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

DOI10.1016/J.LAA.2020.12.013MaRDI QIDQ2229449zbMATH OpenOpenAlexFDO

Authors Yacine Chitour, Guilherme Mazanti, Mario Sigalotti

Publication date 17 February 2021

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

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

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)

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.

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Cited in

(9)

• A joint spectral radius for \(\omega\)-regular language-driven switched linear systems
• Duality results for the joint spectral radius and transient behavior
• Computing the spectral gap of a family of matrices
• 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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