Sangam: A Confluence of Knowledge Streams

Analysis of the Joint Spectral Radius Via Lyapunov Functions on Path-Complete Graphs

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dc.contributor Massachusetts Institute of Technology. Laboratory for Information and Decision Systems
dc.contributor Parrilo, Pablo A.
dc.contributor Ahmadi, Amir Ali
dc.contributor Jungers, Raphael M.
dc.contributor Parrilo, Pablo A.
dc.contributor Roozbehani, Mardavij
dc.creator Ahmadi, Amir Ali
dc.creator Jungers, Raphael M.
dc.creator Parrilo, Pablo A.
dc.creator Roozbehani, Mardavij
dc.date 2012-09-14T15:48:16Z
dc.date 2012-09-14T15:48:16Z
dc.date 2011-04
dc.date.accessioned 2023-03-01T18:09:13Z
dc.date.available 2023-03-01T18:09:13Z
dc.identifier 978-1-4503-0629-4
dc.identifier http://hdl.handle.net/1721.1/72962
dc.identifier Amir Ali Ahmadi, Rapha\&\#235;l Jungers, Pablo A. Parrilo, and Mardavij Roozbehani. 2011. Analysis of the joint spectral radius via lyapunov functions on path-complete graphs. In Proceedings of the 14th international conference on Hybrid systems: computation and control (HSCC '11). ACM, New York, NY, USA, 13-22.
dc.identifier https://orcid.org/0000-0003-1132-8477
dc.identifier.uri http://localhost:8080/xmlui/handle/CUHPOERS/278950
dc.description We study the problem of approximating the joint spectral radius (JSR) of a finite set of matrices. Our approach is based on the analysis of the underlying switched linear system via inequalities imposed between 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, maximum/minimum-of-quadratics Lyapunov functions. We characterize all path-complete graphs consisting of two nodes on an alphabet of two matrices and compare their performance. For the general case of any set of n x n matrices we propose semidefinite programs of modest size that approximate the JSR within a multiplicative factor of 1/[superscript 4]√n of the true value. We establish a notion of duality among path-complete graphs and a constructive converse Lyapunov theorem for maximum/minimum-of-quadratics Lyapunov functions.
dc.format application/pdf
dc.language en_US
dc.publisher Association for Computing Machinery (ACM)
dc.relation http://dx.doi.org/10.1145/1967701.1967706
dc.relation Proceedings of the 14th international conference on Hybrid systems: computation and control (HSCC '11)
dc.rights Creative Commons Attribution-Noncommercial-Share Alike 3.0
dc.rights http://creativecommons.org/licenses/by-nc-sa/3.0/
dc.source MIT web domain
dc.title Analysis of the Joint Spectral Radius Via Lyapunov Functions on Path-Complete Graphs
dc.type Article
dc.type http://purl.org/eprint/type/ConferencePaper


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