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arXiv 1503.03034math.OC
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切换线性系的$p$ -半径下界的有效计算方法

Efficient Method for Computing Lower Bounds on the $p$-radius of Switched Linear Systems

Masaki Ogura, Victor M. Preciado, Raphaël Jungers

摘要:

本文提出了矩阵有限集的$L^p$ -范数联合谱半径,简称$p$ -半径的下界.尽管其广泛的应用,例如,切换线性系的稳定性分析和切换线性经济模型的平衡分析,用于计算的$p$ -半径的算法仅在非常有限的特定情况下可用。所提出的下界是通过克罗内克积加权的给定矩阵的平均值的谱半径,并且对矩阵的集合没有任何要求。我们表明,建议的下界理论上扩展,也可以实际上改善现有的下界。提出了一个马尔可夫扩展的下界。

英文摘要:

This paper proposes lower bounds on a quantity called $L^p$-norm joint spectral radius, or in short, $p$-radius, of a finite set of matrices. Despite its wide range of applications to, for example, stability analysis of switched linear systems and the equilibrium analysis of switched linear economical models, algorithms for computing the $p$-radius are only available in a very limited number of particular cases. The proposed lower bounds are given as the spectral radius of an average of the given matrices weighted via Kronecker products and do not place any requirements on the set of matrices. We show that the proposed lower bounds theoretically extend and also can practically improve the existing lower bounds. A Markovian extension of the proposed lower bounds is also presented.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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