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An entropy-based bound for the computational complexity of a switched system

Author(s)
Legat, Benoit; Parrilo, Pablo A; Jungers, Raphael M
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Abstract
© 2019 IEEE. 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. A popular method used for the stability analysis of these systems searches for a Lyapunov function with convex optimization tools. We analyze the accuracy of this method for constrained switched systems, a class of systems that has attracted increasing attention recently. We provide a new guarantee for the upper bound provided by the sum of squares implementation of the method. This guarantee relies on the $p$-radius of the system and the entropy of the language of allowed switching sequences. We end this paper with a method to reduce the computation of the JSR of low-rank matrices to the computation of the constrained JSR of matrices of small dimension.
Date issued
2019
URI
https://hdl.handle.net/1721.1/136543
Department
Massachusetts Institute of Technology. Laboratory for Information and Decision Systems
Journal
IEEE Transactions on Automatic Control
Publisher
Institute of Electrical and Electronics Engineers (IEEE)

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