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arXiv · 2103.13017

Peak Estimation for Uncertain and Switched Systems

Jared Miller·Didier Henrion·Mario Sznaier·Milan Korda
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Abstract

Peak estimation bounds extreme values of a function of state along trajectories of a dynamical system. This paper focuses on extending peak estimation to continuous and discrete settings with time-independent and time-dependent uncertainty. Techniques from optimal control are used to incorporate uncertainty into an existing occupation measure-based peak estimation framework, which includes special consideration for handling switching uncertainties. The resulting infinite-dimensional linear programs can be solved approximately with Linear Matrix Inequalities arising from the moment-SOS hierarchy.

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Jared Miller, Didier Henrion, Mario Sznaier, Milan Korda. 2021-03-24. Peak Estimation for Uncertain and Switched Systems. https://arxiv.org/abs/2103.13017

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