Learning stability of partially observed switched linear systems

Wang, Zheming;Jungers, Raphaël;Petreczky, Mihaly;Chen, Bo;Yu, Li
(2023) https://arxiv.org — (2023)

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Authors
  • Wang, ZhemingZhejiang University of Technology, Hangzhou 310023, China
    Author
  • Author
  • Petreczky, MihalyUniversité de Lille, Villeneuve dAscq 59651, France
    Author
  • Chen, BoZhejiang University of Technology, Hangzhou 310023, China
    Author
  • Yu, LiZhejiang University of Technology, Hangzhou 310023, China
    Author
Abstract
This paper deals with learning stability of partially observed switched linear systems under arbitrary switching. Such systems are widely used to describe cyber-physical systems which arise by combining physical systems with digital components. In many real-world applications, the internal states cannot be observed directly. It is thus more realistic to conduct system analysis using the outputs of the system. Stability is one of the most frequent requirement for safety and robustness of cyber-physical systems. Existing methods for analyzing stability of switched linear systems often require the knowledge of the parameters and/or all the states of the underlying system. In this paper, we propose an algorithm for deciding stability of switched linear systems under arbitrary switching based purely on observed output data. The proposed algorithm essentially relies on an output-based Lyapunov stability framework and returns an estimate of the joint spectral radius (JSR). We also prove a probably approximately correct error bound on the quality of the estimate of the JSR from the perspective of statistical learning theory.
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Citations

Wang, Z., Jungers, R., Petreczky, M., Chen, B., & Yu, L. (2023). Learning stability of partially observed switched linear systems. https://arxiv.org. Submitted. https://doi.org/10.48550/arXiv.2301.08046 (Original work published 2023)