Efficient method for computing lower bounds on the p-radius of switched linear systems

DOI10.1016/J.SYSCONLE.2016.06.008zbMATH Open1344.93050arXiv1503.03034OpenAlexW1526998711MaRDI QIDQ313316FDOQ313316

Raphaël M. Jungers, Masaki Ogura, Victor M. Preciado

Publication date: 9 September 2016

Published in: Systems \& Control Letters (Search for Journal in Brave)

Abstract: This paper proposes lower bounds on a quantity called $L^p$-norm joint spectral radius, or in short, $p$-radius, of a finite set of matrices. Despite its wide range of applications to, for example, stability analysis of switched linear systems and the equilibrium analysis of switched linear economical models, algorithms for computing the $p$-radius are only available in a very limited number of particular cases. The proposed lower bounds are given as the spectral radius of an average of the given matrices weighted via Kronecker products and do not place any requirements on the set of matrices. We show that the proposed lower bounds theoretically extend and also can practically improve the existing lower bounds. A Markovian extension of the proposed lower bounds is also presented.

Full work available at URL: https://arxiv.org/abs/1503.03034

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zbMATH Keywords

Markov processesswitched linear systemsmean stability\(p\)-radius

Mathematics Subject Classification ID

Eigenvalue problems (93B60) Control/observation systems governed by functional relations other than differential equations (such as hybrid and switching systems) (93C30)

Cites Work

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Cited In (7)

• Fast Approximation of the $p$-Radius, Matrix Pressure, or Generalized Lyapunov Exponent for Positive and Dominated Matrices
• An improved method of ultimate bound computation for linear switched systems with bounded disturbances
• Linear switched dynamical systems on graphs
• An inequality for the matrix pressure function and applications
• Title not available (Why is that?)
• Title not available (Why is that?)
• Approximating the spectral abscissa for switched linear systems via coordinate transformations

Uses Software

• GradSamp
• JSR

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