Robust optimal control of switched autonomous systems

This paper considers the robustness issue on switching time of switched systems, in which each switching point has perturbation for a small variation. Our goal is to find optimal switching instants such that the system's performance being resistant against perturbations. By using the integral averaging technique and combining with optimal control theory, the derivatives of the cost function with respect to the original switching times are derived. We focus on the fixed switching mode sequences and use a gradient-descent algorithm to find the optimal switching instants. The efficacy of the proposed method is illustrated via numerical examples.