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A LIE-ALGEBRAIC CONDITION for STABILITY of SWITCHED NONLINEAR SYSTEMS CDC ’04 Michael Margaliot Tel Aviv University, Israel Daniel Liberzon Univ. of Illinois.

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Presentation on theme: "A LIE-ALGEBRAIC CONDITION for STABILITY of SWITCHED NONLINEAR SYSTEMS CDC ’04 Michael Margaliot Tel Aviv University, Israel Daniel Liberzon Univ. of Illinois."— Presentation transcript:

1 A LIE-ALGEBRAIC CONDITION for STABILITY of SWITCHED NONLINEAR SYSTEMS CDC ’04 Michael Margaliot Tel Aviv University, Israel Daniel Liberzon Univ. of Illinois at Urbana-Champaign, USA

2 SWITCHED vs. HYBRID SYSTEMS : stability Switching can be: State-dependent or time-dependent Autonomous or controlled Hybrid systems give rise to classes of switching signals Properties of the continuous state Switched system: is a family of systems is a switching signal Further abstraction/relaxation: diff. inclusion, measurable switching

3 STABILITY ISSUE unstable Asymptotic stability of each subsystem is not sufficient for stability

4 TWO BASIC PROBLEMS Stability for arbitrary switching Stability for constrained switching

5 TWO BASIC PROBLEMS Stability for arbitrary switching Stability for constrained switching

6 GLOBAL UNIFORM ASYMPTOTIC STABILITY GUAS is Lyapunov stability plus asymptotic convergence GUES:

7 SWITCHED LINEAR SYSTEMS Extension based only on L.A. is not possible [Agrachev & L ’01] 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)

8 SWITCHED NONLINEAR SYSTEMS Global results beyond commuting case – ??? Commuting systems Linearization (Lyapunov’s indirect method) => GUAS [Mancilla-Aguilar, Shim et al., Vu & L] [Unsolved Problems in Math. Systems and Control Theory]

9 SPECIAL CASE globally asymptotically stable Want to show: is GUAS Will show: differential inclusion is GAS

10 OPTIMAL CONTROL APPROACH Associated control system: where (original switched system ) Worst-case control law [Pyatnitskiy, Rapoport, Boscain, Margaliot] : fix and small enough

11 MAXIMUM PRINCIPLE is linear in at most 1 switch (unless ) GAS Optimal control: (along optimal trajectory)

12 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:

13 GENERAL CASE GAS Want: polynomial of degree (proof – by induction on ) bang-bang with switches

14 THEOREM Suppose: GAS, backward complete, analytic s.t. and Then differential inclusion is GAS (and switched system is GUAS)


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