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Tutorial Ecole MACS: (Discrete-time) Switched systems Bourges June 16th 2015 Marc JUNGERS

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Page 1: Tutorial Ecole MACS: (Discrete-time) Switched …w3.onera.fr/mosar/sites/w3.onera.fr.mosar/files/201506_jungers...Tutorial Ecole MACS: (Discrete-time) Switched systems Bourges

Tutorial Ecole MACS:(Discrete-time) Switched systems

BourgesJune 16th 2015

Marc JUNGERS

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Outline of the tutorial

What are switched systems ?

About stability

Stability results for discrete-time switched systems (solving P1)

Stability results with constrained switching law (solving P2)

Stabilization results for discrete-time switched systems (solving P3)

Tutorial switched systems 2 / 58 M. Jungers

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Aims of the tutorial

Goals :

• Have an overview about switched systems.• Consider discrete-time linear autonomous switched systems.• Understand the main properties of switched systems.• Be familiar with stability and stabilization of switched systems.

Tutorial switched systems 3 / 58 M. Jungers

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Outline of the tutorial

What are switched systems ?Definition and link with hybrid systemsIllustrations and motivation

About stability

Stability results for discrete-time switched systems (solving P1)

Stability results with constrained switching law (solving P2)

Stabilization results for discrete-time switched systems (solving P3)

Tutorial switched systems 4 / 58 M. Jungers

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Definition of switched systems

Definition :Switched systems are the association of a finite set of dynamical systems(modes) and a switching law σ(·) that indicates at each time which mode isactive.

Let I = 1; · · · ; N, where N ∈ N is the number of modes.

Continuous-time

x(t) = fσ(t)(x(t), u(t), t), ∀t ∈ R+,

where• x(t) ∈ Rn is the state,• u(t) the input.

• σ the switching law

σ : R→ I.

Discrete-time

xk+1 = fσ(k)(xk , uk , k), ∀k ∈ N, (1)

where• xk ∈ Rn is the state,• uk the input.

• σ the switching law

σ : N→ I.

Tutorial switched systems 5 / 58 M. Jungers

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Assumptions for the switching law

Several assumptions :

• σ(·) is arbitrary.σ(·) is seen as a perturbation. The results should be true for all the switchinglaws. The generation of the signal k 7→ σ(k) could be very difficult to take intoaccount.

• σ(·) is state dependent.Here we have σ(k) = g(xk ).

• σ(·) is time dependent or has time constraints.This is for instance the case when σ(·) is periodic, or has a time constraintsuch a dwell time.

• σ(·) is a control input.The issue here is to design the switching law σ(·).

Tutorial switched systems 6 / 58 M. Jungers

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Particular case of hybrid systems

Hybrid system :Heterogenous interaction between continuous and discrete dynamics :

If z(t) ∈ C, z(t) ∈ F (z(t), u(t)), (flow map)

If z(t) ∈ D, z(t+) ∈ G(z(t), u(t)), (jump map).(2)

For continuous-time switched systems, we have :

C = D = Rn × I, z(t) =

(x(t)σ(t)

)∈ Rn+1, (3)

F (z(t)) =

(fi (x(t), u(t))i∈I

0

); G(z(t)) =

(x(t)I

). (4)

Tutorial switched systems 7 / 58 M. Jungers

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IllustrationsSaturated systems :Let x(t) ∈ R2, with

x(t) =

[−1 10 −5

]x(t) +

[0.21

]sat([

1 −1]

x(t)).

with

sat(u) =

−1 if u < −1,+1 if u > +1,u if − 1 ≤ u ≤ +1.

0 1 2 3 4 5 6 7 8 9 10−2

0

2

4

6

8

10

12

Tutorial switched systems 8 / 58 M. Jungers

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Illustrations

Boost converter :

Cdvo

dt= (2− σ)iL −

1R

vo, σ(t) ∈ 1; 2

LdiLdt

= vin − (2− σ)vo.

Tutorial switched systems 9 / 58 M. Jungers

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Illustrations

Multiagent systems :The new position of each agent i is a mean of the position of agents, who are inthe current neighborhood (depending on time k ). Existence of a consensuslimk→+∞ x (i)

k = x∗ ?

−1 −0.8 −0.6 −0.4 −0.2 0 0.2 0.4 0.6 0.8 1−1

−0.8

−0.6

−0.4

−0.2

0

0.2

0.4

0.6

0.8

1

xk+1 = A1xk

−1 −0.8 −0.6 −0.4 −0.2 0 0.2 0.4 0.6 0.8 1−1

−0.8

−0.6

−0.4

−0.2

0

0.2

0.4

0.6

0.8

1

xk+1 = A2xk

Tutorial switched systems 10 / 58 M. Jungers

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Illustrations

Switching controllers :

System

Controller 1

Controller N

...

Switched law

Tutorial switched systems 11 / 58 M. Jungers

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IllustrationsSliding modes :

Let x(t) ∈ R, with

x(t) = −sign(x(t)) =

−1 if x(t) > 0,+1 if x(t) < 0,undefined if x(t)=0.

0 1 2 3 4 5 6 7 8 9 10−1

0

1

2

3

4

5

5 5.5 6 6.5 7 7.5 8 8.5 9 9.5 10−0.03

−0.02

−0.01

0

0.01

0.02

0.03

Difficulties : Well-posed solution ? Possible presence of Zeno phenomenon.

Tutorial switched systems 12 / 58 M. Jungers

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Typical examples of embedded systems

Tutorial switched systems 13 / 58 M. Jungers

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Framework of the talk

Consider discrete-time switched systems :• Avoid well-posedness of solutions (different kinds of solutions : Filipov

solution etc),• Avoid Zeno phenomenon,• Simplicity and richness of this class of systems.

Assume also for this talk :• The modes are time invariant,• The modes are autonomous (or already in their closed-loop form).

To sum up, we consider in the following (with distinct assumptions on σ(·)) :

xk+1 = Aσ(k)xk . (5)

Tutorial switched systems 14 / 58 M. Jungers

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Outline of the tutorial

What are switched systems ?

About stabilityDefinitionsStability of time invariant discrete-time linear systemsProperties/Complexity of switched systemsMain problems

Stability results for discrete-time switched systems (solving P1)

Stability results with constrained switching law (solving P2)

Stabilization results for discrete-time switched systems (solving P3)

Tutorial switched systems 15 / 58 M. Jungers

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Definitions relative to stability

The definitions are relative to an equilibrium point. Here we assume that theequilibrium point is the origin x∗ = 0. In addition, the following definitions arevalid for linear switched systems, for which there does not exist finite timeescape.

Global asymptotic stability (GAS) : ensure that

limk 7→+∞

xk = 0, ∀(x0, σ(0)) ∈ Rn × I. (6)

Global uniform asymptotic stability (GUAS) : ensure that

limk 7→+∞

xk = 0, ∀(x0, σ(0)) ∈ Rn × I, ∀σ : N 7→ I. (7)

The term uniform means uniformly in σ(·).

Tutorial switched systems 16 / 58 M. Jungers

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Geometric approach

We recall stability results for the time invariant discrete-time linear system :

xk+1 = Axk , ∀k ∈ N. (8)

The solution is given byxk = Ak x0, ∀k ∈ N.

Theorem : The system (8) is GAS if and only if

ρ(A) = maxi∈|λi (A)| < 1. (9)

Tutorial switched systems 17 / 58 M. Jungers

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Lyapunov function approach

Theorem : Consider the system xk+1 = Axk and V : Rn → R, such that• V (x)→ +∞ as ‖x‖ → +∞. (radially unbounded).• V (0) = 0 and V (x) > 0 if x 6= 0. (positive definite).• V (Ax)− V (x) < 0, ∀x 6= 0. (decreasing)

Then the origin x∗ = 0 is GAS.

The function V is called a Lyapunov function and is an extended energy of thesystem, which should decrease to zero along all trajectories.

Tutorial switched systems 18 / 58 M. Jungers

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Converse theorem

Theorem : If the origin x∗ = 0 is GAS for the system xk+1 = Axk , then thereexists a Lyapunov function V (·).

In such a case, the difficulty is to obtain the expression of the Lyapunov functionV (·).

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Stability for linear systems with Lyapunov functions

Theorem : the following statements are equivalent :

1. The linear system xk+1 = Axk is GAS.

2. There is a quadratic Lyapunov function

V (x) = xT Px , (10)

where P is a positive definite matrix P > 0n such that the following Lyapunovinequality (Linear Matrix Inequality LMI) is satisfied :

AT PA− P < 0. (11)

3. There is a quadratic Lyapunov function

V (x) = xT Px , (12)

where P is the positive definite matrix P > 0n associated with any Q > 0such that the following Lyapunov equation is satisfied.

AT PA− P = −Q. (13)

Tutorial switched systems 20 / 58 M. Jungers

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Sketch of proof3)⇒ 2) . Trivial

AT PA− P = −Q < 0.2)⇒ 1) If the inequality AT PA− P < 0 has a positive definite solution

P > 0n, then there exists sufficient small 1 > ε > 0 such that

AT PA− P < −εP < 0.

Then, by considering V (x) = xT Px , and xk 6= 0,

V (xk+1)− V (xk ) = xTk (AT PA− P)xk < −εxT

k Pxk < 0,

which implies, with λmin(P)‖x‖2 ≤ xT Px ≤ λmax(P)‖x‖2, that

xTk Pxk ≤ (1− ε)k V (x0); ‖xk‖2 ≤ λmax(P)

λmin(P)‖x0‖2(1− ε)k .

1)⇒ 3) If the system xk+1 = Axk is GAS, then the Grammian associatedwith the pair (Q,A), with any Q > 0 is well-defined (the sumconverges). ∑

k∈N

(AT)k

QAk ,

and is a solution of the Lyapunov equation. To end the proof, wehave only to prove that P > 0.

Tutorial switched systems 21 / 58 M. Jungers

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Main difficulty concerning the stability

The stability of a switched system is not intuitive

xk+1 = Aσ(k)xk , x(0) = x0; xk ∈ R2 (14)

where σ : N→ 1, 2 is the switching rule, which imposes the active mode.

A1 =

[0.9960 −0.01000.0100 0.9960

]; A2 =

[0.9960 −0.19920.0005 0.9960

]; (15)

A1 and A2 have the same eigenvalues λ± = 0.9960± 0.0100i and are stable(Schur : ‖λ±‖ < 1) .

Tutorial switched systems 22 / 58 M. Jungers

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Stability of mode 1

60 50 40 30 20 10 0 10 204

2

0

2

4

6

8

σ(k) = 1, ∀k ∈ N.

Tutorial switched systems 23 / 58 M. Jungers

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Stability of mode 2

60 50 40 30 20 10 0 10 204

2

0

2

4

6

8

σ(k) = 2, ∀k ∈ N.

Tutorial switched systems 24 / 58 M. Jungers

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Comparing modal trajectories

60 50 40 30 20 10 0 10 204

2

0

2

4

6

8

σ(k) = 1,

σ(k) = 2, ∀k ∈ N.

Tutorial switched systems 25 / 58 M. Jungers

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Is the switched system stable for all switching laws ? (I)

60 50 40 30 20 10 0 10 204

2

0

2

4

6

8

σ(k) = 1 if xk,(1)xk,(2) ≤ 0σ(k) = 2 if xk,(1)xk,(2) > 0

Stable

Tutorial switched systems 26 / 58 M. Jungers

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Is the switched system stable for all switching laws ? (II)

3000 2500 2000 1500 1000 500 0 50050

0

50

100

150

200

250

σ(k) = 1 if xk,(1)xk,(2) > 0σ(k) = 2 if xk,(1)xk,(2) ≤ 0

Unstable

Tutorial switched systems 27 / 58 M. Jungers

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Main problems

See [LM99].

P1 Find stability conditions such that the switched system isasymptotically stable for any switching law.

P2 Given a switching law, determine if the switched system isasymptotically stable.

P3 Give the switching signal which makes the system asymptoticallystable. P3 is called the stabilization problem.

Tutorial switched systems 28 / 58 M. Jungers

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Outline of the tutorial

What are switched systems ?

About stability

Stability results for discrete-time switched systems (solving P1)The joint spectral radiusThe common Lyapunov function approach

Stability results with constrained switching law (solving P2)

Stabilization results for discrete-time switched systems (solving P3)

Tutorial switched systems 29 / 58 M. Jungers

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Geometric approach : the joint spectral radius

The joint spectral radius of a set of matrices A = A1, · · · ,AN, denoted ρ(A) isan extension of the radius of a matrix A (i.e. ρ(A)) and gives a necessary andsufficient condition for the stability of the system (5) and solves P1. See [The05].

Remark : the joint spectral radius is the maximal growing rate which may beobtained by using long products of matrices from a given set.

We defineρ(A) = lim supp→+∞ρp(A), (16)

whereρp(A) = sup

Ai1,Ai2

,··· ,Aip∈A

∥∥Ai1 Ai2 × · · · × Aip

∥∥ 1p .

Theorem : The switched system (5) is GAS if and only if

ρ(A) < 1. (17)

Main difficulty : this is difficult in the generic case to practically compute the jointspectral radius. Several approximations are provided in the literature.

Tutorial switched systems 30 / 58 M. Jungers

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The common Lyapunov function approach

Theorem If all the modes share a common Lyapunov function, then the switchedsystem is GUAS.

Theorem If the switched system is GUAS, then all the modes share a commonLyapunov function.

Remark : be careful, there is no assumption concerning the class of theLyapunov function. Especially, this Lyapunov function is not necessary on theform V (x) = xT Px as it will be seen in the following. This existence result doesnot help roughly speaking about how to find this Lyapunov function. In addition,there exists a common Lyapunov function on the form V (x) = xT P(x)x , whereP(λx) = P(x), ∀λ 6= 0 (homogeneous of degree zero).

Tutorial switched systems 31 / 58 M. Jungers

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The common Lyapunov function approach : sufficient conditions

The previous theorem suggests to look for a common quadratic Lyapunovfunction in the class V (x) = xT Px .

Theorem : Consider the discrete-time linear switched system (5). If there exists amatrix P ∈ Rn×n such that

P > 0n (18)

andAT

i PAi − P < 0, ∀i ∈ I, (19)

then the system (5) admits the common quadratic Lyapunov function V (x) and isGUAS.

Remark : the system (5) may be GUAS without feasible LMI (19).

Tutorial switched systems 32 / 58 M. Jungers

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The common Lyapunov function approach : unfeasibility test

To complete the previous remark, we have the following theorem.

Theorem : If there exist positive definite matrices Ri ∈ Rn×n, Ri > 0n such that∑i∈I

AiRiATi − Ri > 0n, (20)

then there does not exist P > 0n such that

ATi PAi − P < 0, ∀i ∈ I, (21)

Proof : If there exist Ri (∈ I) such that Inequalities (20) hold, then for everyP > 00,

0 < Tr

[P

(∑i∈I

AiRiATi − Ri

)]= Tr

[Ri

(AT

i PAi − P)],

then there exists i0 ∈ I such that ATi0 PAi0 − P > 0.

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Multiple Lyapunov functions

Definition : We consider functions of the form

V (σ(k), xk ) = Vσ(k)(xk ) = xTk P(σ(k), xk )xk . (22)

Theorem : If there exist Pi , i ∈ I such that Pi > 0 and

ATi PjAi − Pi < 0, ∀(i, j) ∈ I2, (23)

then the discrete-time switched system (5) is GUAS.

Sketch of proof : By chosing i = σ(k) and j = σ(k + 1), we haveVσ(k+1)(xk+1)− Vσ(k)(xk ) < 0, ∀xk 6= 0. A common Lyapunov function is

Vmax(x) = maxi∈I

xT Pix . (24)

Tutorial switched systems 34 / 58 M. Jungers

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Outline of the tutorial

What are switched systems ?

About stability

Stability results for discrete-time switched systems (solving P1)

Stability results with constrained switching law (solving P2)A periodic switching lawDwell time constraint

Stabilization results for discrete-time switched systems (solving P3)

Tutorial switched systems 35 / 58 M. Jungers

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Periodic switching lawA K -periodic switching law is defined by σ : N→ I such that

σ(k + K ) = σ(k), k ∈ N. (25)

We define the monodromy matrix as

Φk = Aσ(k+K−1)Aσ(k+K−2) × · · · × Aσ(k). (26)

Theorem : the eigenvalues of the monodromy matrix Φk are called characteristicmultipliers and are independent of i . The system (5) is GUAS if its characteristicmultipliers belong strictly to the unit circle.

Then there exists W > 0n such that ΦTk W Φk −W < 0. Moreover there exists a

K -periodical Lyapunov function V (xk , k) = xTk P(k)xk ,l with P(k + K ) = P(k),

such that 0 ≤ ∀k ≤ K − 2 :

ATσ(k)Pk+1Aσ(k) − Pk = 0n; (27)

ATσ(K−1)P0Aσ(K−1) − PK−1 < 0n. (28)

Sketch of proof : choose PK−1 = W , and because P0 = PK , then

PK−2 = ATσ(K−2)WAσ(K−2); PK−3 = AT

σ(K−3)ATσ(K−2)WAσ(K−2)Aσ(K−3); · · · (29)

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Dwell time constraint

Definition : For an integer ∆ ∈ N∗, the set of the switching laws satisfying a dwelltime at least equal to ∆ is defined by

D∆ =σ : N→ I; ∃`qq∈N, `q+1 − `q ≥ ∆;

σ(k) = σ(`q), ∀`q ≤ k < `q+1;σ(`q) 6= σ(`q+1).

Theorem : (See [GC06]) If there exist Pi (i ∈ I) such that

ATi PiAi − Pi < 0n, ∀i ∈ I (30)

(ATi )∆PjA∆

i − Pi < 0n, ∀(i, j) ∈ I2, i 6= j, (31)

then the system (5) is GAS for any switching law σ ∈ D∆.

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Outline of the tutorial

What are switched systems ?

About stability

Stability results for discrete-time switched systems (solving P1)

Stability results with constrained switching law (solving P2)

Stabilization results for discrete-time switched systems (solving P3)Lyapunov–Metzler inequalitiesGeometric approachLMI sufficient conditionPeriodic stabilizability

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Stabilization of linear discrete-time switched systems

The problem P3 is to design a switching law that stabilizes the system (5).

Assumption : Ai (∀i ∈ I) are not Schur.

This assumption is to avoid a trivial solution : if there exists i0 such that Ai0 isSchur, then σ(k) = i0 globally asymptotically stabilizes the system.

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Lyapunov-Metzler BMI conditions : sufficient conditions

Let consider theMd the set of the Metzler matrices in discrete-time, that is thematrices whose elements are nonnegative and

∑j∈I πji = 1.

Theorem (see [GC06]. If there exist Pi > 0 (i ∈ I) and π ∈Md such that

ATi

∑j∈I

πjiPj

Ai − Pi < 0, ∀i ∈ I (32)

holds, then the switched system is globally asymptotically stabilizable with themin-switching strategy

σ(k) ∈ arg mini∈I

xTk Pixk . (33)

The inequality (32) is a Bilinear Matrix Inequality (BMI). The condition impliesthat the homogeneous function induced by

⋃i∈I E(Pi ) (where

E(P) = x ∈ Rn, xT Px ≤ 1) is a control Lyapunov function.

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Sketch of proofLyapunov function considered

Vmin :

Rn → R,xk 7→ min

i∈IxT

k Pixk ,(34)

Notation : (P)p,i =∑∈Iπ`iP`.

Elements of proof• By post-multiplying by xk 6= 0 and pre-multiplying by x ′k ,

x ′k+1(P)p,ixk+1 − x ′k Pixk < 0 (35)

• the minimum scalar value of convex polytopes is reached on one of thevertices

Vmin(xk+1) = minj∈I

x ′k+1Pjxk+1 = min∑j∈I λj =1λj∈R+;

∑j∈I

λjx ′k+1Pjxk+1. (36)

Each column of the Metzler matrix Π ∈M is in the unit simplex, then

Vmin(xk+1) ≤ x ′k+1(P)p,ixk+1. (37)

⇒ global asymptotic stability holds with

Vmin(xk+1)− Vmin(xk ) < 0, ∀xk 6= 0. (38)

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Example of state-partition

With

A1 =

[−1.1 0

1 0.4

], A2 =

[0.2 00 1.3

], x0 =

(−0.50.5

)we have

Π =

[0.3 0.70.7 0.3

],P1 =

[1.7097 0.37340.3734 0.4786

], P2 =

[1.1978 0.63980.6398 1.3173

].

0 5 10 15 20 25

0.05

0.1

0.15

0.2

0.25

0.3

0.35

k

γ1=0.3 et γ2=0.3

x1

x 2

−0.5 −0.4 −0.3 −0.2 −0.1 0 0.1 0.2 0.3 0.4−0.3

−0.2

−0.1

0

0.1

0.2

0.3

0.4

0.5

0.6

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Geometric tools

A C-set is a compact, convex set containing the origin in its interior.Definition A set Ω ⊆ Rn is a C∗-set if it is compact, star-convex with respect tothe origin and 0 ∈ int(Ω).

Notice a set is• convex if ∀x0 ∈ Ω and ∀x ∈ Ω, then αx0 + (1− α)x ∈ Ω, ∀α ∈ [0, 1].• star-convex if ∃x0 ∈ Ω, such that ∀x ∈ Ω, thenαx0 + (1− α)x ∈ Ω, ∀α ∈ [0, 1].

Minkowski function of a C∗-set Ω : ΨΩ(x) = minαα ∈ R : x ∈ αΩ.

• Any C-set is a C∗-set.• Given a C∗-set Ω, we have that αΩ is a C∗-set and αΩ ⊆ Ω for all α ∈ [0, 1].• ΨΩ(·) is : defined on Rn ; homogenous of degree one ; positive definite and

radially unbounded. But nonconvex in general !

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Geometric approach

Algorithm 1 Control λ-contractive C-set for the switchedsystem (5).• Initialization : given the C∗-set Ω ⊆ Rn, define

Ω0 = Ω and k = 0 ;• Iteration for k ≥ 0 :

Ωik+1 = A−1

i Ωk , ∀i ∈ I,Ωk+1 =

⋃i∈I

Ωik+1;

• Stop if Ω ⊆ int

⋃j∈Nk+1

Ωj

; denote N = k + 1 and

Ω =⋃

j∈1;···;NΩj .

3 2 1 0 1 2 32.5

2

1.5

1

0.5

0

0.5

1

1.5

2

2.5

x1

x 2

6 4 2 0 2 4 6

5

4

3

2

1

0

1

2

3

4

5

x1

x 2

!6 !4 !2 0 2 4 6

!4

!3

!2

!1

0

1

2

3

4

x1

x 2

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Geometric approach

Geometrical interpretation :• the set Ωi

k is the set of x that can be stirred in Ω in k steps by a switchingsequence beginning with i ∈ I ;

• then Ωk is the set of points that can be driven in Ω in k steps ;• and hence Ω the set of those which can reach Ω in N or less steps, by an

adequate switching law.

Necessary and sufficient condition for stabilizability.

Theorem There exists a control Lyapunov function for the switched system if andonly if the Algorithm 1 ends with finite N.

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Example 1

Non-Schur switched system with q = n = 2.

A1 =

[1.2 0−1 0.8

], A2 =

[−0.6 −2

0 −1.2

],

6 4 2 0 2 4 6

4

3

2

1

0

1

2

3

4

x1

x 2

0 5 10 15 20 25 30 35 400

1

2

3

Timex kP ix k

0 5 10 15 20 25 30 35 400.5

1

1.5

2

2.5

Time k

mk

3 2 1 0 1 2 32.5

2

1.5

1

0.5

0

0.5

1

1.5

2

2.5

x1

x 2

6 4 2 0 2 4 6

5

4

3

2

1

0

1

2

3

4

5

x1

x 2

−6 −4 −2 0 2 4 6−5

−4

−3

−2

−1

0

1

2

3

4

5

x1

x 2

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Example 2

System with q = 4, n = 2 and

A1 =

[1.5 00 −0.8

], A2 = 1.1 R( 2π

5 )

A3 = 1.05 R( 2π5 − 1), A4 =

[−1.2 0

1 1.3

].

The matrices Ai , with i ∈ N4, are not Schur. Notice : only one stable eigenvalue !

!4 !3 !2 !1 0 1 2 3 4

!3

!2

!1

0

1

2

3

4

x1

x 2

0 5 10 15 20 25 30 35 400

2

4

6

Time

x kP ix k

0 5 10 15 20 25 30 35 40

1

2

3

4

Time k

mk

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Example 3Switched system with

A1 =

[0 −1.011 −1

], A2 =

[0 −1.011 −0.5

].

The technique based on Lyapunov-Metzler inequalities [GC06] has beennumerically checked (gridding) and it results not feasible.

Nevertheless...

−4 −3 −2 −1 0 1 2 3 4 5

−4

−3

−2

−1

0

1

2

3

x1

x2

0 5 10 15 20 25 30 35 400

5

10

15

Time

xkP

ixk

0 5 10 15 20 25 30 35 400.5

1

1.5

2

2.5

Time k

σk

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Example 4

Switched system with

A1 =

[1.3 00 0.9

] [cos(θ) − sin(θ)sin(θ) cos(θ)

], A2 =

[1.4 00 0.8

],

for θ = 0 (left) and θ = π5 (right).

−3 −2 −1 0 1 2 3

−2

−1.5

−1

−0.5

0

0.5

1

1.5

2

x1

x2

−6 −4 −2 0 2 4 6

−4

−3

−2

−1

0

1

2

3

4

x1

x2

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LMI sufficient condition

Our next aim is to formulate an alternative condition that could be checkedefficiently, a convex one.Theorem The switched system is stabilizable if there exist N ∈ N and η ∈ RN

such that η ≥ 0,∑i∈I

ηi = 1 and ∑i∈I

ηiATi Ai < I.

with Ai =k∏

j=1

Aij = Aik · · ·Ai1 .

The condition is just sufficient (except for particular cases), is it also necessary ?No !

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CounterexampleConsider the three modes given by the matrices

A1 = AR(0), A2 = AR(

2π3

), A3 = AR

(−2π

3

), with A =

[a 00 a−1

]and a = 0.6. The geometric condition holds with N = 1.

−2 −1 0 1 2−2

−1

0

1

2

For every N and every Bi with i ∈ I, the related Ai is such that det(ATi Ai ) = 1

and Tr(ATi Ai ) ≥ 2.

Notice that, for all the matrices Q > 0 in R2×2 such that det(Q) = 1, thenTr(Q) ≥ 2 and Tr(Q) = 2 if and only if Q = I.

Thus, for every subset K ⊆ I, we have that∑i∈K

ηiATi Ai < I, cannot hold, since

either Tr(ATi Ai ) > 2 or AT

i Ai = I.

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Periodic stabilizability

A periodic switching law is given by σ(k + K ) = σ(k).

The stabilizability through periodic switching law, i.e. periodic stabilizability, isformalized below.definition The switched system is periodic stabilizable if there exist a periodicswitching law σ : N→ I, such that the system is stabilizable for all x ∈ Rn.

Notice that for stabilizability the switching function might be state-dependent,hence a state feedback, whereas for having periodic stabilizability the switchinglaw must be independent on the state.

Is there an equivalence relation between periodic stabilizability and the LMIcondition ? The answer is below.

Theorem : A stabilizing periodic switching law for the switched system exists ifand only if the LMI condition holds.

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Sum up on the stabilizability

Lyapunov-MetzlerCS

ConditionLMI

Geometriccondition

Stabilisabilityissue

PeriodicStabilisability

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Contact

Contact :

[email protected]

Thank you very much !

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