the role of lie brackets in stability of linear and nonlinear switched systems
DESCRIPTION
Coordinated Science Laboratory and Dept. of Electrical & Computer Eng., Univ. of Illinois at Urbana-Champaign. THE ROLE OF LIE BRACKETS IN STABILITY OF LINEAR AND NONLINEAR SWITCHED SYSTEMS. Daniel Liberzon. Semi-plenary lecture, MTNS, Blacksburg, VA, 7/31/08. 1 of 24. - PowerPoint PPT PresentationTRANSCRIPT
THE ROLE OF LIE BRACKETS IN
STABILITY OF LINEAR AND NONLINEAR
SWITCHED SYSTEMS
Daniel Liberzon
Coordinated Science Laboratory andDept. of Electrical & Computer Eng.,Univ. of Illinois at Urbana-Champaign
Semi-plenary lecture, MTNS, Blacksburg, VA, 7/31/08 1 of 24
THE ROLE OF LIE BRACKETS IN
STABILITY OF LINEAR AND NONLINEAR
SWITCHED SYSTEMS
Daniel Liberzon
Coordinated Science Laboratory andDept. of Electrical & Computer Eng.,Univ. of Illinois at Urbana-Champaign
THE ROLE OF LIE BRACKETS IN
STABILITY OF LINEAR AND NONLINEAR
SWITCHED SYSTEMS
Daniel Liberzon
Coordinated Science Laboratory andDept. of Electrical & Computer Eng.,Univ. of Illinois at Urbana-Champaign
THE ROLE OF LIE BRACKETS IN
STABILITY OF LINEAR AND NONLINEAR
SWITCHED SYSTEMS
Daniel Liberzon
Coordinated Science Laboratory andDept. of Electrical & Computer Eng.,Univ. of Illinois at Urbana-Champaign
THE ROLE OF LIE BRACKETS IN
STABILITY OF LINEAR AND NONLINEAR
SWITCHED SYSTEMS
Daniel Liberzon
Coordinated Science Laboratory andDept. of Electrical & Computer Eng.,Univ. of Illinois at Urbana-Champaign
THE ROLE OF LIE BRACKETS IN
STABILITY OF LINEAR AND NONLINEAR
SWITCHED SYSTEMS
Daniel Liberzon
Coordinated Science Laboratory andDept. of Electrical & Computer Eng.,Univ. of Illinois at Urbana-Champaign
SWITCHED vs. HYBRID SYSTEMS
Switching can be:
• State-dependent or time-dependent• Autonomous or controlled
Further abstraction/relaxation: differential inclusion, measurable switching
Details of discrete behavior are “abstracted away”
: stabilityProperties of the continuous state
Switched system:
• is a family of systems• is a switching signal
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STABILITY ISSUE
unstable
Asymptotic stability of each subsystem is
not sufficient for stability
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TWO BASIC PROBLEMS
• Stability for arbitrary switching
• Stability for constrained switching
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TWO BASIC PROBLEMS
• Stability for arbitrary switching
• Stability for constrained switching
GLOBAL UNIFORM ASYMPTOTIC STABILITY
GUAS is Lyapunov stability
plus asymptotic convergence
GUES:
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COMMUTING STABLE MATRICES => GUES
For subsystems – similarly
(commuting Hurwitz matrices)
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...
quadratic common Lyapunov function[Narendra–Balakrishnan ’94]
COMMUTING STABLE MATRICES => GUES
Alternative proof:
is a common Lyapunov function
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LIE ALGEBRAS and STABILITY
Nilpotent means suff. high-order Lie brackets are 0e.g.
is nilpotent if s.t.
is solvable if s.t.
Lie algebra:
Lie bracket:
Nilpotent GUES [Gurvits ’95]
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SOLVABLE LIE ALGEBRA => GUES
Example:
quadratic common Lyap fcn diagonal
exponentially fast
0
exp fast
[L–Hespanha–Morse ’99]
Lie’s Theorem: is solvable triangular form
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MORE GENERAL LIE ALGEBRAS
Levi decomposition:
radical (max solvable ideal)
There exists one set of stable generators for which
gives rise to a GUES switched system, and another
which gives an unstable one
[Agrachev–L ’01]
• is compact (purely imaginary eigenvalues) GUES,
quadratic common Lyap fcn
• is not compact not enough info in Lie algebra:
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SUMMARY: LINEAR CASE
Extension based only on the Lie algebra is not possible
Lie algebra w.r.t.
Quadratic common Lyapunov function exists in all these cases
Assuming GES of all modes, GUES is guaranteed for:
• commuting subsystems:
• nilpotent Lie algebras (suff. high-order Lie brackets are 0)e.g.
• solvable Lie algebras (triangular up to coord. transf.)
• solvable + compact (purely imaginary eigenvalues)
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SWITCHED NONLINEAR SYSTEMS
Lie bracket of nonlinear vector fields:
Reduces to earlier notion for linear vector fields(modulo the sign)
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SWITCHED NONLINEAR SYSTEMS
• Linearization (Lyapunov’s indirect method)
Can prove by trajectory analysis [Mancilla-Aguilar ’00]
or common Lyapunov function [Shim et al. ’98, Vu–L ’05]
• Global results beyond commuting case – ?
[Unsolved Problems in Math. Systems and Control Theory]
• Commuting systems
GUAS
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SPECIAL CASE
globally asymptotically stable
Want to show: is GUAS
Will show: differential inclusion
is GAS
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OPTIMAL CONTROL APPROACH
Associated control system:
where
(original switched system )
Worst-case control law [Pyatnitskiy, Rapoport, Boscain, Margaliot]:
fix and small enough
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MAXIMUM PRINCIPLE
is linear in
at most 1 switch
(unless )
GAS
Optimal control:(along optimal trajectory)
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SINGULARITY
Need: nonzero on ideal generated by
(strong extremality)
At most 2 switches GAS
Know: nonzero on
strongly extremal(time-optimal control for auxiliary system in )
constant control(e.g., )
Sussmann ’79:
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GENERAL CASE
GAS
Want: polynomial of degree
(proof – by induction on )
bang-bang with switches
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THEOREM
Suppose:
• GAS, backward complete, analytic
• s.t.
and
Then differential inclusion is GAS,
and switched system is GUAS [Margaliot–L ’06]
Further work in [Sharon–Margaliot ’07]19 of 24
REMARKS on LIE-ALGEBRAIC CRITERIA
• Checkable conditions
• In terms of the original data
• Independent of representation
• Not robust to small perturbations
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In any neighborhood of any pair of matricesthere exists a pair of matrices generating the entire Lie algebra [Agrachev–L ’01]
How to measure closeness to a “nice” Lie algebra?
EXAMPLE
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(discrete time, or cont. time periodic switching: )
Suppose .
Fact 1 Stable for dwell time :
Fact 2 If then always stable:
This generalizes Fact 1 (didn’t need ) and Fact 2 ( )
Switching between and
Schur
Fact 3 Stable if where is small enough s.t.
When we have where
EXAMPLE
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(discrete time, or cont. time periodic switching: )
Suppose .
Fact 1 Stable for dwell time :
Fact 2 If then always stable:
Switching between and
Schur
When we have where
MORE GENERAL FORMULATION
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Assume switching period :
MORE GENERAL FORMULATION
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Find smallest s.t.
Assume switching period
MORE GENERAL FORMULATION
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Assume switching period
Intuitively, captures:
• how far and are from commuting ( )
• how big is compared to ( )
, define byFind smallest s.t.
MORE GENERAL FORMULATION
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Stability condition: where
already discussed: (“elementary shuffling”)
Assume switching period
, define byFind smallest s.t.
SOME OPEN ISSUES
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• Relation between and Lie brackets of and
general formula seems to be lacking
SOME OPEN ISSUES
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• Relation between and Lie brackets of and
Suppose but
Elementary shuffling: ,
not nec. close to but commutes with and
• Smallness of higher-order Lie brackets
Example:
SOME OPEN ISSUES
• Relation between and Lie brackets of and
Suppose but
Elementary shuffling: ,
not nec. close to but commutes with and
This shows stability for
Example:
In general, for can define by
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• Smallness of higher-order Lie brackets
(Gurvits: true for any )
SOME OPEN ISSUES
• Relation between and Lie brackets of and
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• Smallness of higher-order Lie brackets
• More than 2 subsystems
can still define but relation with Lie brackets less clear
• Optimal way to shuffle
especially when is not a multiple of
Thank you for your attention!