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The boundedness of all products of a pair of matrices is undecidable
Authors:Vincent D Blondel  John N Tsitsiklis  
Abstract:We show that the boundedness of the set of all products of a given pair Σ of rational matrices is undecidable. Furthermore, we show that the joint (or generalized) spectral radius ρ(Σ) is not computable because testing whether ρ(Σ)1 is an undecidable problem. As a consequence, the robust stability of linear systems under time-varying perturbations is undecidable, and the same is true for the stability of a simple class of hybrid systems. We also discuss some connections with the so-called “finiteness conjecture”. Our results are based on a simple reduction from the emptiness problem for probabilistic finite automata, which is known to be undecidable.
Keywords:Computability  Decidability  Matrix semigroup  Joint spectral radius  Generalised spectral radius  Finiteness conjecture  Robust stability analysis  Linear time-varying systems
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