LMIs in Control/Stability Analysis/Stability under Arbitrary Switching

LMIs in Control/Stability Analysis/Stability under Arbitrary Switching

The System

${\begin{aligned}{\dot {x}}(t)\in \{A_{1}x(t),A_{2}x(t)\}\end{aligned}}$

The Data

The matrices $A_{1},A_{2}$.

The LMI: The Lyapunov Inequality

${\begin{aligned}{\text{Find}}\;&P>0:\\A_{1}^{T}P+PA_{1}<0{\text{ and }}\\A_{2}^{T}P+PA_{2}<0\end{aligned}}$

Conclusion:

The switched system is stable under arbitrary switching if there exists some P > 0 such that the LMIs hold.

Implementation

https://github.com/mcavorsi/LMI

Related LMIs

Parametric, Norm-Bounded Uncertain System Quadratic Stability

Stability of Structured, Norm-Bounded Uncertainty

Quadratic Stability Margins

External Links

• LMI Methods in Optimal and Robust Control - A course on LMIs in Control by Matthew Peet.