Polytope Lyapunov functions for stable and for stabilizable LSS

DOI10.1007/S10208-015-9301-9MaRDI QIDQ2397751zbMATH OpenOpenAlexFDO

Authors Nicola Guglielmi, Linda Laglia, Vladimir Yu. Protasov

Publication date 23 May 2017

Published in Foundations of Computational Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1406.5927

zbMATH Keywords

linear switching systemsLyapunov exponentpolytopeconesiterative methodjoint spectral radiuslower spectral radiusMetzler matrices

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Eigenvalues, singular values, and eigenvectors (15A18) Norms of matrices, numerical range, applications of functional analysis to matrix theory (15A60) Eigenvalue problems (93B60) 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) Software, source code, etc. for problems pertaining to linear algebra (15-04)

Abstract: We present a new approach for constructing polytope Lyapunov functions for continuous-time linear switching systems (LSS). This allows us to decide the stability of LSS and to compute the Lyapunov exponent with a good precision in relatively high dimensions. The same technique is also extended for stabilizability of positive systems by evaluating a polytope concave Lyapunov function ("antinorm") in the cone. The method is based on a suitable discretization of the underlying continuous system and provides both a lower and an upper bound for the Lyapunov exponent. The absolute error in the Lyapunov exponent computation is estimated from above and proved to be linear in the dwell time. The practical efficiency of the new method is demonstrated in several examples and in the list of numerical experiments with randomly generated matrices of dimensions up to $10$ (for general linear systems) and up to $100$ (for positive systems). The development of the method is based on several theoretical results proved in the paper: the existence of monotone invariant norms and antinorms for positively irreducible systems, the equivalence of all contractive norms for stable systems and the linear convergence theorem.

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Cited in

(14)

• Antinorms on cones: duality and applications
• Switching systems with dwell time: computing the maximal Lyapunov exponent
• How do the lengths of switching intervals influence the stability of a dynamical system?
• Comprehensive Lyapunov functions for linear switching systems
• Resonance and marginal instability of switching systems
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• On absolute stability analysis by polyhedral Lyapunov functions
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• Counterexample-guided computation of polyhedral Lyapunov functions for piecewise linear systems
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• Generalized Markov-Bernstein inequalities and stability of dynamical systems
• Extremal norms for positive linear inclusions
• On the length of switching intervals of a stable dynamical system
• Upper and lower bounds for the maximal Lyapunov exponent of singularly perturbed linear switching systems

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