4 research outputs found
Converse Lyapunov theorems for discrete-time linear switching systems with regular switching sequences
We present a stability analysis framework for the general class of
discrete-time linear switching systems for which the switching sequences belong
to a regular language. They admit arbitrary switching systems as special cases.
Using recent results of X. Dai on the asymptotic growth rate of such systems,
we introduce the concept of multinorm as an algebraic tool for stability
analysis.
We conjugate this tool with two families of multiple quadratic Lyapunov
functions, parameterized by an integer T >= 1, and obtain converse Lyapunov
Theorems for each.
Lyapunov functions of the first family associate one quadratic form per state
of the automaton defining the switching sequences. They are made to decrease
after every T successive time steps. The second family is made of the
path-dependent Lyapunov functions of Lee and Dullerud. They are parameterized
by an amount of memory (T-1) >= 0.
Our converse Lyapunov theorems are finite. More precisely, we give sufficient
conditions on the asymptotic growth rate of a stable system under which one can
compute an integer parameter T >= 1 for which both types of Lyapunov functions
exist.
As a corollary of our results, we formulate an arbitrary accurate
approximation scheme for estimating the asymptotic growth rate of switching
systems with constrained switching sequences
Joint Spectral Radius and Path-Complete Graph Lyapunov Functions
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.Comment: To appear in SIAM Journal on Control and Optimization. Version 2 has
gone through two major rounds of revision. In particular, a section on the
performance of our algorithm on application-motivated problems has been added
and a more comprehensive literature review is presente