Data driven stability analysis of black-box switched linear systems

DOI10.1016/J.AUTOMATICA.2019.108533zbMATH Open1429.93266arXiv1803.03687OpenAlexW2969264971WikidataQ127346736 ScholiaQ127346736MaRDI QIDQ2280933FDOQ2280933

Authors: Joris Kenanian, Raphaël M. Jungers, Ayça Balkan, Paulo Tabuada 

Publication date: 19 December 2019

Published in: Automatica (Search for Journal in Brave)

Abstract: Can we conclude the stability of an unknown dynamical system from the knowledge of a finite number of snapshots of trajectories? We tackle this black-box problem for switched linear systems. We show that, for any given random set of observations, one can give probabilistic stability guarantees. The probabilistic nature of these guarantees implies a trade-off between their quality and the desired level of confidence. We provide an explicit way of computing the best stability-like guarantee, as a function of both the number of observations and the required level of confidence. Our proof techniques rely on geometrical analysis, chance-constrained optimization, and stability analysis tools for switched systems, including the joint spectral radius.

Full work available at URL: https://arxiv.org/abs/1803.03687

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zbMATH Keywords

optimizationstabilitylearning algorithmsLyapunov methodsswitched systemsdata-driven verification

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) Lyapunov and other classical stabilities (Lagrange, Poisson, (L^p, l^p), etc.) in control theory (93D05)

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Cited In (10)

• Data-driven switching modeling for MPC using regression trees and random forests
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• Linear matrix inequality relaxations and its application to data‐driven control design for switched affine systems
• Strategy synthesis for partially-known switched stochastic systems
• Counterexample-guided computation of polyhedral Lyapunov functions for piecewise linear systems
• Data-driven verification and synthesis of stochastic systems via barrier certificates
• Stability analysis of switched ARX models and application to learning with guarantees
• Computing Controlled Invariant Sets from Data Using Convex Optimization
• Learning stability guarantees for constrained switching linear systems from noisy observations
• Learning stability of partially observed switched linear systems

Uses Software

• Digital Library of Mathematical Functions
• AS 64
• JSR

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