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Generating Unstable Trajectories for Switched Systems via Dual Sum-Of-Squares Techniques

Published: 11 April 2016 Publication History

Abstract

The joint spectral radius (JSR) of a set of matrices characterizes the maximal asymptotic growth rate of an infinite product of matrices of the set. This quantity appears in a number of applications including the stability of switched and hybrid systems. Many algorithms exist for estimating the JSR but not much is known about how to generate an infinite sequence of matrices with an optimal asymptotic growth rate. To the best of our knowledge, the currently known algorithms select a small sequence with large spectral radius using brute force (or branch-and-bound variants) and repeats this sequence infinitely.
In this paper we introduce a new approach to this question, using the dual solution of a sum of squares optimization program for JSR approximation. Our algorithm produces an infinite sequence of matrices with an asymptotic growth rate arbitrarily close to the JSR. The algorithm naturally extends to the case where the allowable switching sequences are determined by a graph or finite automaton. Unlike the brute force approach, we provide a guarantee on the closeness of the asymptotic growth rate to the JSR. This, in turn, provides new bounds on the quality of the JSR approximation. We provide numerical examples illustrating the good performance of the algorithm.

Supplementary Material

ZIP File (hscc14.zip)
This directory contains code to recreate the examples from Benoît Legat and Raphaël M. Jungers and Pablo A. Parrilo, "Generating unstable trajectories for Switched Systems via Dual Sum-Of-Squares techniques" in Hybrid Systems Computational & Control, ACM (2016). Also a Read Me file with instructions

References

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A. A. Ahmadi, R. M. Jungers, P. A. Parrilo, and M. Roozbehani. Joint spectral radius and path-complete graph Lyapunov functions. SIAM Journal on Control and Optimization, 52(1):687--717, 2014.
[2]
A. A. Ahmadi and P. A. Parrilo. Joint spectral radius of rank one matrices and the maximum cycle mean problem. In CDC, pages 731--733, 2012.
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B. Barak, F. G. Brandao, A. W. Harrow, J. Kelner, D. Steurer, and Y. Zhou. Hypercontractivity, sum-of-squares proofs, and their applications. In Proceedings of the forty-fourth annual ACM Symposium on Theory of Computing, pages 307--326. ACM, 2012.
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V. D. Blondel and Y. Nesterov. Computationally efficient approximations of the joint spectral radius. SIAM Journal on Matrix Analysis and Applications, 27(1):256--272, 2005.
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V. D. Blondel and J. N. Tsitsiklis. The boundedness of all products of a pair of matrices is undecidable. Systems & Control Letters, 41(2):135--140, 2000.
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L. Cambier, M. Philippe, and R. Jungers. The CSSystem toolbox. http://www.mathworks.com/matlabcentral/fileexchange/52723-the-cssystem-toolbox, August 2015.
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X. Dai. A Gel'fand-type spectral radius formula and stability of linear constrained switching systems. Linear Algebra and its Applications, 436(5):1099--1113, 2012.
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G. Gripenberg. Computing the joint spectral radius. Linear Algebra and its Applications, 234:43--60, 1996.
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N. Guglielmi and M. Zennaro. An algorithm for finding extremal polytope norms of matrix families. Linear Algebra and its Applications, 428(10):2265--2282, 2008.
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R. Jungers. The joint spectral radius: theory and applications, volume 385. Springer Science & Business Media, 2009.
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R. M. Jungers, A. Cicone, and N. Guglielmi. Lifted polytope methods for computing the joint spectral radius. SIAM Journal on Matrix Analysis and Applications, 35(2):391--410, 2014.
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V. Kozyakin. The Berger-Wang formula for the Markovian joint spectral radius. Linear Algebra and its Applications, 448:315--328, 2014.
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J.-W. Lee and G. E. Dullerud. Uniform stabilization of discrete-time switched and Markovian jump linear systems. Automatica, 42(2):205--218, 2006.
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P. A. Parrilo and A. Jadbabaie. Approximation of the joint spectral radius using sum of squares. Linear Algebra and its Applications, 428(10):2385--2402, 2008.
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M. Philippe, R. Essick, G. Dullerud, and R. M. Jungers. Stability of discrete-time switching systems with constrained switching sequences. arXiv preprint arXiv:1503.06984, 2015.
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G.-C. Rota and W. Strang. A note on the joint spectral radius. Proceedings of the Netherlands Academy, 1960. 22:379--381.

Cited By

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  • (2021)A Numerical Method to Compute Stability Margins of Switching Linear Systems2021 American Control Conference (ACC)10.23919/ACC50511.2021.9483141(864-869)Online publication date: 25-May-2021
  • (2021)Approximation of the Constrained Joint Spectral Radius via Algebraic LiftingIEEE Transactions on Automatic Control10.1109/TAC.2020.302058066:7(3386-3392)Online publication date: Jul-2021
  • (2019)An Entropy-Based Bound for the Computational Complexity of a Switched SystemIEEE Transactions on Automatic Control10.1109/TAC.2019.290262564:11(4623-4628)Online publication date: Nov-2019
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cover image ACM Conferences
HSCC '16: Proceedings of the 19th International Conference on Hybrid Systems: Computation and Control
April 2016
324 pages
ISBN:9781450339551
DOI:10.1145/2883817
Permission to make digital or hard copies of all or part of this work for personal or classroom use is granted without fee provided that copies are not made or distributed for profit or commercial advantage and that copies bear this notice and the full citation on the first page. Copyrights for components of this work owned by others than ACM must be honored. Abstracting with credit is permitted. To copy otherwise, or republish, to post on servers or to redistribute to lists, requires prior specific permission and/or a fee. Request permissions from [email protected]

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Published: 11 April 2016

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Author Tags

  1. joint spectral radius
  2. path-complete lyapunov functions
  3. sum of squares programming
  4. switched systems

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HSCC '16 Paper Acceptance Rate 28 of 65 submissions, 43%;
Overall Acceptance Rate 153 of 373 submissions, 41%

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Cited By

View all
  • (2021)A Numerical Method to Compute Stability Margins of Switching Linear Systems2021 American Control Conference (ACC)10.23919/ACC50511.2021.9483141(864-869)Online publication date: 25-May-2021
  • (2021)Approximation of the Constrained Joint Spectral Radius via Algebraic LiftingIEEE Transactions on Automatic Control10.1109/TAC.2020.302058066:7(3386-3392)Online publication date: Jul-2021
  • (2019)An Entropy-Based Bound for the Computational Complexity of a Switched SystemIEEE Transactions on Automatic Control10.1109/TAC.2019.290262564:11(4623-4628)Online publication date: Nov-2019
  • (2019)Tree-Based Algorithms for the Stability of Discrete-Time Switched Linear Systems Under Arbitrary and Constrained SwitchingIEEE Transactions on Automatic Control10.1109/TAC.2018.288714264:9(3823-3830)Online publication date: Sep-2019
  • (2019)Stable Adaptive Co-simulation: A Switched Systems ApproachIUTAM Symposium on Solver-Coupling and Co-Simulation10.1007/978-3-030-14883-6_5(81-97)Online publication date: 15-May-2019
  • (2018)Minimally, Constrained Stable Switched Systems and Application to Co-Simulation2018 IEEE Conference on Decision and Control (CDC)10.1109/CDC.2018.8619223(5676-5681)Online publication date: Dec-2018
  • (2017)Invariant Sets Analysis for Constrained Switching SystemsIEEE Control Systems Letters10.1109/LCSYS.2017.27148401:2(256-261)Online publication date: Oct-2017
  • (2017)A simple tree-based algorithm for deciding the stability of discrete-time switched linear systems2017 IEEE 56th Annual Conference on Decision and Control (CDC)10.1109/CDC.2017.8264443(5298-5303)Online publication date: Dec-2017

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