Polytope joint Lyapunov functions for positive LSS | IEEE Conference Publication | IEEE Xplore

Polytope joint Lyapunov functions for positive LSS


Abstract:

We consider switched linear systems of odes, ẋ x(t)= A(u(t))x(t) where A(u(t)) ∈ A, a compact set of matrices. In this paper we propose a new method for the approximation...Show More

Abstract:

We consider switched linear systems of odes, ẋ x(t)= A(u(t))x(t) where A(u(t)) ∈ A, a compact set of matrices. In this paper we propose a new method for the approximation of the upper Lyapunov exponent and lower Lyapunov exponent of the LSS when the matrices in A are Metzler matrices (or the generalization of them for arbitrary cone), arising in many interesting applications (see e.g. [9]). The method is based on the iterative construction of invariant positive polytopes for a sequence of discretized systems obtained by forcing the switching instants to be multiple of Δ(k)t where Δ(k)t → 0 as k → ∞. These polytopes are then used to generate a monotone piecewise-linear joint Lyapunov function on the positive orthant, which gives tight upper and lower bounds for the Lyapunov exponents. As a byproduct we detect whether the considered system is stabilizable or uniformly stable. The efficiency of this approach is demonstrated in numerical examples, including some of relatively large dimensions.
Date of Conference: 10-13 December 2013
Date Added to IEEE Xplore: 10 March 2014
ISBN Information:
Print ISSN: 0191-2216
Conference Location: Firenze, Italy

References

References is not available for this document.