This paper deals with learning stability of partially observed switched linear systems under arbitrary switching. Such systems are widely used to describe cyber-physical systems which arise by combining physical systems with digital components. In many real-world applications, the internal states cannot be observed directly. It is thus more realistic to conduct system analysis using the outputs of the system. Stability is one of the most frequent requirement for safety and robustness of cyber-physical systems. Existing methods for analyzing stability of switched linear systems often require the knowledge of the parameters and/or all the states of the underlying system. In this paper, we propose an algorithm for deciding stability of switched linear systems under arbitrary switching based purely on observed output data. The proposed algorithm essentially relies on an output-based Lyapunov stability framework and returns an estimate of the joint spectral radius (JSR). We also prove a probably approximately correct error bound on the quality of the estimate of the JSR from the perspective of statistical learning theory.
We present a data-driven framework for strategy synthesis for partially-known switched stochastic systems. The properties of the system are specified using linear temporal logic (LTL) over finite traces (LTLf), which is as expressive as LTL and enables interpretations over finite behaviors. The framework first learns the unknown dynamics via Gaussian process regression. Then, it builds a formal abstraction of the switched system in terms of an uncertain Markov model, namely an Interval Markov Decision Process (IMDP), by accounting for both the stochastic behavior of the system and the uncertai…
This paper addresses the stability problem for discrete-time switched systems under autonomous switching. Each mode of the switched system is modeled as a Linear Parameter Varying (LPV) system, the time-varying parameters can vary arbitrarily fast and are represented in a polytopic form. The Lyapunov theory is employed to get new conditions in the form of parameter-dependent LMIs. The constructed Lyapunov function takes advantage of using an augmented state vector with shifted states in its construction. In this sense, the Lyapunov function employed in this paper can be viewed as a discrete-ti…
The dynamical behavior of switched affine systems is known to be more intricate than that of the well-studied switched linear systems, essentially due to the existence of distinct equilibrium points for each subsystem. First, under arbitrary switching rules, the stability analysis must be generally carried out with respect to a compact set with non-empty interior rather than to a singleton. We provide a novel proof technique for existence and outer approximation of attractive invariant sets of a switched affine system, under the hypothesis of global uniform stability of its linearization. On t…
Stability Analysis of Continuous-Time Switched Systems with a Random Switching Signal
University of Science and Technology of China(中国科学技术大学);University of Hong Kong(香港大学);University of Southampton(南安普顿大学);University of Strathclyde(思克莱德大学)
We consider discrete-time switching systems composed of a finite family of affine sub-dynamics. First, we recall existing results and present further analysis on the stability problem, the existence and characterization of compact attractors, and the relations these problems have with the joint spectral radius of the set of matrices composing the linear part of the subsystems. Second, we tackle the problem of providing probabilistic certificates of stability along with the existence of forward invariant sets, assuming no knowledge on the system data but only observing a finite number of sample…
We study the synthesis of mode switching protocols for a class of discrete-time switched linear systems in which the mode jumps are governed by Markov decision processes (MDPs). We call such systems MDP-JLS for brevity. Each state of the MDP corresponds to a mode in the switched system. The probabilistic state transitions in the MDP represent the mode transitions. We focus on finding a policy that selects the switching actions at each mode such that the switched system that follows these actions is guaranteed to be stable. Given a policy in the MDP, the considered MDP-JLS reduces to a Markov j…
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…
Switched systems are known to exhibit subtle (in)stability behaviors requiring system designers to carefully analyze the stability of closed-loop systems that arise from their proposed switching control laws. This paper presents a formal approach for verifying switched system stability that blends classical ideas from the controls and verification literature using differential dynamic logic (dL), a logic for deductive verification of hybrid systems. From controls, we use standard stability notions for various classes of switching mechanisms and their corresponding Lyapunov function-based analy…
This paper deals with classes of (de)stabilizing switching signals for switched systems. Most of the available conditions for stability of switched systems are sufficient in nature, and consequently, their violation does not conclude instability of a switched system. The study of instability is, however, important for obvious reasons. Our contributions are twofold: Firstly, we propose a class of switching signals under which a continuous-time switched linear system is unstable. Our characterization of instability depends solely on the asymptotic behaviour of frequency of switching, frequency o…
The stability property of the loss-aversion-based noncooperative switched systems with quadratic payoffs is investigated. In this system, each agent adopts the lower sensitivity parameter in the myopic pseudo-gradient dynamics for the case of losing utility than gaining utility, and both systems' dynamics and switching events (conditions) are depending on agents' payoff functions. Sufficient conditions under which agents' state converges towards the Nash equilibrium are derived in accordance with the location of the Nash equilibrium. In the analysis, the mode transition sequence and interestin…
This work proposes a switched model reference adaptive control (S-MRAC) architecture for a multi-input multi-output (MIMO) switched linear system with memory for enhanced learning. A salient feature of the proposed method that separates it from most previous results is the use of memory that store the estimator states at switching and facilitate parameter learning during both active and inactive phases of a subsystem, thereby improving the tracking performance of the overall switched system. Specifically, the learning experience from the previous active duration of a subsystem is retained in t…
Stability of input-output maps and their minimal realizations in state-linear, state-affine, LPV, and linear switched systems
Univ. Lille, CNRS, Centrale Lille(里尔大学、法国国家科学研究中心、中央理工学院里尔);SPMS, NTU, Singapore(新加坡南洋理工大学精算与数学科学学院);HUN-REN SZTAKI, Budapest, Hungary(匈牙利研究与创新网络萨塔基研究所)
A design framework recently has been developed to stabilize interconnected multiagent systems in a distributed manner, and systematically capture the architectural aspect of cyber-physical systems. Such a control theoretic framework, however, results in a stabilization protocol which is passive with respect to the cyber attacks and conservative regarding the guaranteed level of resiliency. We treat the control layer topology and stabilization gains as the degrees of freedom, and develop a mixed control and cybersecurity design framework to address the above concerns. From a control perspective…
This paper deals with stability of discrete-time switched linear systems whose all subsystems are unstable and the set of admissible switching signals obeys pre-specified restrictions on switches between the subsystems and dwell times on the subsystems. We derive sufficient conditions on the subsystems matrices such that a switched system is globally exponentially stable under a set of purely time-dependent switching signals that obeys the given restrictions. The main apparatuses for our analysis are (matrix) commutation relations between certain products of the subsystems matrices and graph-t…
This paper deals with stability of discrete-time switched linear systems whose all subsystems are unstable. We present sufficient conditions on the subsystems matrices such that a switched system is globally exponentially stable under a set of purely time-dependent switching signals that are allowed to activate all subsystems. The main apparatuses for our analysis are (matrix) commutation relations between certain products of the subsystems matrices and graph-theoretic arguments. We present a numerical experiment to demonstrate our results.
Originating in the artificial intelligence literature, optimistic planning (OP) is an algorithm that generates near-optimal control inputs for generic nonlinear discrete-time systems whose input set is finite. This technique is therefore relevant for the near-optimal control of nonlinear switched systems, for which the switching signal is the control. However, OP exhibits several limitations, which prevent its application in a standard control context. First, it requires the stage cost to take values in [0,1], an unnatural prerequisite as it excludes, for instance, quadratic stage costs. Secon…
This work studies the problem of searching for homogeneous polynomial Lyapunov functions for stable switched linear systems. Specifically, we show an equivalence between polynomial Lyapunov functions for systems of this class and quadratic Lyapunov functions for a related hierarchy of Lyapunov differential equations. This creates an intuitive procedure for checking the stability properties of switched linear systems and a computationally competitive algorithm is presented for generating high-order homogeneous polynomial Lyapunov functions in this manner. Additionally, we provide a comparison b…
A novel procedure for the online identification of a class of discrete-time switched linear systems, which simultaneously estimates the parameters and switching manifolds of the systems, is proposed in this paper. Firstly, to estimate the parameters of the subsystems, a discrete-time concurrent learning-based recursive parameter estimator is designed to guarantee the exponential convergence of the estimation errors to zero. Secondly, as an assistant procedure of the identification framework, an online switching detection method is proposed by making use of the history stacks produced by the co…
Indian Institute of Science Bangalore(印度科学理工学院班加罗尔)
This paper deals with stabilization of discrete-time switched linear systems when explicit knowledge of the state-space models of their subsystems is not available. Given the set of admissible switches between the subsystems, the admissible dwell times on the subsystems and a set of finite traces of state trajectories of the subsystems that satisfies certain properties, we devise an algorithm that designs periodic switching logics which preserve stability of the resulting switched system. We combine two ingredients: (a) data-based stability analysis of discrete-time linear systems and (b) mult…
Using any nonnegative function with a nonpositive derivative along trajectories to define a virtual output, the classic LaSalle invariance principle can be extended to switched nonlinear time-varying (NLTV) systems, by considering the weak observability (WO) associated with this output. WO is what the output informs about the limiting behavior of state trajectories (hidden in the zero locus of the output). In the context of switched NLTV systems, WO can be explored using the recently established framework of limiting zeroing-output solutions. Adding to this, an extension of the integral invari…
This paper treats the global stabilization problem of continuous-time switched affine systems that have rank-deficient convex combinations of their dynamic matrices. For these systems, the already known set of attainable equilibrium points has higher dimensionality than in the full-rank case due to the existence of what we define as singular equilibrium points. Our main goal is to design a state-dependent switching function to ensure global asymptotic stability of a chosen point inside this set with conditions expressed in terms of linear matrix inequalities. For this class of systems, global …