论文标题
离散时间线性互补系统的稳定性分析
Stability Analysis of Discrete-Time Linear Complementarity Systems
论文作者
论文摘要
离散时间线性互补系统(DLCS)是一个离散时间的动力系统,其状态进化受状态和代数变量的线性动力学控制,这些变量解决了线性互补问题(LCP)。 DLCS是混合动力学系统,它是众所周知的线性互补系统(LCS)的离散时间对应物。当使用仅取决于状态变量和二次lyapunov函数的二次lyapunov函数时,我们为DLC的Lyapunov稳定性提供了足够的条件,该函数均取决于状态和代数变量。足够的条件需要检查与非凸锥相对于非凸锥的可行性。我们的结果仅假定LCP是可以解决的,并且不需要解决方案是唯一的。我们设计了一种新颖的,精确的切割平面算法,以验证稳定性和lyapunov函数的计算。据我们所知,我们的算法是DLC稳定性验证的第一种确切方法。提出了许多数值示例来说明该方法。尽管本文中我们的主要研究对象是DLC,但提出的算法可以很容易地应用于LCS的稳定性验证。在这种情况下,我们显示了LCS和DLC的稳定性之间的等效性,这是由于所有足够小的时间步骤应用于LCS的时间步骤而产生的。
A Discrete-Time Linear Complementarity System (DLCS) is a dynamical system in discrete time whose state evolution is governed by linear dynamics in states and algebraic variables that solve a Linear Complementarity Problem (LCP). The DLCS is the hybrid dynamical system that is the discrete-time counterpart of the well-known Linear Complementarity System (LCS). We derive sufficient conditions for Lyapunov stability of a DLCS when using a quadratic Lyapunov function that depends only on the state variables and a quadratic Lyapunov function that depends both on the state and the algebraic variables. The sufficient conditions require checking the feasibility of a copositive program over nonconvex cones. Our results only assume that the LCP is solvable and do not require the solutions to be unique. We devise a novel, exact cutting plane algorithm for the verification of stability and the computation of the Lyapunov functions. To the best of our knowledge, our algorithm is the first exact approach for stability verification of DLCS. A number of numerical examples are presented to illustrate the approach. Though our main object of study in this paper is the DLCS, the proposed algorithm can be readily applied to the stability verification of LCS. In this context, we show the equivalence between the stability of a LCS and the DLCS, resulting from a time-stepping procedure applied to the LCS for all sufficiently small time steps.