Stability analysis and stabilization of linear symmetric matrix-valued continuous,discrete, and impulsive dynamical systems — A unified approach for the stability analysis and the stabilization of linear systems

Matrix-valued dynamical systems are an important class of systems that can describe important processes such as covariance/second-order moment processes, or processes on manifolds and Lie Groups. We address here the case of processes that leave the cone of positive semidefinite matrices invariant, thereby including covariance and second-order moment processes. Both the continuous-time and the discrete-time cases are first considered. In the LTV case, the obtained stability and stabilization conditions are expressed as differential and difference Lyapunov conditions which are equivalent, in the LTI case, to some spectral conditions for the generators of the processes. Convex stabilization conditions are also obtained in both the continuous-time and the discrete-time setting. It is proven that systems with constant delays are stable provided that the systems with zero-delays are stable—which mirrors existing results for linear positive systems. The results are then extended and unified into an impulsive formulation for which similar results are obtained. The proposed framework is very general and can recover and/or extend many of the existing results in the literature on linear systems related to (mean-square) exponential (uniform) stability. Several examples are discussed to illustrate this claim by deriving stability conditions for stochastic systems driven by Brownian motion and Poissonian jumps, Markov jump systems, (stochastic) switched systems, (stochastic) impulsive systems, (stochastic) sampled-data systems, and all their possible combinations.     

Stability analysis and uniform ultimate boundedness control synthesis for a class of nonlinear switched difference systems

In this paper, we deal with stability analysis of a class of nonlinear switched discrete-time systems. Systems of the class appear in numerical simulation of continuous-time switched systems. Some linear matrix inequality type stability conditions, based on the common Lyapunov function approach, are obtained. It is shown that under these conditions the system remains stable for any switching law. The obtained results are applied to the analysis of dynamics of a discrete-time switched population model. Finally, a continuous state feedback control is proposed that guarantees the uniform ultimate boundedness of switched systems with uncertain nonlinearity and parameters.     

Asymptotic disturbance attenuation properties for uncertain switched linear systems

In this paper, the disturbance attenuation properties in the sense of uniformly ultimate boundedness are investigated for a class of switched linear systems with parametric uncertainties and exterior disturbances. The aim is to characterize the conditions under which the switched system can achieve a finite disturbance attenuation level. First, arbitrary switching signals are considered, and a necessary and sufficient condition is given. Secondly, conditions on how to restrict the switching signals to achieve finite disturbance attenuation levels are investigated. Two cases are considered here that depend on whether all the subsystems are uniformly ultimately bounded or not. Both discrete-time and continuous-time switched systems are considered, and the techniques are based on multiple polyhedral Lyapunov functions and their extensions.     

Stability analysis of a class of nonlinear positive switched systems with delays

This paper addresses the stability problem of delayed nonlinear positive switched systems whose subsystems are all positive. Both discrete-time systems and continuous-time systems are studied. In our analysis, the delays in systems can be unbounded. Two conditions are established to test the local asymptotic stability of the considered systems. The method to compute the domains of attraction is also proposed provided that the system is locally asymptotically stable. When reduced to general nonlinear positive systems, that is, the considered switched system consists of only one mode, an interesting conclusion follows that the proposed nonlinear positive system is locally asymptotically stable for all admissible delays and nonnegative nonlinearities which satisfy an extra condition at the origin, if and only if the system represented by the linear part is asymptotically stable for all admissible delays. Finally, a numerical example is presented to illustrate the obtained results.     

Stability and stabilization of positive switched systems with mode-dependent average dwell time

This paper investigates stability and stabilization of positive switched systems with mode-dependent average dwell time, which permits to each subsystem in the underlying systems to have its own average dwell time. First, by using the multiple linear copositive Lyapunov function, the stability analysis of continuous-time systems in the autonomous form is addressed based on the mode-dependent average dwell time switching strategy. Then, the stabilization of non-autonomous systems is considered. State-feedback controllers are constructed, and all the proposed conditions are solvable in terms of linear programming. The obtained results are also extended to discrete-time systems. Finally, the simulation examples are given to illustrate the correctness of the design. The switching strategy used in the paper seems to be more effective than the average dwell time switching by some comparisons.     

Analysis and design of switched normal systems

In this paper, we study the stability property for a class of switched linear systems whose subsystems are normal. The subsystems can be continuous-time or discrete-time ones. We show that when all the continuous-time subsystems are Hurwitz stable and all the discrete-time subsystems are Schur stable, a common quadratic Lyapunov function exists for the subsystems and thus the switched system is exponentially stable under arbitrary switching. We show that when unstable subsystems are involved, for a desired decay rate of the system, if the activation time ratio between stable subsystems and unstable ones is less than a certain value (calculated using the decay rate), then the switched system is exponentially stable with the desired decay rate.     

Analysis and design of switched normal systems

In this paper, we study the stability property for a class of switched linear systems whose subsystems are normal. The subsystems can be continuous-time or discrete-time ones. We show that when all the continuous-time subsystems are Hurwitz stable and all the discrete-time subsystems are Schur stable, a common quadratic Lyapunov function exists for the subsystems and thus the switched system is exponentially stable under arbitrary switching. We show that when unstable subsystems are involved, for a desired decay rate of the system, if the activation time ratio between stable subsystems and unstable ones is less than a certain value (calculated using the decay rate), then the switched system is exponentially stable with the desired decay rate.     

Stability analysis of positive switched systems via joint linear copositive Lyapunov functions

In this paper, we study the asymptotic stability of continuous-time positive switched linear systems for the case when each subsystem is only stable. By using the so-called “joint linear copositive Lyapunov function” (JLCLF) generalizing the common linear copositive Lyapunov function, we show that the system remains asymptotically stable under appropriate switching if it has a JLCLF. Then, the main result is extended to positive switched linear systems with time delay.     

A class of discrete time generalized Riccati equations

In this paper, a class of discrete-time backward non-linear equations defined on some ordered Hilbert spaces of symmetric matrices is considered. The problem of the existence of some global solutions is investigated. The class of considered discrete-time non-linear equations contains, as special cases, a great number of difference Riccati equations both from the deterministic and the stochastic framework. The results proved in the paper provide the sets of necessary and sufficient conditions that guarantee the existence of some special solutions of the considered equations as: the maximal solution, the stabilizing solution and the minimal positive semi-definite solution. These conditions are expressed in terms of the feasibility of some suitable systems of linear matrix inequalities (LMI). One shows that in the case of the equations with periodic coefficients to verify the conditions that guarantee the existence of the maximal or the stabilizing solution, we have to check the solvability of some systems of LMI with a finite number of inequations. The proofs are based on some suitable properties of discrete-time linear equations defined by the positive operators on some ordered Hilbert spaces chosen adequately. The results derived in this paper provide useful conditions that guarantee the existence of the maximal solution or the stabilizing solution for different classes of difference matrix Riccati equations involved in many problems of robust control both in the deterministic and the stochastic framework. The proofs are deterministic and are accessible to the readers less familiarized with the stochastic reasonings.     

Switching systems with dwell time: Computing the maximal Lyapunov exponent

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.     

Necessary and sufficient conditions for quadratic stabilizability of switched systems on non-uniform time domains

In this paper, we consider the quadratic stabilizability via state feedback for a particular class of switched systems that evolve on a non-uniform time domain by introducing time scales theory. The system considered switches between a continuous-time subsystem with variable lengths and a discrete-time subsystem with variable discrete step sizes. Necessary and sufficient conditions are derived to guarantee the quadratic stability of this class of switched systems via a switching state feedback law based on the existence of a common positive definite matrix satisfying the quadratic stabilizability condition by considering that the two subsystems are unstable. By state feedback, we mean that the switching among subsystems depends on the system states. Current results for this kind of state switching feedback control are derived only for switched systems evolving on a continuous time domain or a discrete time domain with fixed step’s size. These results are not applicable for the particular class of switched systems where there is a mixing between the continuous and discrete dynamics. This motivates the derivation of a new and more general state feedback control law for switched systems in this work. A numerical example illustrating the results is presented.     

Discrete-time analogues of integrodifferential equations modelling bidirectional neural networks

We formulate discrete-time analogues of integrodifferential equations modelling bidirectional neural networks studied by Gopalsamy and He. The discrete-time analogues are considered to be numerical discretizations of the continuous-time networks and we study their dynamical characteristics. It is shown that the discrete-time analogues preserve the equilibria of the continuous-time networks. By constructing a Lyapunov-type sequence, we obtain easily verifiable sufficient conditions under which every solution of the discrete-time analogue converges exponentially to the unique equilibrium. The sufficient conditions are identical to those obtained by Gopalsamy and He for the uniqueness and global asymptotic stability of the equilibrium of the continuous-time network. By constructing discrete-time versions of Halanay-type inequalities, we obtain another set of easily verifiable sufficient conditions for the global exponential stability of the unique equilibrium of the discrete-time analogue. The latter sufficient conditions have not been obtained in the literature of continuous-time bidirectional neural networks. Several computer simulations are provided to illustrate the advantages of our discrete-time analogue in numerically simulating the continuous-time network with distributed delays over finite intervals.     

On stability of discrete-time switched systems

This article deals with stability of discrete-time switched systems. Given a family of nonlinear systems and the admissible switches among the systems in the family, we first propose a class of switching signals under which the resulting switched system is globally asymptotically stable. We allow unstable systems in the family and our stability condition depends solely on asymptotic behaviour of the switching signals. We then discuss algorithmic construction of the above class of switching signals, and show that in the presence of exogenous inputs and outputs, a switching signal so constructed also ensures input/output-to-state stability for discrete-time switched nonlinear systems. We finally show that our class of switching signals that ensures global asymptotic stability also extends to the continuous-time setting with minor modifications under standard assumptions. We employ multiple Lyapunov-like functions and graph theoretic tools as the main apparatuses for our analysis.     

Positive operator based iterative algorithms for solving Lyapunov equations for Itô stochastic systems with Markovian jumps

This paper studies the iterative solutions of Lyapunov matrix equations associated with Itô stochastic systems having Markovian jump parameters. For the discrete-time case, when the associated stochastic system is mean square stable, two iterative algorithms with one in direct form and the other one in implicit form are established. The convergence of the implicit iteration is proved by the properties of some positive operators associated with the stochastic system. For the continuous-time case, a transformation is first performed so that it is transformed into an equivalent discrete-time Lyapunov equation. Then the iterative solution can be obtained by applying the iterative algorithm developed for discrete-time Lyapunov equation. Similar to the discrete-time case, an implicit iteration is also proposed for the continuous case. For both discrete-time and continuous-time Lyapunov equations, the convergence rates of the established algorithms are analyzed and compared. Numerical examples are worked out to validate the effectiveness of the proposed algorithms.     

On common linear copositive Lyapunov functions for pairs of stable positive linear systems

We study the common linear copositive Lyapunov functions of positive linear systems. Firstly, we present a theorem on pairs of second order positive linear systems, and give another proof of this theorem by means of properties of geometry. Based on the process of the proof, we extended the results to a finite number of second order positive linear systems. Then we extend this result to third order systems. Finally, for higher order systems, we give some results on common linear copositive Lyapunov functions.     

Disturbance decoupling and model matching problems for discrete-time systems with time-varying delays

In this paper, the disturbance decoupling problem and the model matching problem for discrete-time linear systems with time-varying delays are considered. Solvability of the above problems is characterized by means of structural necessary and sufficient conditions that can be checked by algorithmic procedures. The basic method used to analyze the considered problems consists in representing the discrete-time linear systems with time-varying delays as switching linear systems, whose properties can be studied by a powerful structural approach. In this way, the considered control problems can be reduced to the corresponding problems for switched linear systems, whose solvability has been recently characterized.     

Invariance results for linear,time-invariant,discrete-time systems

We establish a general invariance result for linear, time-invariant, discrete-time systems. This result, which constitutes necessary and sufficient conditions for asymptotic stability in the large is very general and yields several important variants. The results presented herein are in the same spirit as the authors’ earlier results for linear, time-invariant continuous-time systems. We demonstrate the applicability of the present results by means of a specific example.     

Asymptotic stability and stabilizability of special classes of discrete-time positive switched systems

In this paper we consider discrete-time positive switched systems, switching among autonomous subsystems, characterized either by monomial matrices or by circulant matrices. Necessary and sufficient conditions are provided guaranteeing either (global uniform) asymptotic stability or stabilizability (i.e. the possibility of driving to zero the state trajectory corresponding to any initial state by resorting to some switching sequence). Such conditions lead to simple algorithms that allow to easily detect, under suitable conditions, whether a given positive switched system is not stabilizable.     

Dwell-time stability and stabilization conditions for linear positive impulsive and switched systems

Several results regarding the stability and the stabilization of linear impulsive positive systems under arbitrary, constant, minimum, maximum and range dwell-time are obtained. The proposed stability conditions characterize the pointwise decrease of a linear copositive Lyapunov function and are formulated in terms of finite-dimensional or semi-infinite linear programs. To be applicable to uncertain systems and to control design, a lifting approach introducing a clock-variable is then considered in order to make the conditions affine in the matrices of the system. The resulting stability and stabilization conditions are stated as infinite-dimensional linear programs for which three asymptotically exact computational methods are proposed and compared with each other on numerical examples. Similar results are then obtained for linear positive switched systems by exploiting the possibility of reformulating a switched system as an impulsive system. Some existing stability conditions are retrieved and extended to stabilization using the proposed lifting approach. Several examples are finally given for illustration.