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JOINT SPECTRAL RADIUS AND PATH-COMPLETE GRAPH LYAPUNOV

By Amir Ali Ahmadi, Raphaël Jungers, Pablo A. Parrilo and Mardavij Roozbehani

Abstract

Abstract. We introduce the framework of path-complete graph Lyapunov functions for approximation of the joint spectral radius. The approach is based on the analysis of the underlying switched system via inequalities imposed among multiple Lyapunov functions associated to a labeled directed graph. Inspired by concepts in automata theory and symbolic dynamics, we define a class of graphs called path-complete graphs, and show that any such graph gives rise to a method for proving stability of the switched system. This enables us to derive several asymptotically tight hierarchies of semidefinite programming relaxations that unify and generalize many existing techniques such as common quadratic, common sum of squares, and maximum/minimum-of-quadratics Lyapunov functions. We compare the quality of approximation obtained by certain classes of path-complete graphs including a family of dual graphs and all path-complete graphs with two nodes on an alphabet of two matrices. We provide approximation guarantees for several families of path-complete graphs, such as the De Bruijn graphs, establishing as a byproduct a constructive converse Lyapunov theorem for maximum/minimum-of-quadratics Lyapunov functions. Key words. joint spectral radius, stability of switched systems, linear difference inclusions

Topics: finite automata
Year: 2014
OAI identifier: oai:CiteSeerX.psu:10.1.1.416.4653
Provided by: CiteSeerX
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