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International Journal of Control

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Stability and stabilization of discrete time switched

systems
a b
J. C. Geromel & P. Colaneri
a
DSCE / School of Electrical and Computer Engineering, UNICAMP, CP 6101, 13083 – 970,
Campinas, SP, Brazil
b
Dipartimento di Elettronica e Informazione, Politecnico di Milano, Italy
Version of record first published: 20 Feb 2007.

To cite this article: J. C. Geromel & P. Colaneri (2006): Stability and stabilization of discrete time switched systems,
International Journal of Control, 79:07, 719-728

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 International Journal of Control
Vol. 79, No. 7, July 2006, 719–728

Stability and stabilization of discrete

time switched systems
J. C. GEROMEL*{ and P. COLANERIz

{DSCE / School of Electrical and Computer Engineering,

UNICAMP, CP 6101, 13083 – 970, Campinas, SP, Brazil
zDipartimento di Elettronica e Informazione,
Politecnico di Milano, Italy

(Received 29 April 2005; revised 8 February 2006; in final form 20 February 2006)
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This paper addresses two strategies for stabilization of discrete time linear switched
systems. The first one is of open loop nature (trajectory independent) and is based on the
determination of an upper bound of the minimum dwell time by means of a family of
quadratic Lyapunov functions. The relevant point on dwell time calculation is that the
proposed stability condition does not require the Lyapunov function be uniformly decreasing
at every switching time. The second one is of closed loop nature (trajectory dependent) and
is designed from the solution of what we call Lyapunov–Metzler inequalities from which
the stability condition is expressed. Being non-convex, a more conservative but simpler
to solve version of the Lyapunov–Metzler inequalities is provided. The theoretical results
are illustrated by means of examples.

1. Introduction Stability analysis of continuous time switched linear

systems has been addressed by several authors,
This paper aims at providing new results on stability Branicky (1998), Hockerman-Frommer et al. (1998),
analysis and stabilizing control synthesis for a discrete Johansson and Rantzer (1998), Ye et al. (1998),
time switched linear system of the following general Liberzon (2003) and Hespanha (2004), among others.
form The recent paper (Hespanha 2004), dealing with
extensions of LaSalle’s Invariance Principle, provides
xðk þ 1Þ ¼ A
ðkÞ xðkÞ, xð0Þ ¼ x0 ð1Þ an interesting discussion on a collection of results
on uniform stability of switched systems. For discrete-
defined for all k 2 N where xðkÞ 2 Rn is the state,
(k) time switched systems, see Daafouz and Bernussou
is the switching rule and x0 is the initial condition. (2001), Zhai (2001) and Xie and Wang (2003).
Considering a set of matrices Ai 2 Rn
n , i ¼ 1, . . . , N Liberzon and Morse (1999) and DeCarlo et al. (2000)
be given, the switching rule
(k), for each k 2 N, provide excellent overviews on switched and hybrid
is such that systems.
Generally speaking, when
ðÞ is state independent,
A
ðkÞ 2 fA1 , . . . , AN g: ð2Þ that is, when it is a a priori piecewise constant signal,
if one considers that each matrix of the set
Clearly, (2) imposes that A
ðkÞ is constrained to jump fA1 , . . . , AN g is asymptotically stable then, intuitively,
among the N vertices of the matrix polytope there exists
(k) such that (1) is asymptotically
fA1 , . . . , AN g. stable provided the interval of time between successive
switching (dwell time) is taken large enough. The
main novelty reported in this paper is on the determina-
*Corresponding author. Email: geromel@dsce.fee.unicamp.br tion of an upper bound of the minimum dwell time
International Journal of Control
ISSN 0020–7179 print/ISSN 1366–5820 online
2006 Taylor & Francis
http://www.tandf.co.uk/journals
DOI: 10.1080/00207170600645974
 720 J. C. Geromel and P. Colaneri

preserving global stability. This is accomplished from 2. Time switching control

the determination of a family of quadratic Lyapunov
functions, associated to the correspondent matrix of This section is entirely dedicated to design a time switch-
the set fA1 , . . . , AN g such that at every switching time ing control law for the switched linear system defined
lq the sequence vðxðlq ÞÞ, for q ¼ 0, . . . , 1, converges by the model (1) and (2) where it is assumed that each
uniformly to zero. From a simple illustrative example, matrix of the set fA1 , . . . , AN g is asymptotically stable.
it is shown that our procedure for the determination The problem under consideration can be stated as
of an upper bound of the minimum dwell time, provides follows: Determine a minimum dwell time  2 N
more accurate results than the ones available in the such that the equilibrium point x ¼ 0 of the system (1)
literature, in particular the extension to discrete time is globally asymptotically stable with the time switching
systems of Morse (1996) and the average dwell time of control
Zhai et al. (2002). In some instances, the determination
of the minimum dwell time, based on a quadratic
ðkÞ ¼ i 2 f1, . . . , Ng, k 2 ½lq , lqþ1 Þ, ð3Þ
guaranteed cost, is related to the results of Xu and
Antsaklis (2004) assuming further that the switching where lq and lqþ1 are successive switching times satis-
rule is not a priori given but can be taken arbitrarily, fying lqþ1  lq    1 for all q 2 N. It is interesting
among the feasible ones. to observe that the index i 2 f1, . . . , Ng selected at
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For switched systems with
ðÞ being state dependent, each instant of time k 2 N is arbitrary. Hence, asym-
the stability condition is expressed in terms of a set of ptotic stability is preserved whenever it remains
inequalities that we call Lyapunov–Metzler inequalities unchanged for a period of time greater or equal to
because the variables involved are a set of symmetric the minimum dwell time  . The next theorem
and positive matrices fP1 , . . . , PN g and a Metzler provides the theoretical basis towards a possible
matrix
. The point to be noted is that our asymptotic solution of the proposed problem by characterizing
stability condition does not require any stability an upper bound for  . It uses the concept of
property associated to each individual matrix of the multiple Lyapunov function with the innovation that
set fA1 , . . . , AN g and it contains as special cases the the classical assumption on its decreasing at switching
quadratic stability condition and the results of times is no longer needed.
Daafouz and Bernussou (2001) and Zhai (2001). The
price to be payed, however, is the non-convex nature Theorem 1: Assume that, for some   1, there exists
a collection of positive definite matrices fP1 , . . . , PN g
of the the Lyapunov–Metzler inequalities being thus
of compatible dimensions such that
difficult to solve numerically. For this reason, a more
conservative but easier to solve asymptotical stability
condition is proposed. A0i Pi Ai  Pi < 0, 8i ¼ 1, . . . , N ð4Þ
This paper, which is the discrete-time counterpart of
Geromel and Colaneri (2005), is organized as follows. and
In x 2 time switching control is considered. The switch-
ing rule
(k) is considered piecewise constant and an A0 
i Pj Ai  Pi < 0, 8i 6¼ j ¼ 1, . . . , N: ð5Þ
upper bound of the minimum dwell time is determined.
Section 3 is entirely devoted to state switching control
The time switching control (3) with lqþ1  lq  
where the goal is to design a proper function uðÞ such
makes the equilibrium solution x ¼ 0 of (1) globally
that the system (1) is globally asymptotically stable
asymptotically stable.
with the switching rule
ðkÞ ¼ uðxðkÞÞ. Finally,
x 4 concludes the paper. Proof: Consider, in accordance to (3), that
ðkÞ ¼
The notation used throughout is standard. Capital i 2 f1, . . . , Ng for all k 2 ½lq , lqþ1 Þ where lqþ1 ¼ lq þ q
letters denote matrices, small letters denote vectors and with q    1 and that at k ¼ lqþ1 the time switching
small Greek letters denote scalars. For matrices or control jumps to
ðkÞ ¼ j 2 f1, . . . , Ng, otherwise the
vectors ð0 Þ indicates transpose. For symmetric matrices, result trivially follows. From (4), it is seen that, for all
X > 0 (0) indicates that X is positive definite (non- k 2 ½lq , lqþ1 Þ, the Lyapunov function vðxðkÞÞ ¼
negative definite) and min ðX Þ, max ðX Þ denote xðkÞ0 P
ðkÞ xðkÞ, along an arbitrary trajectory of (1)
its minimum and maximum eigenvalue respectively. satisfies
The sets of real and natural numbers are denoted
by R and N respectively. The L2 squared norm of vðxðk þ 1ÞÞ ¼ vðxðkÞÞ þ xðkÞ0 ðA0i Pi Ai  Pi ÞxðkÞ
n 2
P1 2 R 0 defined for all k 2 N equals kxðkÞk2 ¼
xðkÞ
< vðxðkÞÞ ð6Þ
k¼0 xðkÞ xðkÞ.
 Stabilization of discrete time switched systems 721

which enables us to conclude that there exist scalars Finally, with   1, it is always possible to define a
 2 ð0, 1Þ and  > 0 such that time switching control strategy (3) such that A
ðkÞ is
periodic. As a consequence, a necessary condition for
kxðkÞk22  ðklq Þ vðxðlq ÞÞ, 8k 2 ½lq , lqþ1 Þ: ð7Þ the feasibility of those constraints is

!

On the other hand, using the inequalities (5) we have
YN




ðÞ :¼ max
q Bp
< 1, ð11Þ
q¼1,..., n


0 p¼1
vðxðlqþ1 ÞÞ ¼ xðlqþ1 Þ Pj xðlqþ1 Þ
0 
¼ xðlq Þ0 Ai q Pj Ai q xðlq Þ where qðÞ denotes a generic eigenvalue of ðÞ
0 0ð Þ ð Þ and fB1 , . . . , BN g are matrices corresponding to any
< xðlq Þ Ai q Pi Ai q xðlq Þ
permutation among those of the set fA1 , . . . , AN g.
< xðlq Þ0 Pi xðlq Þ However, since (3) may produce non-periodic policies
< vðxðlq ÞÞ, ð8Þ as well, the necessary condition (11) for the existence
of a feasible solution to inequalities (4) and (5), generally
does not meet sufficiency. In the sequel, this aspect
where the second inequality holds from the fact that will be illustrated by means of an example.
for every  ¼ q   2 N it is true that A0i Pi Ai  Pi .
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In this setting, an upper bound for the minimum

The consequence is that there exists  2 ð0, 1Þ such that dwell time  can be computed by taking the minimum
value of  satisfying the constraints of Theorem 1.
vðxðlq ÞÞ  q vðx0 Þ, 8q 2 N ð9Þ Hence, it can be calculated with no great difficulty
from the optimal solution of the optimization problem
which together with (7) implies that the equilib-
rium solution x ¼ 0 of (1) is globally asymptotically  
min : ð4Þ  ð5Þ ð12Þ
stable. œ 1, P1 >0,..., PN >0

This result deserves some comments. First, it is simple to

determine the scalars ,  and  such that inequalities which, for   1 fixed, reduces to a convex program-
(7) and (9) hold. Assuming that positive definite ming feasibility problem with linear matrix inequalities
matrices fP1 , . . . , PN g satisfy the inequalities (4) then constraints that can be handled by any LMI solver avail-
there exists  > 0 such that A0i Pi Ai  Pi  I for all able in the literature to date, see Boyd et al. (1994) for an
i ¼ 1, . . . , N yielding  ¼ 1  = maxi max ðPi Þ and important study on systems and LMIs. (Problem (12)
 ¼ 1= mini min ðPi Þ. Furthermore, from (5) there should be stated with inf instead of min. All feasible
exists 0   < 1 such that A0  sets of problems expressed in terms of LMIs must be
i Pj Ai  Pi for all
i 6¼ j ¼ 1, . . . , N leading to vðxðlqþ1 ÞÞ  vðxðlq ÞÞ and considered closed from the interior within a precision
consequently (9). Second, since it is assumed that all defined by the user.)
matrices of the set fA1 , . . . , AN g are asymptotically Finally, we generalize the result of Theorem 1 to
stable then the constraints (4) are always feasible and define a guaranteed cost to go from any initial condition
the constraints (5) are satisfied whenever  2 N is to the origin. The next result is related to the time
taken large enough. Third, assume that matrices switching strategy (3) where it is further assumed that
A1 , . . . , AN are quadratically stable, which is the same "  lqþ1  lq   holds for all q 2 N for some
to say that they share a positive definite matrix P "    1. From Theorem 1 asymptotic stability is
such that preserved whenever    .

Theorem 2: Let Q  0 2 Rn
n and "    1 be given.

A0i PAi  P < 0, 8i ¼ 1, . . . , N: ð10Þ Define the set of positive semidefinite matrices

In this case, the inequality (5) is satisfied for P1 ¼    ¼

X
"1
PN ¼ P for all   1 meaning that the switching Ri :¼ A0k k
i QAi , i ¼ 1, . . . , N: ð13Þ
policy (3) may jump from i to j at each instant of time k¼0
k 2 N, preserving once again asymptotical stability.
Hence, Theorem 1 contains, as a particular case, the Assume that there exists a collection of positive definite
quadratic stability condition. It is interesting to mention matrices fP1 , . . . , PN g of compatible dimensions such that
that Theorem 1 also contains as a particular case
the stability results of Daafouz and Bernussou (2001)
A0i Pi Ai  Pi þ Q < 0, 8i ¼ 1, . . . , N ð14Þ
which are less conservative than quadratic stability.
 722 J. C. Geromel and P. Colaneri

and guaranteed cost is obtained whenever " is chosen as

small as possible. Furthermore, with the possible

A0
i Pj Ai  Pi þ Ri < 0, 8i 6¼ j ¼ 1, . . . , N: ð15Þ choice " ¼ þ1, from (16) it is concluded that the
proposed switching rule (3) with lqþ1  lq  
The time switching control (3) with "  lqþ1  lq  
makes the trajectory of yðkÞ ¼ Q1=2 xðkÞ quadratically
makes the equilibrium solution x ¼ 0 of (1) globally
convergent. Theorem 2 recovers once again the extreme
asymptotically stable and
situations " ¼  ¼ 1 for which no jump occurs and
feasibility is assured with
X
1
xðkÞ0 QxðkÞ < x00 P
ð0Þ x0 ð16Þ
k¼0 X
1
k
Pi ¼ A0k
i ðQ þ "I ÞAi > Ri  0, i ¼ 1, . . . , N ð20Þ
k¼0
Proof: Since matrices Ri defined in (13) are positive
semidefinite then for the same   1, the feasibility of
for all " > 0 and (16) becomes a well known result for
constraints (14) and (15) implies that the conditions
" > 0 taken arbitrarily small. On the other hand, for
(4) and (5) are also satisfied. Hence, from Theorem 1,
 ¼ 1 and any "  1 feasibility holds whenever the
system (1) is globally asymptotically stable. In addition,
set of matrices fA1 , . . . , AN g admits a common or a
from the definition (13) and the inequalities (14) and (15)
linearly dependent parameter Lyapunov function, see
we see that Pi > Ri and
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Morse (1996).
For illustration purpose of the theoretical results
A0i ðPi  Ri ÞAi  ðPi  Ri Þ
obtained so far, let us consider the following example
< Q  A0i Ri Ai þ Ri characterized by N ¼ 2, matrices A1 ¼ eB1 T and A2 ¼
X
" X
"1 eB2 T where
k k
< Q  A0k
i QAi þ A0k
i QAi
k¼1 k¼0   
0 1 0 1
< Ai QA"i
0" B1 ¼ , B2 ¼ ð21Þ
10 1 0:1 0:5
<0 ð17Þ
and T ¼ 0.5 which corresponds to get samples from
holds for all i ¼ 1, . . . , N which implies that two continuous-time systems at each T seconds. First,
A0i ðPi ; Ri ÞAi < ðPi  Ri Þ for every  2 N. from (12), we have calculated the upper bound of the
Consequently, taking into account the switching minimum dwell time as being   6. To give an idea
strategy (3) with lqþ1  lq ¼ q   and the inequality of its conservativeness we have calculated from the
(15) one gets plot of figure 1 the value per ¼ 6 corresponding to
the necessary condition for stability (11), arising from
vðxðlqþ1 ÞÞ ¼ xðlqþ1 Þ0 Pj xðlqþ1 Þ linear periodic systems. Both being equal indicates,
0q  q  for this simple example, that the minimum dwell time
< xðlq Þ0 Ai ðPi  Ri ÞAi xðlq Þ
< xðlq Þ0 ðPi  Ri Þxðlq Þ 1.5
< vðxðlq ÞÞ  xðlq Þ0 R
ðlq Þ xðlq Þ ð18Þ

which summing up for all q 2 N and taking into account

that "  lqþ1  lq yields 1

X
1 1 lqþ1
X X 1
q (∆)

0 0ðklq Þ ðklq Þ
xðkÞ QxðkÞ ¼ xðlq Þ0 Ai QAi xðlq Þ
k¼0 q¼0 k¼lq
X
1 0.5
 xðlq Þ0 R
ðlq Þ xðlq Þ
q¼0

< vðx0 Þ, ð19Þ

0
thus proving the proposed theorem. œ 0 2 4 6 8 10 12 14 16 18 20
∆
We observe that the conditions of Theorem 2 are
feasible if and only if "     and a more accurate Figure 1. The function ðÞ.
 Stabilization of discrete time switched systems 723

is  ¼ 6. On the other hand, for comparison purpose before, the Lyapunov function vðxðkÞÞ ¼ xðkÞ0 P
ðkÞ xðkÞ
we have applied an extension to discrete-time systems goes to zero as k goes to infinity however, it is not
of the classical result of Morse (1996) for the determina- uniformly decreasing with respect to time. In figure 2,
tion of an alternative upper bound for the minimum due to the stability conditions of Theorem 2, the
dwell time, i.e.  ¼ ½T , where T  maxi¼1,..., N fTi g points marked with ‘‘o’’, defines a globally conver-
and gent sequence vðxðlq ÞÞ, for all q 2 N. Solving again
  problem (23) but for " ¼ þ1 and  ¼ 6 the minimum
logðÞ cost increases to  ¼ 229:01 as a consequence of allow-
Ti ¼ inf  : kAki k < k , 8k  0 : ð22Þ
>0, 0<<1 logðÞ ing a more flexible switching rule (3) with lqþ1  lq  6.
This assures the global convergence of the sequence
For matrices in (21) we have numerically determined marked in dashed line. This is a clear improvement
T1 ¼ 13:56 and T2 ¼ 4:66 yielding an estimation for on stability conditions, minimum dwell time and
the minimum dwell time as being   14. Hence, guaranteed cost calculations when compared to the
in this particular example, the result provided by the results available in the literature to date.
solution of problem (12) is much more precise but at
expense of a more expressive computational effort.
Moreover, using the method in Zhai et al. (2002), we 3. State switching control
Downloaded by [Ryerson University] at 05:03 25 February 2013

have obtained the upper bound of the so-called average

dwell time yielding again 14 (the average dwell time In this section we consider again the system (1) where
is obviously greater than that obtained by our method). the switching rule satisfies (2). The main difference
Figure 2 has been constructed by simulation of from the previous section is that, presently, it is assumed
system (1) with the time switching control (3), lqþ1  that the state vector x(k) is available for feedback for all
lq ¼ 6, initial condition x0 ¼ ½1 1 0 ,
ð0Þ ¼ 2 and k 2 N and our goal is to determine the function
Q ¼ I. The family of Lyapunov functions has been uðÞ: Rn ! f1, . . . , Ng, such that
determined from the optimal solution of the convex
programming problem

ðkÞ ¼ uðxðkÞÞ ð24Þ
 
min max x00 Pi x0 : ð14Þ  ð15Þ ð23Þ
P1 >0,..., PN >0 i¼1,..., N
makes the equilibrium point x ¼ 0 of (1) globally asymp-
totically stable. We do not assume that the matrices
which puts in evidence that, from the result of of the set fA1 , . . . , AN g are asymptotically stable.
Theorem 2 a guaranteed cost can be determined To this end, let us define the simplex
for the worst case as far as the initial value of
ð0Þ is
concerned. For " ¼  ¼ 6 we have obtained the asso- ( )
X
N
ciated minimum guaranteed cost equal to  ¼ 152:17,  :¼  2 R : N
i ¼ 1, i  0 ð25Þ
valid for any logical initial state. As commented i¼1

150
which together with the set of positive definite matrices
fP1 , . . . , PN g enables us to introduce the following
non-quadratic Lyapunov function

100
!
X
N
0 0
vðxÞ :¼ min x Pi x ¼ min i x Pi x : ð26Þ
v (x(k))

i¼1,..., N 2
i¼1

50
As it will be clear in the sequel, this Lyapunov function
is crucial to our purpose. Before proceeding, let us
recall the class of Metzler matrices denoted by M and
constituted by all matrices
2 RN
N with elements

ij , such that
0
0 5 10 15 20 25 30
k X
N

ij  0,
ij ¼ 1, 8i, j: ð27Þ
Figure 2. The Lyapunov function. i¼1
 724 J. C. Geromel and P. Colaneri

It is clear that any
2 M is such that
presents this condition does not imply on the asymptotical
an unitary eigenvalue since c 0
¼ c 0 where stability of Ai. However, an interesting case occurs
c 0 ¼ ½1    1. In addition, it is well known that the when all matrices fA1 , . . . , AN g are asymptotically
eigenvector associated to the unitary eigenvalue of stable for which the choice
¼ I is possible and the

is non-negative yielding the conclusion that there state switching strategy proposed preserves stability.
always exists 1 2  such that
1 ¼ 1 . The next Furthermore, if the set fA1 , . . . , AN g is quadratically
theorem summarizes the main result of this section. stable then the Lyapunov–Metzler inequalities admit
a solution P1 ¼    ¼ PN ¼ P. In this classical but
Theorem 3: Assume that there exist
2 M and a set
particular case, at any k 2 N, the control law uðxðkÞÞ ¼
of positive definite matrices fP1 , . . . , PN g satisfying the
i 2 f1, . . . , Ng is arbitrary and asymptotical stability
Lyapunov–Metzler inequalities
is once again guaranteed. Hence, Theorem 3, contains
! as a particular case (since the Lyapunov–Metzler
X
N
A0i
ji Pj Ai  Pi < 0, i ¼ 1, . . . , N ð28Þ inequalities do not depend on
anymore) the quadratic
j¼1 stability condition.
In the literature, the Lyapunov–Metzler inequalities
The state switching control (24) with with
2 M fixed, have been introduced in order to
study the mean-square (MS) stability of Markov Jump
Linear Systems (MJLS). In that context, the Metzler
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uðxðkÞÞ ¼ arg min xðkÞ0 Pi xðkÞ ð29Þ

i¼1,..., N matrix
¼
0 2 M is given and
00 represents the
transition matrix of a Markov chain
(k) governing
makes the equilibrium solution x ¼ 0 of (1) globally the dynamical system (1). In this respect, each
asymptotically stable. component of the vector ðkÞ 2  is the probability of
the Markov chain to be on the ith logical state and
Proof: It follows from the Lyapunov function (26). obeys the linear equation
Assume, in accordance to (29), that at an arbitrary
k 2 N, the state switching control is given by ðk þ 1Þ ¼
0 ðkÞ, ð0Þ ¼ 0 2 , ð32Þ

ðkÞ ¼ uðxðkÞÞ ¼ i for some i 2 f1, . . . , Ng. Hence,
vðxðkÞÞ ¼ xðkÞ0 Pi xðkÞ and from the system dynamic where the eigenvector 1 2  associated to the unitary
equation (1) we have eigenvalue of
0 represents the stationary probability
vector. Hence, using the fact that the stochastic system
vðxðk þ 1ÞÞ ¼ min xðkÞ0 A0i Pj Ai xðkÞ under consideration is said to be MS-stable if
j¼1,..., N
!
X N lim EðkxðkÞk2 Þ ¼ 0 ð33Þ
¼ min xðkÞ0 A0i j Pj Ai xðkÞ k!þ1
2
j¼1
! for any initial state x(0) and any initial probability
X
N
 xðkÞ0 A0i
ji Pj Ai xðkÞ, ð30Þ pattern 0 2 , it has been shown (see e.g. Costa and
j¼1 Fragoso (1993)) that the system is MS-stable if and
only if there exists a set of positive definite matrices
where the inequality holds from the fact that each fP1 , . . . , PN g satisfying the Lyapunov–Metzler inequal-
column of
belongs to . Finally, using the ities (28) for
¼
0 . Numerically speaking, this
Lyapunov–Metzler inequalities (28) one gets particular case of the Lyapunov–Metzler inequalities
is simple to solve, since (28) reduces to a set of linear
vðxðk þ 1ÞÞ < xðkÞ0 Pi xðtÞ matrix inequalities.
< vðxðkÞÞ ð31Þ A relevant point presented in the next lemma concerns
the existence of a solution of the Lyapunov–Metzler
which proves the proposed theorem since the
inequalities (28) with respect to the variables
2 M
Lyapunov function vðxðkÞÞ defined in (26) is radially
and fP1 , . . . , PN g.
unbounded. œ
Lemma 1: Suppose that there exist  2  and P > 0
It is important to observe that Theorem 3 does not
such that
require that the set of matrices fA1 , . . . , AN g be
composed exclusively by asymptotically stable matrices. X
N

Indeed, with
2 M, a necessary condition for i ðA0i PAi  PÞ < 0 ð34Þ

i¼1
the Lyapunov–Metzler inequalities to be feasible with
respect to fP1 , . . . , PN g is matrices
1=2ii Ai for all then the Lyapunov–Metzler inequalities (28) admit a
i ¼ 1, . . . , N be asymptotically stable. Since 0 
ii  1 solution.
 Stabilization of discrete time switched systems 725
P
Proof: The proof is constructive. We show that if (34) since P ¼ N i¼1 i Pi is positive definite and multiplying
holds then matrices (28) by i  0, i ¼ 1, . . . , N and summing up we get

Pi ¼ A0i PAi þ "I,
¼    ð35Þ X
N
P > i A0i P Ai > A0 P A ð40Þ
i¼1
with " > 0 sufficiently small solve (28). Indeed, assuming
that (34) holds then there exists " > 0 sufficiently small
The existence of this particular solution to the inequal-
such that its left hand side is less or equal to "I.
ities (28) meets exactly the stability condition provided
From the fact that  2  we get
in Zhai (2001). To see this, in our present context,
let us assume that there exist  ¼ 1 2  and
X
N X
N
P > 0 such that (34) holds. Hence, the switching

ji Pj ¼ j A0j PAj þ "I  P, i ¼ 1, . . . , N ð36Þ
j¼1 j¼1
rule (24) with

which yields uðxðkÞÞ ¼ arg min xðkÞ0 A0i PAi xðkÞ ð41Þ
i¼1,..., N

!
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X
N
makes the equilibrium point x ¼ 0 of the switched
A0i
ji Pj Ai  A0i PAi < Pi , i ¼ 1, . . . , N ð37Þ
j¼1
system (1) globally asymptotically stable. Indeed,
considering the Lyapunov function vðxðkÞÞ ¼
xðkÞ0 PxðkÞ we have
and thus the lemma is proved from the observation that
the matrices defined in (35) are such that Pi > 0 for all
i ¼ 1, . . . , N and
is a Metzler matrix. œ vðxðk þ 1ÞÞ ¼ xðkÞ0 A0
ðkÞ PA
ðkÞ xðkÞ

Invoking the fact that P > 0 and  2 , the condi- ¼ min xðkÞ0 A0i PAi xðkÞ
i¼1,..., N
tion (34) whenever satisfied, implies that A ¼
P !
N X
N
i¼1 i Ai is asymptotically stable. Indeed, multiplying ¼ min xðkÞ 0
i A0i PAi xðkÞ
the inequality 2
i¼1
!
    X
N
A0i PAi A0i P A0i   xðkÞ 0
1i A0i PAi xðkÞ
¼ P Ai I 0 ð38Þ
PAi P I i¼1

< vðxðkÞÞ: ð42Þ

by i  0, summing up for all i ¼ 1, . . . , N, performing
the Schur Complement of the result with respect to the
It is important to keep in mind that if the set of matrices
second row and column and using (34) we have
fA1 , . . . , AN g does not admit A asymptotically stable
for some  2  then the above stabilizing switching
X
N
rule cannot be determined. Even if it is known that
A0 PA  i A0i PAi < P: ð39Þ
i¼1
there exists  2  such that A is asymptotically stable,
this information is of little use since, as commented
before, the condition (34) of Lemma 1 may still be
Unfortunately, the converse does not hold in general,
infeasible. Furthermore, the numerical determination,
that is, the existence of a stable convex combination
if any, of  2  and P > 0 satisfying (34) is not a
does not suffice for (34) to be true. However, we
simple task due to its non-linear nature. The
conjecture that the existence of a stable combination
Lyapunov–Metzler inequalities introduced in Theorem
suffices to guarantee the existence of a solution to the
3 suffer the same difficulty but fortunately a simple
Lyapunov–Metzler inequalities. Although this point
numerical procedure based on line search can be settled
will not be further addressed our claim is based on the
to determine its solution. This aspect will be considered
proof of Lemma 1 where only a Metzler matrix with a
next. First, let us introduce a guaranteed quadratic
very particular structure has been used to construct a
cost associated to the proposed state switching
feasible solution. Furthermore, notice that if the
control law (29).
Lyapunov–Metzler inequalities (28) admit a
solution with
2PM of the form (35) for some Lemma 2: Let Q  0 be given. Assume that there exist a
 2  then A ¼ N i¼1 i Ai is asymptotically stable set of positive definite matrices fP1 , . . . , PN g and
2 M
 726 J. C. Geromel and P. Colaneri

satisfying the Lyapunov–Metzler inequalities Lyapunov–Metzler inequalities

!
X
N A0i ðPi þ ð1  ÞPj ÞAi  Pi þ Q < 0, j 6¼ i ¼ 1, . . . , N:
A0i
ji Pj Ai  Pi þ Q < 0, i ¼ 1, . . . , N ð43Þ
j¼1
ð47Þ

The state switching control (24) with uðxðkÞÞ given by (29) The state switching control (24) with uðxðkÞÞ given by
makes the equilibrium solution x ¼ 0 of (1) globally (29) makes the equilibrium solution x ¼ 0 of (1) globally
asymptotically stable and asymptotically stable and

X
1 X
1 X
N
0
xðkÞ QxðkÞ < min x00 Pi x0 : ð44Þ xðkÞ0 QxðkÞ < x00 Pi x0 : ð48Þ
i¼1,..., N k¼0 i¼1
k¼0

Proof: The proof follows from the choice of
2 M

Proof: It has the same pattern as the proof of such that
ii ¼  and the remaining elements satisfying
Theorem 3. The Lyapunov function (26) and the
Lyapunov–Metzler inequalities (43) yield
X
N
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ð1  Þ1
ji ¼ 1 ð49Þ
vðxðk þ 1ÞÞ  vðxðkÞÞ < xðkÞ0 QxðkÞ ð45Þ j6¼i¼1

which gives for all i ¼ 1, . . . , N. Taking into account that

ji  0
for all j 6¼ i ¼ 1, . . . , N, multiplying (47) by
ji , summing
X
l up for all j 6¼ i ¼ 1, . . . , N and finally multiplying the
vðxðl þ 1ÞÞ  vðxð0ÞÞ ¼ ðvðxðk þ 1ÞÞ  vðxðkÞÞÞ result by ð1  Þ1 > 0 we get
k¼0
X
l !
X
N
< xðkÞ0 QxðkÞ, 8l  0 ð46Þ Pi  Q > A0i Pi þ
ji Pj Ai
k¼0
j6¼i¼1
!
X
N
proving thus the proposed lemma since due to the > A0i
ji Pj Ai ð50Þ
asymptotical stability, vðxðl ÞÞ goes to zero as l goes to j¼1
infinity. œ

The numerical determination, if any, of a solution of which being valid for all i ¼ 1, . . . , N are the
the Lyapunov–Metzler inequalities with respect to the Lyapunov-Metzler inequalities (43). From Lemma 2,
variables ð
, fP1 , . . . , PN gÞ is not a simple task the upper bound (44) holds which trivially implies
and certainly deserves additional attention. The main that (48) is verified. The proposed theorem is thus
source of difficulty stems from its non-convex nature proved. œ
due to the products of variables and so LMI The basic theoretical features of Theorem 3 and
solvers do not apply. Perhaps, a point to be Lemma 2 are still present in Theorem 4. The most
further investigated is that its particular structure important is that the asymptotic stability of the set of
with
ji  0 being scalars may help on the design of an matrices fA1 , . . . , AN g still is not required. In addition,
interactive method based on relaxation. notice that the guaranteed cost (48) is clearly worse
In this paper we pursue another route. The main idea
than the one provided by Lemma 2 but the former
is to get a simpler, although certainly more conservative
being convex makes possible to solve the problem
stability condition that can be expressed by means
of LMIs being thus solvable by the machinery available ( )
in the literature to date. The next theorem shows X
N
min x00 Pi x0: ð47Þ ð51Þ
that working with a subclass of Metzler matrices, 0<<1, P1 >0,..., PN >0
i¼1
characterized by having the same diagonal elements,
this goal is accomplished.
by LMI solvers and line search.
Theorem 4: Let Q  0 be given. Assume that there The next example illustrates some aspects of
exist a set of positive definite matrices fP1 , . . . , PN g the theoretical results obtained so far. Consider the
and a scalar 0   < 1 satisfying the modified system (1) with N ¼ 2 and matrices A1 ¼ eB1 T ,
 Stabilization of discrete time switched systems 727

× 104 1.5
1.6

1
1.4

0.5
1.2

x (k)
0
d (γ)

−0.5
0.8

−1
0.6

−1.5
0.4 0 10 20 30 40 50 60 70 80 90 100
0 0.005 0.01 0.015 0.02 0.025 k
γ
Figure 4. Time simulation of the state switching control.
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Figure 3. Guaranteed cost as a function of .

obtained from the optimal solution of problem (51).

A2 ¼ e B2 T
where As it can be seen, the proposed control strategy is
effective to stabilize the system under consideration.
   
0 1 0 1
B1 ¼ , B2 ¼ ð52Þ
2 9 2 8
4. Conclusion
and T ¼ 0.1. As it can be verified matrices A1 and A2
In this paper we have introduced stability conditions
are both unstable but for  ¼ ½0:69 0:310 the matrix
for switched discrete-time linear systems. They have
A obtained by convex combination is stable. For
been used for control synthesis of state independent
these matrices it has also been verified numerically
(open loop) and state dependent (closed loop) switching
that the condition of Lemma 1 does not hold. Even
rules. In both cases, the determination of a guarant-
though, in this particular case, the modified version of
eed cost associated to each control strategy has been
the Lyapunov–Metzler inequalities (47) have a solution
addressed. Special attention has been devoted
which supports our claim on this point discussed
towards the numerical solvability of the design problems
before. Considering Q ¼ I and the initial condition
by means of methods based on linear matrix
x0 ¼ ½1 10 , problem (51) has been solved by line
inequalities.
search fixing  and minimizing its objective function,
Three issues deserve more attention. The first is on
denoted by ðÞ, with respect to the remaining variables.
the theoretical comparison of dwell time calculation
Figure 3 shows the behavior of the function ðÞ
with the results available in the literature to date. The
which enables us to determine its minimum value
second is related to the development of numerical
 ¼ 4:81
103 , corresponding to   ¼ 6
103 . It is
algorithms for the solution of the introduced
important to stress that, in this particular example, the
Lyapunov–Metzler inequalities, taking into account
function ðÞ has an unique minimum. However, we
their special structure. The third one is the possible gen-
do not have any evidence that this is a generic property
eralization of the stability conditions to cope with linear
valid in all cases. Figure 4 shows the trajectories
control design and guaranteed quadratic cost. Viewed
of the state variable xðkÞ 2 R2 versus time for the
the nonlinear nature of the involved stability condi-
system controlled by the state switching rule
ðkÞ ¼
tions, these points constitute a real theoretical challenge.
uðxðkÞÞ given by (29) with the positive definite matrices
" #
0:3009 0:3312
P1 ¼
103 , Acknowledgements
0:3312 0:4287
" # ð53Þ
0:1341 0:4560 This research was supported by grants from
3
P2 ¼
10 ‘‘Conselho Nacional de Desenvolvimento Cientı́fico e
0:4560 2:3795
Tecnológico – CNPq’’ – Brazil.
 728 J. C. Geromel and P. Colaneri

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