Data driven stability analysis of black-box switched linear systems
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Publication:2280933
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.
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Cited in
(11)- Stability analysis of switched ARX models and application to learning with guarantees
- Learning stability of partially observed switched linear systems
- Strategy synthesis for partially-known switched stochastic systems
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- Counterexample-guided computation of polyhedral Lyapunov functions for piecewise linear systems
- Linear matrix inequality relaxations and its application to data‐driven control design for switched affine systems
- Case studies in data-driven verification of dynamical systems
- Computing controlled invariant sets from data using convex optimization
- Data-driven switching modeling for MPC using regression trees and random forests
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