Generating Unstable Trajectories for Switched Systems via Dual Sum-Of-Squares Techniques

Abstract

The joint spectral radius (JSR) of a set of matrices characterizes the maximal asymptotic growth rate of an infinite product of matrices of the set. This quantity appears in a number of applications including the stability of switched and hybrid systems. Many algorithms exist for estimating the JSR but not much is known about how to generate an infinite sequence of matrices with an optimal asymptotic growth rate. To the best of our knowledge, the currently known algorithms select a small sequence with large spectral radius using brute force (or branch-and-bound variants) and repeats this sequence infinitely.In this paper we introduce a new approach to this question, using the dual solution of a sum of squares optimization program for JSR approximation. Our algorithm produces an infinite sequence of matrices with an asymptotic growth rate arbitrarily close to the JSR. The algorithm naturally extends to the case where the allowable switching sequences are determined by a graph or finite automaton. Unlike the brute force approach, we provide a guarantee on the closeness of the asymptotic growth rate to the JSR. This, in turn, provides new bounds on the quality of the JSR approximation. We provide numerical examples illustrating the good performance of the algorithm.