Module-oriented automatic differentiation in nonlinear control

Abstract

In this paper, a module-oriented automatic differentiation (MAD) approach is presented based on traditional automatic differentiation algorithms. This approach can well exploit the sparsity of the model by partitioning it into a series of sequential modules and choosing the best differentiation algorithm for each module accordingly. Numerical results show that for nonlinear system, module-oriented automatic differentiation can calculate the Lie derivatives and Jacobians efficiently.