Gostekhteorizdat, Moscow, 1957; Literary Licensing, 2013).
Yu. G. Borisovich, B. D. Gel’man, A. D. Myshkis, and V. V. Obukhovskii, Introduction to the Theory of Multivalued Maps and Differential Inclusions (Voronezh. Gos. Univ., Voronezh, 1986) [in Russian].
S. F. Krotov and V. I. Gurman, Methods and Problems of Optimal Control (Nauka, Moscow, 1973) [in Russian].
A. T. Fuller, “Optimization of relay regulation systems by different quality criteria,” in Proceedings of the 1st International Congress of International Federation of Automatic Control IFAC (Akad. Nauk SSSR, Moscow, 1961), pp. 584–605.
Author information
Authors and Affiliations
Corresponding author
Additional information
Original Russian Text © A.S. Bortakovskii, 2016, published in Izvestiya Akademii Nauk, Teoriya i Sistemy Upravleniya, 2016, No. 5, pp. 34–46.
Rights and permissions
About this article
Cite this article
Bortakovskii, A.S. Necessary optimality conditions for switched systems. J. Comput. Syst. Sci. Int. 55, 712–724 (2016). https://doi.org/10.1134/S1064230716050051
Received:
Accepted:
Published:
Issue Date:
DOI: https://doi.org/10.1134/S1064230716050051