A Discrete-Time Linear Complementarity System (DLCS) is a dynamical system in discrete time whose state evolution is governed by linear dynamics in states and algebraic variables that solve a Linear Complementarity Problem (LCP). The DLCS is the hybrid dynamical system that is the discrete-time counterpart of the well-known Linear Complementarity System (LCS). We derive sufficient conditions for Lyapunov stability of a DLCS when using a quadratic Lyapunov function that depends only on the state variables and a quadratic Lyapunov function that depends both on the state and the algebraic variables. The sufficient conditions require checking the feasibility of a copositive program over nonconvex cones. Our results only assume that the LCP is solvable and do not require the solutions to be unique. We devise a novel, exact cutting plane algorithm for the verification of stability and the computation of the Lyapunov functions. To the best of our knowledge, our algorithm is the first exact approach for stability verification of DLCS. A number of numerical examples are presented to illustrate the approach. Though our main object of study in this paper is the DLCS, the proposed algorithm can be readily applied to the stability verification of LCS. In this context, we show the equivalence between the stability of a LCS and the DLCS, resulting from a time-stepping procedure applied to the LCS for all sufficiently small time steps.
We present a mixed complementarity problem (MCP) approach for a steady-state stability analysis of voltage and frequency of electrical grids. We perform a theoretical analysis providing conditions for the global convergence and local quadratic convergence of our solution procedure, enabling fast computation time. Moreover, algebraic equations for power flow, voltage control, and frequency control are compactly and incrementally formulated as a single MCP that subsequently is solved by a highly efficient and robust solution method. Experimental results over large grids demonstrate that our appr…
This paper develops a novel control synthesis method for safe stabilization of control-affine systems as a Differential Complementarity Problem (DCP). Our design uses a control Lyapunov function (CLF) and a control barrier function (CBF) to define complementarity constraints in the DCP formulation to certify stability and safety, respectively. The CLF-CBF-DCP controller imposes stability as a soft constraint, which is automatically relaxed when the safety constraint is active, without the need for parameter tuning or optimization. We study the closed-loop system behavior with the CLF-CBF-DCP c…
In this paper, we propose a discretization scheme for the two-stage stochastic linear complementarity problem (LCP) where the underlying random data are continuously distributed. Under some moderate conditions, we derive qualitative and quantitative convergence for the solutions obtained from solving the discretized two-stage stochastic LCP (SLCP). We explain how the discretized two-stage SLCP may be solved by the well-known progressive hedging method (PHM). Moreover, we extend the discussion by considering a two-stage distributionally robust LCP (DRLCP) with moment constraints and proposing a…
In this paper, we investigate an optimal control problem with terminal stochastic linear complementarity constraints (SLCC), and its discrete approximation using the relaxation, the sample average approximation (SAA) and the implicit Euler time-stepping scheme. We show the existence of feasible solutions and optimal solutions to the optimal control problem and its discrete approximation under the conditions that the expectation of the stochastic matrix in the SLCC is a Z-matrix or an adequate matrix. Moreover, we prove that the solution sequence generated by the discrete approximation converge…
This article establishes the existence of Lyapunov functions for analyzing the stability of a class of state-constrained systems, and it describes algorithms for their numerical computation. The system model consists of a differential equation coupled with a set-valued relation which introduces discontinuities in the vector field at the boundaries of the constraint set. In particular, the set-valued relation is described by the subdifferential of the indicator function of a closed convex cone, which results in a cone-complementarity system. The question of analyzing stability of such systems i…
In recent work (Pandit and Kulkarni [Discrete Applied Mathematics, 244 (2018), pp. 155--169]), the independence number of a graph was characterized as the maximum of the $\ell_1$ norm of solutions of a Linear Complementarity Problem (\LCP) defined suitably using parameters of the graph. Solutions of this LCP have another relation, namely, that they corresponded to Nash equilibria of a public goods game. Motivated by this, we consider a perturbation of this LCP and identify the combinatorial structures on the graph that correspond to the maximum $\ell_1$ norm of solutions of the new LCP. We int…
This paper studies the finite-time stability and stabilization of linear discrete time-varying stochastic systems with multiplicative noise. Firstly, necessary and sufficient conditions for finite-time stability are presented via state transition matrix approach. Secondly, this paper also develops the Lyapunov function method to study finite-time stability and stabilization of discrete time-varying stochastic systems based on matrix inequalities and linear matrix inequalities (LMIs), so as to Matlab LMI Toolbox can be used. Two numerical examples are given to illustrate the effectiveness of th…
This paper is devoted to stability analysis of discrete-time delay systems based on a set of Lyapunov-Krasovskii functionals. New multiple summation inequalities are derived that involve the famous discrete Jensen's and Wirtinger's inequalities, as well as the recently presented inequalities for single and double summation in P.T. Nam, H. Trinh, P.N. Pathirana, Discrete inequalities based on a multiple auxiliary functions and their applications to stability analysis of time-delay systems, Journal of the Franklin Institute, (2015). The present paper aims at showing that the proposed set of suff…
Differential stability of convex discrete optimal control problems in Banach spaces is studied in this paper. By using some recent results of An and Yen [Appl. Anal. 94, 108--128 (2015)] on differential stability of parametric convex optimization problems under inclusion constraints, we obtain an upper estimate for the subdifferential of the optimal value function of a parametric convex discrete optimal control problem, where the objective function may be nondifferentiable. If the objective function is differentiable, the obtained upper estimate becomes an equality. It is shown that the singul…
We consider the method of Reduction of Dissipativity Domain to prove global Lyapunov stability of Discrete Time Recurrent Neural Networks. The standard and advanced criteria for Absolute Stability of these essentially nonlinear systems produce rather weak results. The method mentioned above is proved to be more powerful. It involves a multi-step procedure with maximization of special nonconvex functions over polytopes on every step. We derive conditions which guarantee an existence of at most one point of local maximum for such functions over every hyperplane. This nontrivial result is valid f…
A class of discrete-time nonlinear positive time-delay switched systems with sector-type nonlinearities is studied. Sufficient conditions for the existence of common and switched diagonal Lyapunov--Krasovskii functionals for this system class are derived; these are expressed as feasibility conditions for systems of linear algebraic inequalities. Corresponding spectral conditions for the existence of common L--K functionals are also described. Furthermore, it is shown that the proposed approaches can be applied to discrete-time models of digital filters and neural networks. Finally, a numerical…
In this paper, we investigate the uniform exponential stability of a semi-discrete scheme for a Schrödinger equation under boundary feedback stabilizing control in the natural state space $L^2(0,1)$. This study is significant since a time domain energy multiplier that allows proving the exponential stability of this continuous Schrödinger system has not yet found, thus leading to a major mathematical challenge to semi-discretization of the PDE, an open problem for a long time. Although the powerful frequency domain energy multiplier approach has been used in proving exponential stability for P…
We consider the problem of zeroing an error output of a nonlinear discrete-time system in the presence of constant exogenous disturbances, subject to hard convex constraints on the input signal. The design specification is formulated as a variational inequality, and we adapt a forward-backward splitting algorithm to act as an integral controller which ensures that the input constraints are met at each time step. We establish a low-gain stability result for the closed-loop system when the plant is exponentially stable, generalizing previously known results for integral control of discrete-time …
This paper provides new summation inequalities in both single and double forms to be used in stability analysis of discrete-time systems with time-varying delays. The potential capability of the newly derived inequalities is demonstrated by establishing less conservative stability conditions for a class of linear discrete-time systems with an interval time-varying delay in the framework of linear matrix inequalities. The effectiveness and least conservativeness of the derived stability conditions are shown by academic and practical examples.
In this paper the notions of non-uniform in time Robust Blobal Asymptotic Output Stability (RGAOS) and Input-to-Output Stability (IOS) for discrete-time systems are studied. Characterizations as well as links between these notions are provided. Particularly, it is shown that a discrete-time system with continuous dynamics satisfies the non-uniform in time IOS property if and only if the corresponding unforced system is non-uniformly in time RGAOS. Necessary and sufficient conditions for the solvability of the Robust Output Feedback Stabilization (ROFS) problem are also given.
We show quantitative stability results for the geometric "cells" arising in semi-discrete optimal transport problems. Our results show two types of stability, the first is stability of the associated Laguerre cells in measure, without any connectedness or regularity assumptions on the source measure. The second is stability in Hausdorff measure, under a Poincar{è}-Wirtinger inequality and a regularity assumption equivalent to the Ma-Trudinger-Wang conditions of regularity in Monge-Amp{è}re. This last result also yields stability in the uniform norm of the dual potential functions, all three st…
Recently, a framework for controller design of sampled-data nonlinear systems via their approximate discrete-time models has been proposed in the literature. In this paper we develop novel tools that can be used within this framework and that are very useful for tracking problems. In particular, results for stability analysis of parameterized time-varying discrete-time cascaded systems are given. This class of models arises naturally when one uses an approximate discrete-time model to design a stabilizing or tracking controller for a sampled-data plant. While some of our results parallel their…
In this paper, we study the stability of solutions of stochastic McKean-Vlasov equations (SMVEs) via feedback control based on discrete-time state observation. By using a specific Lyapunov function, the $H_{\infty}$ stability, asymptotic stability and exponential stability in mean square for the solution of the controlled systems are obtained. Since the distribution of solution is difficult to be observed, we study the corresponding particle system which can be observed for the feedback control. We prove that the exponential stability of control system is equivalent to the the exponential stab…
We prove that for every discrete-time linear switching system in two complex variables and with finitely many switching states, either the system is Lyapunov stable or there exists a trajectory which escapes to infinity with at least linear speed. We also give a checkable algebraic criterion to distinguish these two cases. This dichotomy was previously known to hold for systems in two real variables, but is known to be false in higher dimensions and for systems with infinitely many switching states.
We study the stable behaviour of discrete dynamical systems where the map is convex and monotone with respect to the standard positive cone. The notion of tangential stability for fixed points and periodic points is introduced, which is weaker than Lyapunov stability. Among others we show that the set of tangentially stable fixed points is isomorphic to a convex inf-semilattice, and a criterion is given for the existence of a unique tangentially stable fixed point. We also show that periods of tangentially stable periodic points are orders of permutations on $n$ letters, where $n$ is the dimen…
We describe a new class of positive linear discrete-time switching systems for which the problems of stability or stabilizability can be resolved constructively. This class generalizes the class of systems with independently switching state vector components. The distinctive feature of this class is that, for any system from this class, its components or blocks can be arbitrarily connected in parallel or in series without loss of the `constructive resolvability' property. It is shown also that, for such systems, it is possible to build constructively the individual positive trajectories with t…
This paper deals with the stability analysis problem of discrete-time switched linear systems with ranged dwell time. A novel concept called L-switching-cycle is proposed, which contains sequences of multiple activation cycles satisfying the prescribed ranged dwell time constraint. Based on L-switching-cycle, two sufficient conditions are proposed to ensure the global uniform asymptotic stability of discrete-time switched linear systems. It is noted that two conditions are equivalent in stability analysis with the same $L$-switching-cycle. These two sufficient conditions can be viewed as gener…
On the solutions to complex parameter-dependent LMIs involved in the stability analysis of 2D discrete models
University of Poitiers, LIAS-ENSIP（普瓦捷大学，LIAS-ENSIP）；CNRS, LAAS（法国国家科学研究中心，LAAS）；Faculty of Electrical Engineering, Czech Technical University in Prague（布拉格捷克理工大学电气工程学院）
