A second-order maximum principle for discrete-time bilinear control systems with applications to discrete-time linear switched systems

A powerful approach for analyzing the stability of continuous-time switched systems is based on using optimal control theory to characterize the “most unstable” switching law. This reduces the problem of determining stability under arbitrary switching to analyzing stability for the specific “most unstable” switching law. For discrete-time switched systems, the variational approach received considerably less attention. This approach is based on using a first-order necessary optimality condition in the form of a maximum principle (MP), and typically this is not enough to completely characterize the “most unstable” switching law. In this paper, we provide a simple and self-contained derivation of a second-order necessary optimality condition for discrete-time bilinear control systems. This provides new information that cannot be derived using the first-order MP. We demonstrate several applications of this second-order MP to the stability analysis of discrete-time linear switched systems.     

Lie-algebraic stability conditions for nonlinear switched systems and differential inclusions

We present a stability criterion for switched nonlinear systems which involves Lie brackets of the individual vector fields but does not require that these vector fields commute. A special case of the main result says that a switched system generated by a pair of globally asymptotically stable nonlinear vector fields whose third-order Lie brackets vanish is globally uniformly asymptotically stable under arbitrary switching. This generalizes a known fact for switched linear systems and provides a partial solution to the open problem posed in [D. Liberzon, Lie algebras and stability of switched nonlinear systems, in: V. Blondel, A. Megretski (Eds.), Unsolved Problems in Mathematical Systems and Control Theory, Princeton University Press, NJ, 2004, pp. 203–207.]. To prove the result, we consider an optimal control problem which consists in finding the “most unstable” trajectory for an associated control system, and show that there exists an optimal solution which is bang-bang with a bound on the total number of switches. This property is obtained as a special case of a reachability result by bang-bang controls which is of independent interest. By construction, our criterion also automatically applies to the corresponding relaxed differential inclusion.     

Output feedback control of switched nonlinear systems using multiple Lyapunov functions

This work presents a hybrid nonlinear control methodology for a broad class of switched nonlinear systems with input constraints. The key feature of the proposed methodology is the integrated synthesis, via multiple Lyapunov functions, of “lower-level” bounded nonlinear feedback controllers together with “upper-level” switching laws that orchestrate the transitions between the constituent modes and their respective controllers. Both the state and output feedback control problems are addressed. Under the assumption of availability of full state measurements, a family of bounded nonlinear state feedback controllers are initially designed to enforce asymptotic stability for the individual closed-loop modes and provide an explicit characterization of the corresponding stability region for each mode. A set of switching laws are then designed to track the evolution of the state and orchestrate switching between the stability regions of the constituent modes in a way that guarantees asymptotic stability of the overall switched closed-loop system. When complete state measurements are unavailable, a family of output feedback controllers are synthesized, using a combination of bounded state feedback controllers, high-gain observers and appropriate saturation filters to enforce asymptotic stability for the individual closed-loop modes and provide an explicit characterization of the corresponding output feedback stability regions in terms of the input constraints and the observer gain. A different set of switching rules, based on the evolution of the state estimates generated by the observers, is designed to orchestrate stabilizing transitions between the output feedback stability regions of the constituent modes. The differences between the state and output feedback switching strategies, and their implications for the switching logic, are discussed and a chemical process example is used to demonstrate the proposed approach.     

Robust stabilizing control laws for a class of second-order switched systems

For a class of second-order switched systems consisting of two linear time-invariant (LTI) subsystems, we show that the so-called conic switching law proposed previously by the present authors is robust, not only in the sense that the control law is flexible (to be explained further), but also in the sense that the Lyapunov stability (resp., Lagrange stability) properties of the switched system are preserved in the presence of certain kinds of vanishing perturbations (resp., nonvanishing perturbations). The analysis is possible since the conic switching laws always possess certain kinds of “quasi-periodic switching operations”. We also propose for a class of nonlinear second-order switched systems with time-invariant subsystems a switching control law which locally exponentially stabilizes the entire nonlinear switched system, provided that the conic switching law exponentially stabilizes the linearized switched systems (consisting of the linearization of each nonlinear subsystem). This switched control law is robust in the sense mentioned above.     

On the analysis of nonlinear nilpotent switched systems using the Hall–Sussmann system

We consider an open problem on the stability of nonlinear nilpotent switched systems posed by Daniel Liberzon. Partial solutions to this problem were obtained as corollaries of global nice reachability results for nilpotent control systems. The global structure is crucial in establishing stability. We show that a nice reachability analysis may be reduced to the reachability analysis of a specific canonical system, the nilpotent Hall–Sussmann system. Furthermore, local nice reachability properties for this specific system imply global nice reachability for general nilpotent systems. We derive several new results revealing the elegant Lie-algebraic structure of the nilpotent Hall–Sussmann system.     

On singular hybrid switched and impulsive systems

In this work, the problem of stability analysis for a class of singular hybrid switched and impulsive system (HSIS) is addressed. Corresponding to each subsystem, a hybrid switched and impulsive controller is designed and then the exponential stability property of the proposed singular HSIS is discussed for linear and nonlinear cases. Because switched systems without impulses are a special case of HSISs, the results are also given to switched system with synchronous and asynchronous controllers. The obtained results apply to control singular systems, and the introduced theorems allow knowing how the control must be designed. Two numerical examples are given to show the effectiveness of the proposed approaches. At first, by using MATLAB^® software, the proposed method is applied to a class of physiological processes of endocrine disruptor diethylstilbestrol models to illustrate the effectiveness of the results obtained here for the linear case. Thereafter, another numerical example is provided to support the presented theoretical results for the nonlinear case.     

The problem of absolute stability: a dynamic programming approach

We consider the problem of absolute stability of a feedback system composed of a linear plant and a single sector-bounded nonlinearity. Pyatnitskiy and Rapoport used a variational approach and the Maximum Principle to derive an implicit characterization of the “most destabilizing” nonlinearity. In this paper, we address the same problem using a dynamic programming approach. We show that the corresponding value function is composed of simple building blocks which are the generalized first integrals of appropriate linear systems. We demonstrate how the results can be used to design stabilizing switched controllers.     

Global exponential stability of 2D switched positive nonlinear systems described by the Roesser model

In this paper, we aim to investigate the stability of 2D switched positive nonlinear systems with time‐varying delays in the Roesser model, which includes 2D switched positive linear systems as a special case. By using the average dwell time approach, we give a sufficient condition for the exponential stability of 2D switched positive nonlinear systems. The difficulty caused by the delays is overcome by introducing a model transform and the method used in this paper is different from conventional Lyapunov‐Krasovskii functional method. An explicit exponential bound on the decay rate is presented. We also extend the result to the general 2D switched linear systems, not necessarily positive. Finally, an illustrative example is given to demonstrate the effectiveness of the obtained result.     

Stability analysis of switched systems under dynamical dwell time control approach

This article investigates the stability of a class of switched systems using dynamical dwell time approach. First, the condition for stability of switched systems whose subsystems are stable are presented with dynamical dwell time approach, which is shown to be less conservative in switching law design than dwell time approach. Then the proposed approach is extended to the switched systems with both stable and unstable subsystems. Finally, some numerical examples are given to illustrate the effectiveness of the proposed results.     

时滞切换系统指数稳定性分析:微分不等式方法

考虑由多个时滞系统组成的切换系统,并研究在什么条件下,可以把无时滞切换系统的稳定性分析及结论推广至上述的时滞系统.方法是将时滞项作为线性常微分方程扰动项,利用常数变易公式与Halanay微分不等式,分析时滞项对于切换系统稳定性的影响.结论表明,在时滞项满足某些前提时,切换系统稳定性分析的Lyapunov方法仍然适用.仿真算例验证了方法的有效性.     

LMI‐based stability analysis of linear hybrid systems with application to switched control of a refrigeration process

We consider continuous‐time switched linear systems associated with linear state reset during mode switches, which are called linear hybrid systems and can be commonly found in switched control systems via bumpless transfer during controller switches. We use a multiple Lyapunov functions approach to develop constructive tools for stability analysis of linear hybrid systems. In particular, we derive a linear‐matrix‐inequalities based procedure to compute upper bounds of dwell time for uniform global exponential stability in linear hybrid systems, and we apply it to a refrigeration process that is regulated by several switched proportional‐integral controllers via bumpless transfer. Copyright © 2010 John Wiley and Sons Asia Pte Ltd and Chinese Automatic Control Society     

Stability of switched positive nonlinear systems

This paper considers the stability problem for a class of switched positive nonlinear systems (SPNSs), which includes switched positive linear systems as a special case. We derive a necessary and sufficient condition for stability of continuous‐time SPNSs defined by homogeneous and cooperative vector fields under average dwell time switching. A corresponding necessary and sufficient condition is also given for stability of discrete‐time SPNSs defined by homogeneous and order‐preserving vector fields under average dwell time switching. The stability results for switched positive linear systems, which have been studied in the literature, can be easily obtained. We also extend the results to general switched linear systems. Finally, a numerical example is provided to illustrate the effectiveness of our results. Copyright © 2015 John Wiley & Sons, Ltd.     

Average dwell time based stability analysis for nonautonomous continuous‐time switched systems

Inspired by the idea of multiple Lyapunov functions and the average dwell time, we address the stability analysis of nonautonomous continuous‐time switched systems. First, we investigate nonautonomous continuous‐time switched nonlinear systems and successively propose sufficient conditions for their (uniform) stability, global (uniform) asymptotic stability, and global (uniform) exponential stability, in which an indefinite scalar function is utilized to release the nonincreasing requirements of the classical multiple Lyapunov functions. Afterwards, by using multiple Lyapunov functions of quadratic form, we obtain the corresponding sufficient conditions for (uniform) stability, global (uniform) asymptotic stability, and global exponential stability of nonautonomous switched linear systems. Finally, we consider the computation issue of our current results for a special class of nonautonomous switched systems (ie, rational nonautonomous switched systems), associated with two illustrative examples.     

Sufficient and necessary conditions for the stability of second-order switched linear systems under arbitrary switching

Many practical systems can be modelled as switched systems, whose stability problem is challenging even for linear subsystems. In this article, the stability problem of second-order switched linear systems with a finite number of subsystems under arbitrary switching is investigated. Sufficient and necessary stability conditions are derived based on the worst-case analysis approach in polar coordinates. The key idea of this article is to partition the whole state space into several regions and reduce the stability analysis of all the subsystems to analysing one or two worst subsystems in each region. This article is an extension of the work for stability analysis of second-order switched linear systems with two subsystems under arbitrary switching.     

On the stability issues of switched singular time‐delay systems with slow switching based on average dwell‐time

The issue of exponential stability analysis of continuous‐time switched singular systems consisting of a family of stable and unstable subsystems with time‐varying delay is investigated in this paper. It is very difficult to analyze the stability of such systems because of the existence of time‐delay and unstable subsystems. In this regard, on the basis of the free‐weighting matrix approach, by constructing the new Lyapunov‐like Krasovskii functional, and using the average dwell‐time approach, delay‐dependent sufficient conditions are derived and formulated in terms of LMIs to check the exponential stability of such systems. This paper also highlights the relationship between the average dwell‐time of the switched singular time‐delay system, its stability, exponential convergence rate of differential states, and algebraic states. Finally, a numerical example is given to confirm the analytical results and illustrate the effectiveness of the proposed strategy. Copyright © 2012 John Wiley & Sons, Ltd.     

Model order-reduction for discrete-time switched linear systems

This article describes the problem of model order-reduction for a class of hybrid discrete-time switched linear systems composed of linear discrete-time invariant subsystems with a switching rule. This article investigates two novel approaches to model order-reduction. The first approach consists in evaluating the error approximation performance; the problems are solved using the robust stability results of the switched systems. The second approach presents the reachability and observability Gramians of the switched systems, which allows a balanced truncation model reduction procedure. A numerical example shows the effectiveness of the proposed approaches.     

Stability analysis for networked control systems based on event-time-driven mode

This article studies the problem of stability analysis for a class of networked control systems (NCS), whose control gain is assumed to be known. A switched delay system model is obtained based on the event-time-driven scheme. To solve the stability problem of the new NCS model, a new approach based on the Lyapunov functional exponential estimation method is introduced. By using this method, sufficient conditions are developed to guarantee exponential stability of the considered system. The results obtained may be less conservative than the existing ones from the perspective of maximum allowable transfer interval because the unavailable time is considered in this article. An example is given to show the effectiveness of the proposed method.     

Exponential stability of output‐based event‐triggered control for switched singular systems

This paper presents the exponential stability of output‐based event‐triggered control for switched singular systems. An event‐triggered mechanism is introduced based on measure output, by employing the Lyapunov functional method and average dwell time approach, some sufficient conditions for exponential stability of the switched singular closed‐loop systems are derived. Furthermore, dynamic output feedback controller parameters are obtained. Lastly, a numerical example is given to illustrate the validity of the proposed solutions.     

Stability analysis and control for switched stochastic delayed systems

This paper investigates almost sure exponential stability and feedback stabilization for switched time‐delay systems with nonlinear stochastic perturbations. The main contributions of this paper are threefold: (i) based on the non‐convolution type multiple Lyapunov functionals and the mathematical induction approach, a mean‐square exponential stability condition for nonlinear stochastic switched systems is first established, such that the obtained average dwell time does not rely on any given decay rate; (ii) by using the method developed in part (i) and the stochastic analysis techniques and limit methods in probability, an almost sure exponential stability criterion for switched delayed systems with nonlinear stochastic uncertainties is presented, and then a state feedback controller for the systems under consideration is designed; and (iii) when certain assumptions are made on the nonlinear stochastic perturbations, the results in this paper are further improved by relaxing some conditions. The effectiveness of the proposed method is demonstrated by three illustrative examples. Copyright © 2015 John Wiley & Sons, Ltd.     

Stability analysis for discrete-time switched time-delay systems

The stability analysis problem is studied in this paper for a class of discrete-time switched time-delay systems. By using a newly constructed Lyapunov functional and the average dwell time scheme, a delay-dependent sufficient condition is derived for the considered system to be exponentially stable. The obtained results provide a solution to one of the basic problems in discrete-time switched time-delay systems, that is, to find a switching signal for which the switched time-delay system is exponentially stable. Two illustrative examples are given to demonstrate the effectiveness of the proposed results.