Jump Conditions for Second-Order Trajectory Sensitivities at Events

Trajectory sensitivity analysis has been widely used to analyze the dynamic behaviour of complex systems such as power system. It is common to use first-order sensitivities, which have been fully described for hybrid dynamical system. However, second-order trajectory sensitivities have only been analyzed for continuous systems. This paper derives the jump conditions describing the behaviour of second-order trajectory sensitivities at switching and reset events. This enables second-order sensitivity analysis of general hybrid dynamical systems. The jump conditions are illustrated using a simple power system example and the results are compared with first-order sensitivities. It is shown that incorporating second-order sensitivity increases the accuracy of trajectory approximation.