77
Stability of Arbitrarily Switched Discrete-time Linear Singular Systems of Index-1
Pham Thi Linh
*VNU University of Science, 334 Nguyen Trai, Thanh Xuan, Hanoi, Vietnam
Received 22 December 2018
Revised 27 December 2018; Accepted 28 December 2018
Abstract: In this paper, the index-1 notion for arbitrarily switched discrete-time linear singular systems (SDLS) has been introduced. Based on the Bohl exponents of SDLS as well as properties of associated positive switched systems, some necessary and sufficient conditions have been established for exponential stability.
Keywords: Switched system, linear discrete-time singular system, positive system, index-1 system.
1. Introduction
Recently there has been a great interest in arbitrarily switched discrete-time linear singular systems due to their importance in both theoretical and practical aspects, see [1- 4], and the references therein.
Consider a switched system consisting of a set of subsystems and a rule that describes switching among them. It is well known that, even if all linear descriptor subsystems are stable but inappropriate switching may make the whole system unstable. On the other hand, since abrupt changes in system dynamics may be caused by unpredictable environmental factors or component failures, it is important to require the stability for some real-life switched systems under arbitrary switching. It should be noted that although there are a few works devoted to stability analysis of SDLS, see [1, 3-5], to our best of knowledge, the problem of investigating the stability for such switched systems via their Bohl exponents or properties of associated positive switched systems has not yet been studied before. Thus, this work was intended as an attempt to fill this gap.
2. Switched discrete-time linear singular systems of index-1
Consider the following autonomous SDLS of the form:
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https//doi.org/ 10.25073/2588-1124/vnumap.4312
(k 1) ( 1) ( )k ( )
E x k A x k (1)
where : N {0} IN : {1, 2,.., },N N N,is a switching signal taking values in the finite set IN; , Rn n
i i
E A are given matrices, and x k( )Rnare unknown vector for al kN. Suppose that the matrices Eiare singular for all i1,2,..,N.
We remark that in some works on SDLS [4, 6], instead of (1), a simpler system of the form
( )k ( 1) ( )k ( ) E x k A x k ,
can be considered. Moreover, all the techniques developed in this paper can easily be applied to the above mentioned SDLS.
Definition 1 System (1) is called an arbitrarily switched singular system of index-1 (shortly, index- 1 SDLS) if it satisfies the following conditions
(i) rankEi r n;
(ii) Sij kerEi {0}i j, , where Sij Ai1(ImEj) { : AiIm }Ej . From condition (ii) in Definition 1 we show that
ker Rn , {1,2,.., }.
ij i
S E i j N
Indeed, put Wij ImAiImEj. Then consider linear operators Tij:Sij Wij, defined by TijxAijx, we can easily show that kerTij kerAi. According to [7] we have
dimSij dimWij dim kerTij dimWij dim kerAi. On the other hand
dim dim(Im Im )
dim Im dim Im dim(Im Im ).
ij i j
i j i j
W A E
A E A E
From last the relation we get
dim dim Im dim Im dim(Im Im ) dim(ker )
dim(Im Im ).
ij i j i j i
i j
S A E A E A
n r A E
This relation shows that dimSij r.Moreover, from condition (ii) in Definition 1 we have dimSij r. Hence dimSij r, i.e., SijkerEi Rn.
Define the matrix Vij { ,..., ,s1ij s hijr ir1,...,hin}, whose columns form bases of Sijand kerEi, respectively, and Qdiag(O Ir, n r ), PIn-Q. Here Oris the r r zero matrix and Imstands for the
m m identity matrix.
Then the matrix Qij V QVij ij1 defines a projection onto kerEialong Sijand Pij InQijis the projection onto Sijalong kerEi.
Using similar arguments as in [8-11] we can prove the following results.
Theorem 1 For index-1 SDLS (1), the following assertions hold.
(i) Gijk Ej AV QVi ij jk1is non-singular for all i j k, , {1, 2,.., }N ;
(ii) E Pj jk Ej; (iii) Pjk G Eijk1 j; (iv) V G AV Qjk1 ijk1 i ij Q. Proof.
(i) Assume that xkerGijk, we have 0G xijk (Ej AV QVi ij jk1)xE xj AV QV xi ij jk1 .Then
1
j i ij jk
E x AV QV x , thus V QV xij jk1 Si j, . Furthermore, V QV xij jk1 V QV V V xij ij1 ij jk1 Q V V xij ij jk1 kerEi. Since SijkerEi{0}we get V QV xij jk1 0, thus E xj AV QV xi ij jk1 0, hence xkerEjImQjk, i.e., xQjkx. On the other hand, from the relation Q x V V V QV xjk jk ij1 ij jk1 0, we have xQ xjk 0. It means that kerGijk{0}, i.e., the matrix Gijkis non-singular.
(ii) Since Qjkis the projection onto kerEjthen we have E Qj jk 0, i.e.,
( )
j j jk jk j jk
E E P Q E P .
(iii) From relation G Pijk jk (Ej AV QVi ij jk1)V PVjk jk1 E Pj jk AV QPVi ij jk1 Ej, we get
1 .
jk ijk j
P G E
(iv) From formula of Gijk EjAV QVi ij jk1we have GijkVjk EjVjk AV Qi ij , thus
i ij ijkVjk j jk
AV QG E V .
The last assertion follows from relations:
1 1 1 1
1 1 1
1
( )
.
jk ijk i ij jk ijk ijk jk j jk
jk jk jk ijk j jk
n jk jk jk
V G AV Q V G G V E V V V V G E V
I V P V Q
Theorem 1 is proved.
Using items (iii), and (iv) of Theorem 1, we get
1
1 1
: ijk ;
ijk jk ijk i ij
n r
A O
A V G AV
O I
(2)
1 1
: r
ijk jk ijk j jk
n r
I O
E V G E V
O O
.
Theorem 2 The index-1 SDLS (1) has a unique solution with x(0) x0 Rif and only if x0S(0) (1) , i.e., the initial condition x0is consistent. In this case, the following solution formula holds.
1 ( ) ( 1) ( 1) ( ) ( 1) (0) (1) (2) (0) (1)
( ) k k k k k ... (0).
x k V A A V x Proof.
Multiplying both sides of system (1) by V(1k1) (k2)G1( ) (k k1) (k2), and using the transformation
1 ( ) ( 1)
( ) k k ( )
x k V x k , we get
E( ) (k k1) (k2)x k( 1) A( ) (k k1) ( k2)x k( ). (3) Putting x k( ) : ( ( ) , ( ) ) v k T w k T T, where v k( )Rr, w k( )Rn r , we can reduce system (3) to the following systems
1
( ) ( 1) ( 2)
( 1) ( ),
( ) 0.
k k k
v k A v k
w k
(4)
System (4) has the solution
1 1
( 1) ( ) ( 1) (0) (1) (2)
( ) ... (0),
( ) 0,
k k k
v k A A v
w k
hence the solution of system (1) can be written as
( ) ( 1)
( ) ( 1)
( ) ( 1) ( 1) ( ) ( 1) (0) (1) (2)
1 ( ) ( 1) ( 1) ( ) ( 1) (0) (1) (2) (0) (1)
( ) ( )
( ) ( )
... (0)
0
... (0).
k k
k k
k k k k k
k k k k k
x k V x k
V v k
w k
V A A v
V A A V x
3. Stability of linear switched singular systems of index-1
Suppose that system (1) is of index-1 and the initial condition x0 is consistent.
Definition 2 System (1) is called exponentially stable if there exist a positive constant and a constant 0 1such that such that for all switching signals and all solutions x of (1) the following inequality holds
( ) k 0 0.
x k x k
3.1. Bohl exponents and exponential stability
To define Bohl exponent for system (1), we first construct the so-called one-step solution operator ( ,k k 1)
from x k
1
to x(k).( ) ( 1)
( ) ( 1)
( ) ( 1) ( 1) ( ) ( 1) 1 ( ) ( 1) ( 1) ( ) ( 1) ( 1) ( )
( ) ( )
( ) ( )
( 1)
( 1).
k k
k k
k k k k k
k k k k k k k
x k V x k
V v k
w k
V A x k
V A V x k
Then put ( ,k k1) : (k1) ( ) ( k k1)V( ) (kk1)A(k1) ( ) ( k k1)V(1k1) ( ) k we get the following one-step solution operator
( ) ( , 1) ( 1).
x k k k x k
Hence we can define the state transition matrix as
( 1) ( ) ( 1) ( ) ( 1) ( 2)
( , ) :i j i i i ... j j j , i j 0.
Definition 3 Assume that system (1) is of index-1 and ( , )i j is the state transition matrix. Then Bohl exponent for system (1) is defined as follows:
inf{ R : : ( , ) . i j, , 0}.
B w Mw i j M ww i j
‖ ‖
To show the existence of Bohl exponent Bfor system (1) we will prove that the set
{ R : w: ( , ) w. i j, , 0},
S w M ‖ i j‖ M w i j is non-empty and bounded from below.
Indeed, from the formula ijk V A Vjk ijk ij1, , ,i j k{1,2,.., },N we see that the set of matrices ijkis finite, then there exists a positive constant 0such that
, ,max{1,2,.., } ijk .
i j k N
‖ ‖ Thus we obtain that
( , )i j i j, , i j 0,
‖ ‖
hence S. Besides, for all wSwe have w0. It follows that the set S is non-empty and bounded from below.
Lemma 1 Assume that system (1) is of index-1 and ( , )i j is the state transition matrix. Then
1
lim max ( ,0) i.
B i i
‖ ‖ (5)
Proof.
We carry the proof of Lemma 1 in 3 steps.
Step 1.We show the existence of the limit in (5) Put ai max ( , 0)i
‖ ‖ . Then we have aij a ai jfor all ,i j0.According to Polya-Szego [12]
we obtain that
1
lim ii
i a
exists. It means that the limit in (5) exists.
Step 2.Put
1 1 lim max ( ,0) i .
i i
‖ ‖ We prove 1 B.
Since B infSthen for all 0there exists w Ssuch that w B , i.e., there exists Mw such that
( ,0)i Mw( B )i j, ,i 0.
‖ ‖
It follows
1
lim max ( ,0) i B .
i i
‖ ‖
Then we have
Step 3. We prove B 1.
From the definition of 1, for all 0there exists T >0 such that
1
|aii 1| , i T, i.e.,
( ,0)i ( 1 ) ,i i T, .
‖ ‖ (6)
We will show that there exists M0such that
( , )i j M( 1 )i j, i T,
‖ ‖ . (7)
Indeed, when i j T, for every we always have switching signal * such that ( , )i j *(i j, 0)
. Hence we have
* 1
( , )i j (i j,0) ( )i j, i j T, .
‖ ‖ ‖ ‖
When i j T, we have the following estimate
1 1
( , ) ( ) .
i j
i j i j
i j
‖ ‖
Choosing
1
max{1, }
T
M
, we get the inequality (7). It means that
1
B .
Thus we obtain B 1. Lemma 1 is proved.
Theorem 2 An index-1 SDLS (1) is exponentially stable if and only if B 1. Proof.
Necessity.Assume that system (1) is exponentially stable. It follows that there exist a positive constant M0and 0 1such that
( , )i j M i j ,i j 0.
Thus, B1.
Sufficiency. Assume that B1. Then there exist 0and M0such that
B 1
and ( , )i j Mi j ,i j 0.It shows that system (1) is exponentially stable.
Theorem 2 is proved.
3.2. Stability of positive linear switched singular systems of index-1
In this Subsection, we investigate the stability of index-1 SDLS satisfying some positivity condition. Let : { x( ,x x1 2,...,xr) ,T xi0}be a positive octant in Rr, Int( )be the interior of . Consider an order unit norm . u, defined in [13], [14], and the corresponding order unit space
(R , , . ).r ‖ ‖u
Theorem 3 Assume that the matrices Aijk1 , determined by (2), are positive definite, and there exists a vector ˆvInt( )such that vˆA vijk1 ˆInt P( )for all , ,i j k. Then system (4) is exponentially stable, hence system (1) is also exponentially stable.
Proof.
Since vˆA vijk1 ˆInt P( )then there exists a ijk(0,‖ ‖uˆ u)such that the closed ball ˆ 1 ˆ
[ ijk , ijk]
B vA v . Since ˆ 1 ˆ ˆ [ˆ 1 ˆ, ] ˆ
ijk
ijk ijk ijk
u
v A v v B v A v v
‖ ‖ we get ˆ 1 ˆ ˆ 0
ˆ
ijk ijk
u
v A v v
v
‖ ‖ . Let
(0,1) ˆ
ijk ijk
v u
‖ ‖ , then A vijk1 ˆ (1 ij)vˆ.
Put inf{ijk, , ,i j k{1, 2,...,N}}, we obtain A vijk1 ˆ (1 )vˆfor all , ,i j k. Using the positive definiteness of matrices Aijk1 and the monotonicity of ˆ‖ ‖v uwe get
ˆ
1 1
( 1) ( ) ( 1) (0) (1) (2) (R , . )
1 1
ˆ ( 1) ( ) ( 1) (0) (1) (2)
1 1
( 1) ( ) ( 1) (1) (2) (3) ˆ
1 1
ˆ ( 1) ( ) ( 1) (1) (2) (3)
ˆ
...
... ˆ
... (1 )ˆ
(1 ) ˆ
...
...
(1 ) ˆ
r
k k k v
k k k v
k k k v
k k k v
k v
A A
A A v
A A v
A A v
v
‖ ‖ ‖ ‖
=‖ ‖
‖ ‖
‖ ‖
‖ ‖ (1 ) .k
According to [15], system (4) is exponentially stable. It follows that there exist finite positive constants 0 1and 0such that
( ) k (0) .
v k v
‖ ‖ ‖ ‖
Furthermore since the corresponding solution of system (1) is x k( )V( ) (k k1)( ( ) ,0)v k T T,we have
( ) ( 1)
( 1) ( ) ( 1) ( ) ( 1)
1
( ) ( 1) (0) (1)
1
( ) ( 1) (0) (1)
( ) ( ( ) ,0)
( (0) ,0)
(0) (0) .
T T
k k
k T T
k k k k k
k
k k
k
k k
x k V v k
V D V v
V V x
V V x
‖ ‖
‖ ‖ ‖ ‖
‖ ‖ ‖ ‖
‖ ‖ ‖ ‖ ‖ ‖
Putting 1
,max1,2,.., ij ij
i j N V V
‖ ‖ ‖ ‖ , we have
The last relation shows that the solution of system (1) is exponentially stable.
Theorem 3 is proved.
Example 1 Put
1 2
2 3 0 3 2 0
0 2 0 , 1 6 0 ,
0 0 0 0 0 0
E E
1 2
1 1 0 2 1 0
0 1 0 ,
1 1 2 1 ,
0 0 1 0 0
A A
11 12
1 0 0
0 0
0 0 1 1 3 V V
,
21 22
2 0 0 0 2 0 0 0 1 V V
.
We calculate the matrices Aijk, , ,i j k{1, 2}as
111 112
0
0 0
0 0 1
1 2 1 12 1 2
A A
,
121 122
3 16 1 12 0 0
0 0
1 6 1 1 4
A A
,
211 212
7 8 1 3 1 4
0 0
0 0 1
1 6
A A
,
221 222
5 8 1 8 1 16
0 0
0 0 1
5 16
A A
.
Clearly all the matrices Aijkare positive definite. We choose ˆv(9,3)TInt( ) and find that ˆ ijk1 ˆ
vA vare also inside Int( ). It means that this system satisfies all the condition of Theorem 3, thus it is exponentially stable.
Acknowledgments
The author is grateful to Professors Pham Ky Anh, Do Duc Thuan and Stefan Trenn for useful discussions leading to the formulation of the problem as well as the results obtained in this paper.
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