Joint spectral radius and path-complete graph Lyapunov functions

Amir Ali Ahmadi, Raphaël M. Jungers, Pablo A. Parrilo, Mardavij Roozbehani

Research output: Contribution to journalArticlepeer-review

64 Scopus citations

Abstract

We introduce the framework of path-complete graph Lyapunov functions for approximation of the joint spectral radius. The approach is based on the analysis of the underlying switched system via inequalities imposed among multiple Lyapunov functions associated to a labeled directed graph. Inspired by concepts in automata theory and symbolic dynamics, we define a class of graphs called path-complete graphs, and show that any such graph gives rise to a method for proving stability of the switched system. This enables us to derive several asymptotically tight hierarchies of semidefinite programming relaxations that unify and generalize many existing techniques such as common quadratic, common sum of squares, path-dependent quadratic, and maximum/minimumof-quadratics Lyapunov functions. We compare the quality of approximation obtained by certain classes of path-complete graphs including a family of dual graphs and all path-complete graphs with two nodes on an alphabet of two matrices. We derive approximation guarantees for several families of path-complete graphs, such as the De Bruijn graphs. This provides worst-case performance bounds for path-dependent quadratic Lyapunov functions and a constructive converse Lyapunov theorem for maximum/minimum-of-quadratics Lyapunov functions.

Original languageEnglish (US)
Pages (from-to)687-717
Number of pages31
JournalSIAM Journal on Control and Optimization
Volume52
Issue number1
DOIs
StatePublished - Mar 28 2014
Externally publishedYes

All Science Journal Classification (ASJC) codes

  • Control and Optimization
  • Applied Mathematics

Keywords

  • Finite automata
  • Joint spectral radius
  • Linear difference inclusions
  • Lyapunov methods
  • Semidefinite programming
  • Stability of switched systems

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