Peak Estimation for Uncertain and Switched Systems

Jared Miller, Didier Henrion, Mario Sznaier, Milan Korda

Published 2021-03-24Version 1

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.