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Switching systems with dwell time: Computing the maximal Lyapunov exponent
Affiliation:1. School of Mathematical Sciences, Tianjin Polytechnic University, Tianjin 300130, PR China;2. School of Mathematical Sciences, University of Electronic Science and Technology of China, Chengdu, Sichuan 611731, PR China;3. Department of Radiology and Tianjin Key Laboratory of Functional Imaging, Tianjin Medical University General Hospital, Tianjin 300052, PR China;4. College of Mathematics and Statistics, Guangxi Normal University, Guilin 541006, PR China
Abstract:
We study asymptotic stability of continuous-time systems with mode-dependent guaranteed dwell time. These systems are reformulated as special cases of a general class of mixed (discrete–continuous) linear switching systems on graphs, in which some modes correspond to discrete actions and some others correspond to continuous-time evolutions. Each discrete action has its own positive weight which accounts for its time-duration. We develop a theory of stability for the mixed systems; in particular, we prove the existence of an invariant Lyapunov norm for mixed systems on graphs and study its structure in various cases, including discrete-time systems for which discrete actions have inhomogeneous time durations. This allows us to adapt recent methods for the joint spectral radius computation (Gripenberg’s algorithm and the Invariant Polytope Algorithm) to compute the Lyapunov exponent of mixed systems on graphs.
Keywords:Switching systems  Dwell time  Lyapunov exponent  Polytopic Lyapunov function  Constrained switching  Invariant polytope algorithm
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