Characterization of well-posedness of piecewise linear systems

One of the basic issues in the study of hybrid systems is the well-posedness (existence and uniqueness of solutions) problem of discontinuous dynamical systems. The paper addresses this problem for a class of piecewise-linear discontinuous systems under the definition of solutions of Caratheodory. The concepts of jump solutions or of sliding modes are not considered here. In this sense, the problem to be discussed is one of the most basic problems in the study of well-posedness for discontinuous dynamical systems. First, we derive necessary and sufficient conditions for bimodal systems to be well-posed, in terms of an analysis based on lexicographic inequalities and the smooth continuation property of solutions. Next, its extensions to the multimodal case are discussed. As an application to switching control, in the case that two state feedback gains are switched according to a criterion depending on the state, we give a characterization of all admissible state feedback gains for which the closed loop system remains well-pose

A Sums-of-Squares Extension of Policy Iterations

In order to address the imprecision often introduced by widening operators in static analysis, policy iteration based on min-computations amounts to considering the characterization of reachable value set of a program as an iterative computation of policies, starting from a post-fixpoint. Computing each policy and the associated invariant relies on a sequence of numerical optimizations. While the early research efforts relied on linear programming (LP) to address linear properties of linear programs, the current state of the art is still limited to the analysis of linear programs with at most quadratic invariants, relying on semidefinite programming (SDP) solvers to compute policies, and LP solvers to refine invariants. We propose here to extend the class of programs considered through the use of Sums-of-Squares (SOS) based optimization. Our approach enables the precise analysis of switched systems with polynomial updates and guards. The analysis presented has been implemented in Matlab and applied on existing programs coming from the system control literature, improving both the range of analyzable systems and the precision of previously handled ones.Comment: 29 pages, 4 figure

A Gel'fand-type spectral radius formula and stability of linear constrained switching systems

Using ergodic theory, in this paper we present a Gel'fand-type spectral radius formula which states that the joint spectral radius is equal to the generalized spectral radius for a matrix multiplicative semigroup \bS^+ restricted to a subset that need not carry the algebraic structure of \bS^+. This generalizes the Berger-Wang formula. Using it as a tool, we study the absolute exponential stability of a linear switched system driven by a compact subshift of the one-sided Markov shift associated to \bS.Comment: 16 pages; to appear in Linear Algebra and its Application

Stability of uniformly bounded switched systems and Observability

This paper mainly deals with switched linear systems defined by a pair of Hurwitz matrices that share a common but not strict quadratic Lyapunov function. Its aim is to give sufficient conditions for such a system to be GUAS.We show that this property of being GUAS is equivalent to the uniform observability on $[0,+\infty)$ of a bilinear system defined on a subspace whose dimension is in most cases much smaller than the dimension of the switched system.Some sufficient conditions of uniform asymptotic stability are then deduced from the equivalence theorem, and illustrated by examples.The results are partially extended to nonlinear analytic systems

On feedback stabilization of linear switched systems via switching signal control

Motivated by recent applications in control theory, we study the feedback stabilizability of switched systems, where one is allowed to chose the switching signal as a function of $x(t)$ in order to stabilize the system. We propose new algorithms and analyze several mathematical features of the problem which were unnoticed up to now, to our knowledge. We prove complexity results, (in-)equivalence between various notions of stabilizability, existence of Lyapunov functions, and provide a case study for a paradigmatic example introduced by Stanford and Urbano.Comment: 19 pages, 3 figure

A Characterization of Lyapunov Inequalities for Stability of Switched Systems

We study stability criteria for discrete-time switched systems and provide a meta-theorem that characterizes all Lyapunov theorems of a certain canonical type. For this purpose, we investigate the structure of sets of LMIs that provide a sufficient condition for stability. Various such conditions have been proposed in the literature in the past fifteen years. We prove in this note that a family of languagetheoretic conditions recently provided by the authors encapsulates all the possible LMI conditions, thus putting a conclusion to this research effort. As a corollary, we show that it is PSPACE-complete to recognize whether a particular set of LMIs implies stability of a switched system. Finally, we provide a geometric interpretation of these conditions, in terms of existence of an invariant set.Comment: arXiv admin note: text overlap with arXiv:1201.322

Tropical Kraus maps for optimal control of switched systems

Kraus maps (completely positive trace preserving maps) arise classically in quantum information, as they describe the evolution of noncommutative probability measures. We introduce tropical analogues of Kraus maps, obtained by replacing the addition of positive semidefinite matrices by a multivalued supremum with respect to the L\"owner order. We show that non-linear eigenvectors of tropical Kraus maps determine piecewise quadratic approximations of the value functions of switched optimal control problems. This leads to a new approximation method, which we illustrate by two applications: 1) approximating the joint spectral radius, 2) computing approximate solutions of Hamilton-Jacobi PDE arising from a class of switched linear quadratic problems studied previously by McEneaney. We report numerical experiments, indicating a major improvement in terms of scalability by comparison with earlier numerical schemes, owing to the "LMI-free" nature of our method.Comment: 15 page