Polytope Lyapunov functions for stable and for stabilizable LSS
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Publication:2397751
DOI10.1007/S10208-015-9301-9zbMATH Open1361.93050arXiv1406.5927OpenAlexW1547943045MaRDI QIDQ2397751FDOQ2397751
Linda Laglia, Nicola Guglielmi, Vladimir Yu. Protasov
Publication date: 23 May 2017
Published in: Foundations of Computational Mathematics (Search for Journal in Brave)
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 (for general linear systems) and up to (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.
Full work available at URL: https://arxiv.org/abs/1406.5927
linear switching systemsLyapunov exponentpolytopeconesiterative methodjoint spectral radiuslower spectral radiusMetzler matrices
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)
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