On the gap between deterministic and probabilistic joint spectral radii for discrete-time linear systems

DOI10.1016/J.LAA.2020.12.013zbMATH Open1461.93228arXiv1812.08399OpenAlexW2905389173MaRDI QIDQ2229449FDOQ2229449

Authors: Yacine Chitour, Guilherme Mazanti, Mario Sigalotti 

Publication date: 17 February 2021

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Abstract: Given a discrete-time linear switched system $Sigma(mathcalA)$ associated with a finite set $mathcalA$ of matrices, we consider the measures of its asymptotic behavior given by, on the one hand, its deterministic joint spectral radius $h{o}_{mathrmd}(mathcalA)$ and, on the other hand, its probabilistic joint spectral radii $h{o}_{mathrmp}(u,P,mathcalA)$ for Markov random switching signals with transition matrix $P$ and a corresponding invariant probability $u$. Note that $h{o}_{mathrmd}(mathcalA)$ is larger than or equal to $h{o}_{mathrmp}(u,P,mathcalA)$ for every pair $(u,P)$. In this paper, we investigate the cases of equality of $h{o}_{mathrmd}(mathcalA)$ with either a single $h{o}_{mathrmp}(u,P,mathcalA)$ or with the supremum of $h{o}_{mathrmp}(u,P,mathcalA)$ over $(u,P)$ and we aim at characterizing the sets $mathcalA$ for which such equalities may occur.

Full work available at URL: https://arxiv.org/abs/1812.08399

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zbMATH Keywords

Markov processjoint spectral radiuslinear switched systems

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Control/observation systems governed by functional relations other than differential equations (such as hybrid and switching systems) (93C30)

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Cited In (9)

• A joint spectral radius for \(\omega\)-regular language-driven switched linear systems
• Computing the spectral gap of a family of matrices
• Duality results for the joint spectral radius and transient behavior
• Minimax joint spectral radius and stabilizability of discrete-time linear switching control systems
• On the gap between deterministic and probabilistic Lyapunov exponents for continuous-time linear systems
• Performance estimation of switched linear systems via \(n \times (n+2)\) generalized coordinate transformations
• A limit formula for joint spectral radius with \(p\)-radius of probability distributions
• Stability of shuffled switched linear systems: A joint spectral radius approach
• Generalized joint spectral radius and stability of switching systems

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