On Complexity of LP&SDP-Based Stability Certificates for Switched Linear Systems

We show that for any positive integer d, there are families of switched linear systems - in fixed dimension and defined by two matrices only - that are stable under arbitrary switching but do not admit (i) a polynomial Lyapunov function of degree d, or (ii) a polytopic Lyapunov function with d facets, or (iii) a piecewise quadratic Lyapunov function with d pieces. This implies that there cannot be an upper bound on the size of the linear and semidefinite programs that search for such stability certificates. Several constructive and non-constructive arguments are presented which connect our problem to known (and rather classical) results in the literature regarding the finiteness conjecture, undecidability, and non-algebraicity of the joint spectral radius. In particular, we show that existence of a sum of squares Lyapunov function implies the finiteness property of the optimal product.

By: Amir Ali Ahmadi, Raphaël M. Jungers

Published in: RC25430 in 2013


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