1. An Entropy-Based Bound for the Computational Complexity of a Switched System.
- Author
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Legat, Benoit, Parrilo, Pablo A., and Jungers, Raphael M.
- Subjects
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LOW-rank matrices , *CONVEX functions , *SUM of squares , *LYAPUNOV functions , *COMPUTATIONAL complexity , *HYBRID systems - Abstract
The joint spectral radius (JSR) of a set of matrices characterizes the maximal asymptotic growth rate of an infinite product of matrices of the set. This quantity appears in a number of applications including the stability of switched and hybrid systems. A popular method used for the stability analysis of these systems searches for a Lyapunov function with convex optimization tools. We analyze the accuracy of this method for constrained switched systems, a class of systems that has attracted increasing attention recently. We provide a new guarantee for the upper bound provided by the sum of squares implementation of the method. This guarantee relies on the $p$ -radius of the system and the entropy of the language of allowed switching sequences. We end this paper with a method to reduce the computation of the JSR of low-rank matrices to the computation of the constrained JSR of matrices of small dimension. [ABSTRACT FROM AUTHOR]
- Published
- 2019
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