Systems & Control Letters 61 (2012) 347–353
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Systems & Control Letters
journal homepage: www.elsevier.com/locate/sysconle
On robust Lie-algebraic stability conditions for switched linear systems
Andrei A. Agrachev
a
, Yuliy Baryshnikov
b
, Daniel Liberzon
b,∗
a
International School for Advanced Studies, S.I.S.S.A., via Beirut 4, 34014 Trieste, Italy
b
Coordinated Science Laboratory, University of Illinois at Urbana-Champaign, Urbana, IL 61821, USA
article info
Article history:
Received 6 June 2011
Received in revised form
23 November 2011
Accepted 28 November 2011
Available online 5 January 2012
Keywords:
Switched linear system
Asymptotic stability
Commutator
Lie algebra
Robustness
abstract
This paper presents new sufficient conditions for exponential stability of switched linear systems under
arbitrary switching, which involve the commutators (Lie brackets) among the given matrices generating
the switched system. The main novel feature of these stability criteria is that, unlike their earlier
counterparts, they are robust with respect to small perturbations of the system parameters. Two distinct
approaches are investigated. For discrete-time switched linear systems, we formulate a stability condition
in terms of an explicit upper bound on the norms of the Lie brackets. For continuous-time switched linear
systems, we develop two stability criteria which capture proximity of the associated matrix Lie algebra
to a solvable or a ‘‘solvable plus compact’’ Lie algebra, respectively.
© 2011 Elsevier B.V. All rights reserved.
1. Introduction
A switched system is described by a family of systems and a
rule that orchestrates the switching between them (see [1] for
an overview). In the large body of literature devoted to stability
analysis of switched systems, a specific research direction that has
received a lot of attention is to develop stability criteria that take
into account commutation relations among the constituent systems.
In the simplest case when these systems pairwise commute,
stability is preserved under arbitrary switching; this can be shown
either by directly studying the solutions (which is straightforward
for linear systems but takes more effort for nonlinear systems [2])
or by constructing a common Lyapunov function (which was done
for linear systems in [3], for nonlinear exponentially stable systems
in [4], and for general nonlinear asymptotically stable systems
in [5]). To build on this observation, one can consider the Lie algebra
generated by the constituent systems (a matrix Lie algebra in the
linear case or a Lie algebra of vector fields in general) and ask
whether the structure of this Lie algebra can be used to verify
stability of the switched system. Provided that the constituent
systems are linear and stable, it was shown that the switched
system remains stable under arbitrary switching if the Lie algebra
is nilpotent [6], solvable [7,8], or has a compact semisimple part
[9,10]; each of these classes of Lie algebras strictly contains the
∗
Corresponding author.
E-mail addresses: agrachev@sissa.it (A.A. Agrachev), ymb@illinois.edu
(Y. Baryshnikov), liberzon@illinois.edu (D. Liberzon).
previous one, and the existence of a quadratic common Lyapunov
function is guaranteed for all of them. Moreover, it was shown
in [10] that no further generalization is possible based solely on
the properties of the Lie algebra. For nonlinear systems the story
is much less complete, but recently some results connecting Lie
brackets and stability of switched nonlinear systems (beyond the
already mentioned commuting case) were established in [11,12].
For other methods dealing with stability of switched systems, see,
e.g., the references in [1,13].
While mathematically quite elegant, the available stability
conditions based on commutation relations suffer from one serious
drawback: they are not robust with respect to small perturbations
of the system data. For example, if we take two matrices that
commute with each other and perturb one of them slightly, they
will cease to commute. If we take a family of matrices generating a
nilpotent or solvable matrix Lie algebra and introduce arbitrarily
small errors in their entries, the new Lie algebra will no longer
possess any helpful structure (see [10, Section A.6] for a precise
result along these lines). For this reason, the results mentioned in
the previous paragraph have very limited applicability and serve
primarily academic interests. It is important to note that stability
itself, as well as the existence of a (quadratic) common Lyapunov
function, are properties that do have inherent robustness to small
perturbations; see [1, Section 2.2.4] for a detailed discussion of this
issue. Thus the indicated lack of robustness is a shortcoming of the
existing stability tests and is not an attribute of the problem itself.
To get a handle on robustness and obtain more satisfactory re-
sults, we must characterize ‘‘closeness’’ of a given collection of
systems to one with ‘‘nice’’ commutation relations. Rather than
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doi:10.1016/j.sysconle.2011.11.016