Regularity and directional differentiability with respect to parameters of solutions to nonlinear switching systems

Many physical systems and processes encompass several modes of operation with a different dynamical behavior in each mode. Switching systems provide a suitable mathematical model for such processes. It is well known that the continuous states of switching systems are often non-differentiable with re...

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Main Authors: Ye, J., Xu, Honglei
Format: Conference Paper
Published: Institute of Electrical and Electronics Engineers Inc. 2015
Online Access:http://hdl.handle.net/20.500.11937/9235
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author Ye, J.
Xu, Honglei
author_facet Ye, J.
Xu, Honglei
author_sort Ye, J.
building Curtin Institutional Repository
collection Online Access
description Many physical systems and processes encompass several modes of operation with a different dynamical behavior in each mode. Switching systems provide a suitable mathematical model for such processes. It is well known that the continuous states of switching systems are often non-differentiable with respect to parameters at the switching instants. However, states at these instants are often involved in optimal control of switching systems, resulting in nonsmooth dynamic programming problems. Directional derivative plays an important role in optimization and control theory. In this paper, we explore the directional differentiability of solutions to a class of switching systems with respect to parameters. We present some basic properties for the switching systems, including non-Zenoness, existence and uniqueness of solution, and local Lipschitzean of solution with respect to parameters. On this basis, we assert the directional differentiability of the solution with respect to parameters and give the formula of the directional derivative.
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publishDate 2015
publisher Institute of Electrical and Electronics Engineers Inc.
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spelling curtin-20.500.11937-92352017-09-13T14:48:44Z Regularity and directional differentiability with respect to parameters of solutions to nonlinear switching systems Ye, J. Xu, Honglei Many physical systems and processes encompass several modes of operation with a different dynamical behavior in each mode. Switching systems provide a suitable mathematical model for such processes. It is well known that the continuous states of switching systems are often non-differentiable with respect to parameters at the switching instants. However, states at these instants are often involved in optimal control of switching systems, resulting in nonsmooth dynamic programming problems. Directional derivative plays an important role in optimization and control theory. In this paper, we explore the directional differentiability of solutions to a class of switching systems with respect to parameters. We present some basic properties for the switching systems, including non-Zenoness, existence and uniqueness of solution, and local Lipschitzean of solution with respect to parameters. On this basis, we assert the directional differentiability of the solution with respect to parameters and give the formula of the directional derivative. 2015 Conference Paper http://hdl.handle.net/20.500.11937/9235 10.1109/WCICA.2014.7052902 Institute of Electrical and Electronics Engineers Inc. restricted
spellingShingle Ye, J.
Xu, Honglei
Regularity and directional differentiability with respect to parameters of solutions to nonlinear switching systems
title Regularity and directional differentiability with respect to parameters of solutions to nonlinear switching systems
title_full Regularity and directional differentiability with respect to parameters of solutions to nonlinear switching systems
title_fullStr Regularity and directional differentiability with respect to parameters of solutions to nonlinear switching systems
title_full_unstemmed Regularity and directional differentiability with respect to parameters of solutions to nonlinear switching systems
title_short Regularity and directional differentiability with respect to parameters of solutions to nonlinear switching systems
title_sort regularity and directional differentiability with respect to parameters of solutions to nonlinear switching systems
url http://hdl.handle.net/20.500.11937/9235