stability and invariance analysis of uncertain discrete...

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IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL. 58, NO. 9, SEPTEMBER 2013 2359 Let (formulation (II.2)) we solve We then normalize to and obtain So the output feedback assigns the closed loop characteristic polynomial to . REFERENCES [1] R. W. Brockett and C. I. Byrnes, “Multivariable Nyquist criteria, root loci and pole placement: A geometric viewpoint,” IEEE Trans. Autom. Control, vol. AC-26, no. 1, pp. 271–284, Feb. 1981. [2] C. I. Byrnes, “Pole assignment by output feedback,” in Three Decades of Mathematical System Theory, ser. Lecture Notes in Control and In- formation Sciences # 135, H. Nijmeijer and J. M. Schumacher, Eds. : Springer–Verlag, 1989, pp. 31–78. [3] C.-T. Chen, Linear System Theory and Design. New York: Holt, Rinehart & Winston, 1984. [4] E. J. Davison and S. H. Wang, “On pole assignment in linear multi- variable systems using output feedback,” IEEE Trans. Autom. Control, vol. AC-20, no. 4, pp. 516–518, Aug. 1975. [5] A. Eremenko and A. Gabrielov, “Pole placement static output feed- back for generic linear systems,” SIAM J. Control Optimiz., vol. 41, pp. 303–312, 2002. [6] G. D. Forney, “Minimal bases of rational vector spaces, with applica- tions to multivariable linear systems,” SIAM J. Control Optimiz., vol. 13, pp. 493–520, 1975. [7] U. Helmke, J. Rosenthal, and X. Wang, “Output feedback pole assign- ment for transfer functions with symmetries,” SIAM J. Control Op- timiz., vol. 45, pp. 1898–1914, 2006. [8] R. Hermann and C. F. Martin, “Applications of algebraic geometry to system theory part I,” IEEE Trans. Autom. Control, vol. AC-22, no. 1, pp. 19–25, Jan. 1977. [9] M. Kim, J. Rosenthal, and X. Wang, “Pole placement and matrix exten- sion problems: A common point of view,” SIAM J. Control Optimiz., vol. 42, pp. 2078–2093, 2004. [10] H. Kimura, “Pole assignment by gain output feedback,” IEEE Trans. Autom. Control, vol. AC-20, no. 4, pp. 509–516, Aug. 1975. [11] U. Konigorski, “Pole placement by parametric output feedback,” Syst, & Control Lett,, vol. 61, pp. 292–297, 2012. [12] J. Leventides and N. Karcanias, “Global asymptotic linearisation of the pole placement map: A closed form solution for the constant output feedback problem,” Automatica, vol. 31, pp. 1303–1309, 1995. [13] C. F. Martin and R. Hermann, “Applications of algebraic geometry to systems theory. II. Feedback and pole placement for linear Hamiltonian systems,” Proc. IEEE, vol. 65, no. 6, pp. 841–848, Jun. 1977. [14] C. F. Martin and R. Hermann, “Applications of algebraic geometry to system theory: The McMillan degree and Kronecker indices as topo- logical and holomorphic invariants,” SIAM J. Control Optimiz., vol. 16, pp. 743–755, 1978. [15] J. Rosenthal, “Tuning natural frequencies by output feedback,” in Com- putation and Control, ser. Proc. Bozeman Conference, K. Bowers and J. Lund, Eds. Cambridge, MA: Birkhäuser, 1989, pp. 277–282. [16] J. Rosenthal, J. M. Schumacher, and J. C. Willems, “Generic eigen- value assignment by memoryless real output feedback,” Syst. & Con- trol Lett., vol. 26, pp. 253–260, 1995. [17] F. Sottile, “Rational curves on Grassmannians: Systems theory, reality transversality,” Advances in algebraic geometry motivated by physics (Lowell, MA, 2000) vol. 276, Contemp. Math., pp. 9–42, Amer. Math. Soc.. Providence, RI, 2001. [18] J. C. Willems and W. H. Hesselink, “Generic properties of the pole placement problem,” in Proc. IFAC, Helsinki, Finland, 1978, pp. 1725–1729. [19] X. Wang, “Pole placement by static output feedback,” J. Math. Systems, Estimation, Control, vol. 2, pp. 205–218, 1992. [20] X. Wang, “Grassmannian, central projection and output feedback pole assignment of linear systems,” IEEE Trans. Automat. Control, vol. AC-41, no. 6, pp. 786–794, Jun. 1996. Stability and Invariance Analysis of Uncertain Discrete-Time Piecewise Afne Systems Matteo Rubagotti, Sergio Trimboli, and Alberto Bemporad Abstract—This note proposes a method to analyze uniform asymptotic stability and uniform ultimate boundedness of uncertain piecewise afne systems whose dynamics are only dened in a bounded and possibly non-invariant set of states. The approach relies on introducing fake dynamics outside and on synthesizing a piecewise afne and possibly discontinuous Lyapunov function via linear programming. The existence of such a function proves stability properties of the original system and allows the determination of a region of attraction contained in . The procedure is particularly useful in practical applications for analyzing the stability of piecewise afne control systems that are only dened over a bounded subset of the state space, and to determine whether for a given set of initial conditions the trajectories of the state vector remain within the domain . Index Terms—Model predictive control (MPC), piecewise afne (PWA), piecewise quadratic (PWQ). I. INTRODUCTION In the last decade the interest in studying the dynamical properties of piecewise afne (PWA) systems has increased considerably, due to their powerful modeling capabilities. Discrete-time PWA models are a special class of hybrid systems that can represent combinations of nite automata and linear dynamics, are a good approximation of nonlinear Manuscript received April 11, 2011; revised October 25, 2011 and April 30, 2012; accepted February 05, 2013. Date of publication March 07, 2013; date of current version August 15, 2013. This work was supported in part by the European Commission under project FP7-INFSO-ICT-248858 “MOBY-DIC—Model-based synthesis of digital electronic circuits for em- bedded control”. Recommended by Associate Editor J. Daafouz. M. Rubagotti is with the Nazarbayev University, Astana 010000, Kazakhstan (e-mail: [email protected]). S. Trimboli is with the Department of Mechanical and Structural Engineering, University of Trento, Trento 38100, Italy (e-mail: [email protected]). A. Bemporad is with the IMT Institute for Advanced Studies, Lucca 55100, Italy (e-mail: [email protected]). Color versions of one or more of the gures in this technical note are available online at http://ieeexplore.ieee.org. Digital Object Identier 10.1109/TAC.2013.2251774 0018-9286 © 2013 IEEE

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Page 1: Stability and Invariance Analysis of Uncertain Discrete ...cse.lab.imtlucca.it/~bemporad/publications/papers/ieeetac-pwa-lyap.… · systems [1], and are equivalent to hybrid systems

IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL. 58, NO. 9, SEPTEMBER 2013 2359

Let (formulation (II.2))

we solve

We then normalize to and obtain

So the output feedback assigns the closed loop characteristicpolynomial to .

REFERENCES[1] R. W. Brockett and C. I. Byrnes, “Multivariable Nyquist criteria, root

loci and pole placement: A geometric viewpoint,” IEEE Trans. Autom.Control, vol. AC-26, no. 1, pp. 271–284, Feb. 1981.

[2] C. I. Byrnes, “Pole assignment by output feedback,” in Three Decadesof Mathematical System Theory, ser. Lecture Notes in Control and In-formation Sciences # 135, H. Nijmeijer and J. M. Schumacher, Eds. :Springer–Verlag, 1989, pp. 31–78.

[3] C.-T. Chen, Linear System Theory and Design. New York: Holt,Rinehart & Winston, 1984.

[4] E. J. Davison and S. H. Wang, “On pole assignment in linear multi-variable systems using output feedback,” IEEE Trans. Autom. Control,vol. AC-20, no. 4, pp. 516–518, Aug. 1975.

[5] A. Eremenko and A. Gabrielov, “Pole placement static output feed-back for generic linear systems,” SIAM J. Control Optimiz., vol. 41,pp. 303–312, 2002.

[6] G. D. Forney, “Minimal bases of rational vector spaces, with applica-tions to multivariable linear systems,” SIAM J. Control Optimiz., vol.13, pp. 493–520, 1975.

[7] U. Helmke, J. Rosenthal, and X. Wang, “Output feedback pole assign-ment for transfer functions with symmetries,” SIAM J. Control Op-timiz., vol. 45, pp. 1898–1914, 2006.

[8] R. Hermann and C. F. Martin, “Applications of algebraic geometry tosystem theory part I,” IEEE Trans. Autom. Control, vol. AC-22, no. 1,pp. 19–25, Jan. 1977.

[9] M. Kim, J. Rosenthal, and X.Wang, “Pole placement and matrix exten-sion problems: A common point of view,” SIAM J. Control Optimiz.,vol. 42, pp. 2078–2093, 2004.

[10] H. Kimura, “Pole assignment by gain output feedback,” IEEE Trans.Autom. Control, vol. AC-20, no. 4, pp. 509–516, Aug. 1975.

[11] U. Konigorski, “Pole placement by parametric output feedback,” Syst,& Control Lett,, vol. 61, pp. 292–297, 2012.

[12] J. Leventides and N. Karcanias, “Global asymptotic linearisation of thepole placement map: A closed form solution for the constant outputfeedback problem,” Automatica, vol. 31, pp. 1303–1309, 1995.

[13] C. F. Martin and R. Hermann, “Applications of algebraic geometry tosystems theory. II. Feedback and pole placement for linear Hamiltoniansystems,” Proc. IEEE, vol. 65, no. 6, pp. 841–848, Jun. 1977.

[14] C. F. Martin and R. Hermann, “Applications of algebraic geometry tosystem theory: The McMillan degree and Kronecker indices as topo-logical and holomorphic invariants,” SIAM J. Control Optimiz., vol.16, pp. 743–755, 1978.

[15] J. Rosenthal, “Tuning natural frequencies by output feedback,” inCom-putation and Control, ser. Proc. Bozeman Conference, K. Bowers andJ. Lund, Eds. Cambridge, MA: Birkhäuser, 1989, pp. 277–282.

[16] J. Rosenthal, J. M. Schumacher, and J. C. Willems, “Generic eigen-value assignment by memoryless real output feedback,” Syst. & Con-trol Lett., vol. 26, pp. 253–260, 1995.

[17] F. Sottile, “Rational curves on Grassmannians: Systems theory, realitytransversality,” Advances in algebraic geometry motivated by physics(Lowell, MA, 2000) vol. 276, Contemp. Math., pp. 9–42, Amer. Math.Soc.. Providence, RI, 2001.

[18] J. C. Willems and W. H. Hesselink, “Generic properties of the poleplacement problem,” in Proc. IFAC, Helsinki, Finland, 1978, pp.1725–1729.

[19] X.Wang, “Pole placement by static output feedback,” J.Math. Systems,Estimation, Control, vol. 2, pp. 205–218, 1992.

[20] X. Wang, “Grassmannian, central projection and output feedback poleassignment of linear systems,” IEEE Trans. Automat. Control, vol.AC-41, no. 6, pp. 786–794, Jun. 1996.

Stability and Invariance Analysis of UncertainDiscrete-Time Piecewise Affine Systems

Matteo Rubagotti, Sergio Trimboli, and Alberto Bemporad

Abstract—This note proposes a method to analyze uniform asymptoticstability and uniform ultimate boundedness of uncertain piecewise affinesystems whose dynamics are only defined in a bounded and possiblynon-invariant set of states. The approach relies on introducing fakedynamics outside and on synthesizing a piecewise affine and possiblydiscontinuous Lyapunov function via linear programming. The existenceof such a function proves stability properties of the original system andallows the determination of a region of attraction contained in . Theprocedure is particularly useful in practical applications for analyzingthe stability of piecewise affine control systems that are only definedover a bounded subset of the state space, and to determine whetherfor a given set of initial conditions the trajectories of the state vectorremain within the domain .

Index Terms—Model predictive control (MPC), piecewise affine (PWA),piecewise quadratic (PWQ).

I. INTRODUCTION

In the last decade the interest in studying the dynamical propertiesof piecewise affine (PWA) systems has increased considerably, due totheir powerful modeling capabilities. Discrete-time PWA models are aspecial class of hybrid systems that can represent combinations of finiteautomata and linear dynamics, are a good approximation of nonlinear

Manuscript received April 11, 2011; revised October 25, 2011 and April30, 2012; accepted February 05, 2013. Date of publication March 07,2013; date of current version August 15, 2013. This work was supported inpart by the European Commission under project FP7-INFSO-ICT-248858“MOBY-DIC—Model-based synthesis of digital electronic circuits for em-bedded control”. Recommended by Associate Editor J. Daafouz.M. Rubagotti is with the Nazarbayev University, Astana 010000, Kazakhstan

(e-mail: [email protected]).S. Trimboli is with the Department ofMechanical and Structural Engineering,

University of Trento, Trento 38100, Italy (e-mail: [email protected]).A. Bemporad is with the IMT Institute for Advanced Studies, Lucca 55100,

Italy (e-mail: [email protected]).Color versions of one or more of the figures in this technical note are available

online at http://ieeexplore.ieee.org.Digital Object Identifier 10.1109/TAC.2013.2251774

0018-9286 © 2013 IEEE

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2360 IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL. 58, NO. 9, SEPTEMBER 2013

systems [1], and are equivalent to hybrid systems in mixed logical dy-namical form [2], [3].Stability analysis tools for PWA systems are useful to describe the

properties of autonomous hybrid systems, or to check a posteriori thestability of a given closed-loop system [4], [5]. In particular, stabilityanalysis becomes fundamental when a PWA control law is synthesizedwithout a-priori guarantees of closed-loop stability; an example are ex-plicit model predictive control (MPC) laws designed in applicationswith short prediction horizons and without terminal constraints to limitthe number of partitions [6]–[8], or approximated in order to reducetheir complexity [9], [10].The most widely used methods for stability analysis of discrete-time

PWA systems are based on piecewise quadratic (PWQ) Lyapunov func-tions [11] and require the solution of semi-definite programming prob-lems. As highlighted in [12], the search for a PWQ Lyapunov functioncan be overly conservative, even with the use of the so-called S-proce-dure (see, e.g., [13]). A valid alternative are PWA Lyapunov functions,computed by linear programming (LP) [12], [14]. Other types of Lya-punov functions can be used for the same purpose, such as piecewisepolynomial Lyapunov functions [15].The approaches for PWA stability analysis recalled above deal with

deterministic systems. However, in applications it is often importantto determine if the state converges to the origin (or to a terminal set)despite parametric uncertainties and/or external disturbances. Someclassical results on stability analysis and control of uncertain linear pa-rameter varying and switched linear systems appeared in [16]–[19] and[20, Chap. 7].In analyzing the stability of PWA systems, it is always assumed that

the set of states in which the PWA dynamics are defined is posi-tively invariant, as the notion of stability has no practical relevance ifthe state trajectory exits the domain of definition of the dynamics [21].However, often the PWA system to be analyzed is defined in a setthat may not be invariant, meaning that, for certain initial conditions,the corresponding state trajectories are not defined for all time steps. Apossible approach to tackle the possible non-invariance of is to per-form a reachability analysis to find the maximum positively invariantsubset of , using a recursive procedure (see [20, Ch. 4–5], [22], [23],and the references therein). Unfortunately this can lead to very involvedsolutions, due to the exponential complexity of reachability analysis ofPWA systems, and in some cases searching the maximum invariant setis even an undecidable problem.This technical note proposes a stability analysis framework for

(possibly discontinuous) discrete-time PWA systems that are affectedby additive disturbances bounded within a polytopic set (a similarframework was proposed in [24] to handle the case of parametric un-certainties). A discontinuous PWA Lyapunov function is synthesizedvia linear programming (LP) either to determine if the state convergesto the origin or to find a terminal set where the state is ultimatelybounded. As we assume that the PWA dynamics are defined in aclosed polytope of the state space which may not be invariant, byartificially extending the systems dynamics outside the proposedmethod can also determine an invariant subset of for the originalPWA system. In this case the attractiveness of the origin (or thatof the terminal set) is determined with respect to such a region ofattraction. A preliminary version of this technical note focusing onlyon asymptotic stability of deterministic PWA systems has appearedin [25]. A numerical implementation of the overall stability analysisproposed in this work can be found in the MOBY-DIC Toolbox forMATLAB, described in [26].

II. BASIC NOTATION AND DEFINITIONS

Let , , , and denote the sets of reals, integers, non-neg-ative integers, and positive integers, respectively. Given , the

ceil function is defined as the smallest such that .Given a vector , let denote any vector norm, and let

, where is a full rank diagonal ma-trix. Given two matrices , , de-notes thematrix . Given a discrete-time signal

, the sequence of the values of from time zero to the-th instant is denoted by . Given a set , its interior is de-noted by , its closure by , and its convex hull by .Given a finite number of sets , , we say that

is a partition of if , ,, with , and . If is a partition with

, with , it is denoted as strict partition.A polyhedron is a set given by the intersection of a finite number of(closed or open) half-spaces. A polytope is a bounded polyhedron,and the set of the vertices of its closure is denoted by .Consider a discrete-time nonlinear system

(1)

where is the state vector, the input collectsboth model uncertainties and exogenous disturbances, and both andare compact sets with , .Definition 1: For system (1) the one-step reachable set from a set

is .Definition 2: A set is called robustly positively invariant

(RPI) with respect to dynamics (1) if, for all , .Note that the set is not assumed to be RPI with respect to dynamics

(1), so that some trajectories may possibly leave and be thereforedefined only on a finite time interval of time .Definition 3: Consider dynamics (1) and a RPI set with

and for all . System (1) is uniformlyasymptotically stable in if there exists a -function1

such that, for all the initial conditions and for all thesequences with ,for all .Definition 4: Given two RPI sets and , with

, system (1) is uniformly ultimately bounded from toif for all there exists such that, for

every with , for all the sequenceswith , .

III. STABILITY ANALYSIS PROBLEM

Given a closed polytope that includes the origin in itsinterior, consider a partition of that consists of a finite numberof polytopes

(2)

where , are constant matrices with ,, , and and are constant

vectors, and assume that is a strict partition. The closure ofis denoted by , withand . The subset of indices is defined

as . Without loss of generality, we assume thatfor all , which is necessary when PWA Lyapunov

functions are considered. If this property does not hold for the givenpartition , it is always possible to obtain it by further partitioningthe regions whose indices belong to .Consider a closed polytope , with, and , , , and . The vertices of are

denoted by , and, since is compact by definition,.

1See, e.g., Section II.A in [27] for a formal definition of -functions.

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IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL. 58, NO. 9, SEPTEMBER 2013 2361

Consider the autonomous discrete-time uncertain PWA system

(3)

with , , , , , and. Note that the dynamics (3) are not required to be continuous

on the boundaries of the sets .

A. Problem Statement

Given the uncertain PWA system (3), for which is not necessarilya RPI set, prove the properties of stability and convergence to the origin(uniform asymptotic stability or uniform ultimate boundedness) withrespect to a RPI set . In case of ultimate boundedness, findanother RPI set including the origin, where the state is driven infinite time.Nominal stability analysis is considered a special case of the problem

when or for all .

IV. EXTENDED SYSTEM AND REACHABILITY ANALYSIS

Consider the one-step reachable set from ,, and define the closed set

(4)

The closure of can be computed as the union of the one-

step reachable sets from all the sets , namely. By relying on the results in [20, Chap. 6], we

can compute the convex sets as

(5)

where represents each of the vertices of , to get

(6)

As the dynamics (3) are not defined outside , the proposedstrategy consists of defining fake dynamics on . Let

, and consider the dynamics

(7)

where is an adjustable parameter of the proposed approach.The region , when , can be divided into convex polyhedralregions as in [28, Th. 3]. As a result, new regions , ,are created, that together with the original with define a strictpartition of , with . The dynamics of theextended system on are

(8)

For convenience, let , , and , for . Also,notice that, if , then , and no additional dynamicsare introduced.Lemma 1: The set is RPI for the extended dynamics (8).Proof: See Appendix.

The definitions of and of the dynamics in as in (7) are sim-plistic, yet we will prove their effectiveness. Other choices of (see,

e.g., [25]) and of the dynamics (7) are possible, provided that Lemma1 still holds.If is a RPI set, one has , and therefore ,

because is a convex set by definition. In this case, the definitionof fake dynamics is not necessary, and the same approach hereafterdescribed can be applied with , and .For any pair define the closed transition sets

(9)

of states that can possibly end up in in one step under dynamics .Note that , but in general is not a partitionof , unless , or . To compute the setswe exploit here controllability analysis [20, Chap. 5] and consider thedisturbance vector as the external input with respect to which thecontrollability analysis is carried out. First, we compute the set

which is defined on the extended space , and we project it onto thefirst coordinates (the state space), obtaining the so-called pre-imageset of with respect to dynamics

If we impose , we obtain

(10)

Let be the number of vertices of , . In theparticular case of no additive disturbances (i.e., , or

), the transition sets can be computed without using ofthe projection operation, as

V. PWA LYAPUNOV ANALYSIS OF THE EXTENDED SYSTEM

Let be a function such that

(11a)

(11b)

(11c)

and , where is the PWAstate update function defined by (8), , , .

can be chosen as any full rank diagonal matrix, but its value isfixed a priori as a design parameter. We call a functionsatisfying (11) a Lyapunov-like function.Remark 1: Note that often in the literature an upperbound

is imposed, with . Here this is not necessaryas will be defined as a PWA function over the bounded set . As aconsequence, it is always possible to find a posteriori such that

, once a Lyapunov-like function hasbeen determined. Note also that condition (11c) could be replaced by

(12)

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2362 IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL. 58, NO. 9, SEPTEMBER 2013

where . In fact, by (11a)–(11c), it follows that.

To the end of synthesizing a PWALyapunov-like function for system(8), define a linear function for each region

(13a)

for , where in (13a) and are coefficients to bedetermined. The overall Lyapunov-like function candidate is

(13b)

where

(13c)

Note that simply for . As for numericalreasons we want to consider closed sets and , may notcoincide on common boundaries (unless very conservativecontinuity conditions are imposed), for the states on the commonboundaries we impose (11a) and (11c) on for all , al-though only one value (the max) is taken in (13b), as must besingle-valued. In the specific case of (11b), we have for all

, because the continuity condition is imposed at the origin. Theconstraints

(14a)

are imposed for all vertices , ,, while

(14b)

for all , with , for all , , with, and all with . We define as the

maximum value such that , whichcan be easily determined by bisection. The further constraints

(14c)

(14d)

(14e)

(14f)

are also imposed, where is the minimum distance between theboundary of the hyper-rectangle and the origin, while ,where is a fixed parameter, chosen as small as possible (e.g.,equal to the machine epsilon). Condition (14d) is imposed to ensurethat the set where the state is ultimately bounded is included in(the reader is referred to the proof of Lemma 2, after (24), for detailson this aspect), while (14e) ensures the fulfillment of (11b). The vectorof variables to be determined is composed by , , and the termsand , with . We define now a procedure to determine a choicefor such variables by means of a convex optimization problem.Lemma 2: Consider the linear-fractional program

(15a)

(15b)

associated with the autonomous uncertain PWA dynamics (8) and thecandidate Lyapunov-like function (13), and assume it admits a feasiblesolution. Then:1) if the optimal is equal to zero, the origin is an equilibrium pointfor system (8), which is ;

2) otherwise (the optimal is strictly positive), system (8) is, with

(16)

where

(17)

(18)

Proof: See Appendix.Remark 2: Note that (15) is, strictly speaking, a quasi-convex

optimization problem. Even though quasi-convex optimizationproblems are solved in general by bisection (solving a convex op-timization problem at each step), linear-fractional programs like(15) can be transformed into an equivalent LP using standard pro-cedures (see [29, Chap. 4]). The variables of the LP are , ,and , with , plus an auxiliary variable introduced by theformulation of the equivalent problem. The total number of vari-ables is , the total number of constraints is

.Remark 3: The aim of (15) is to minimize the volume of the hyper-

rectangle (in fact, the cost function of (15a) is directly proportionalto the volume of ) for the given choice of the sets , in order toobtain a set that is as small as possible (even if not necessarilythe smallest one, since there might be another set such thatsystem (8) is also ). Note that, if (15) is solvable byfixing a priori, (15) becomes a test of asymptotic stability of theorigin. Note that in this case the constraints in (14) parameterize all thePWA Lyapunov functions that are defined on the same partitionof . Clearly, a necessary condition for system (8) to be UAS is that

, or , otherwise the origin would not be anequilibrium.Remark 4: In case (14) is infeasible, besides increasing the value

of or changing that of , a possibility is to increase the number ofregions of , therefore providing more flexibility in synthesizingthe PWALyapunov-like function. A possible way is to consider the sets

as the new sets and restart the one-step reachability analysis.Due to space limitations, we refer the reader to [24] for further details.A practical procedure to calculate consists of partitioning into

a number of subsets , with , and then obtain allthe sets as in (5). Then can be easily computed as the unionof the subsets of the sets for which , i.e.

(19)

VI. INVARIANCE ANALYSIS

So far we have analyzed the properties of the extended system (8).We want now to derive conditions on the original system (3). Consideragain system (8) in , assume that a feasible solution to (14) exists,define (recalling that )

(20)

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IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL. 58, NO. 9, SEPTEMBER 2013 2363

Fig. 1. Graphical representation of the sets , , , and for an exampleof second-order system.

and consider the set

(21)

In case is a RPI set (and hence ), one has , sincefor all . Otherwise, the set is given by the union

of a finite number of polytopes, each of them composed by the points, for which . Being the sublevel set of a

discontinuous Lyapunov function, the set in this case may not beconvex, and not even connected. The following result related to RPIsets can be easily proven.Lemma 3: Consider system (3), whose dynamics are defined on ,

and assume that either the dynamics (7) are defined in , or .Then, if a set is RPI for (8), it is also RPI for (3).

Proof: See Appendix.The results for the extended system (8) proved in Lemma 2, and the

definition of in (21) and Lemma 3 are exploited next to state the mainresult of this technical note.Theorem 1: Consider system (3), whose dynamics are defined on ,

and assume that either the dynamics (7) are defined in , or .Then:1) if the optimal of (15) is zero, then in (21) is a RPI set for (3),and (3) is ;

2) otherwise, if , the sets and are RPI sets withrespect to dynamics (3), and system (3) is .Proof: See Appendix.

Note that, by construction of , if , then is alwayssatisfied. Also, note that the result of Theorem 1 refers to the originalsystem (3), and the fake dynamics were only employed to determine asuitable Lyapunov-like function. A graphical representation of the sets, , , and is shown in Fig. 1, where we show that

. Also, we recall that by definition.

VII. NUMERICAL COMPLEXITY

The procedure described in Section IV requires four main numer-ical computations. First, we need the vertex representation of thepolytopes in (2). This can be done by solving a vertex enumera-tion problem (see the approaches in [30] and [31], for example).The second operation is the computation of convex hulls, which isthe dual of the vertex enumeration problem [32]. The complexity ofthese two operations is exponential in the number of facets of theconsidered polytopes. The third operation is the projection in (10),for which there exist different methods [33] and whose complexityincreases quickly with the number of vertices or facets. The fourthcomputation is to obtain minimal hyperplane representations of poly-hedra to eliminate redundant inequalities [34], which can be done by

solving one LP for each inequality defining the given polyhedron.In the stability and invariance analysis procedure described in Sec-tions V and VI, the solution of a single LP is needed to compute

, while a number of operations similar to those needed in Sec-tion IV is required to compute the sets and .

VIII. CONCLUSION

This note has addressed the problem of determining the propertiesof uniform asymptotic stability and uniform ultimate boundednessof (possibly discontinuous) discrete-time PWA systems subject toadditive disturbances. Since the dynamics are defined in the setthat is a priori not invariant, partially fictitious dynamics are

exploited to define a discontinuous PWA Lyapunov-like function.As an outcome of the optimization problem, the RPI setis obtained, together with the terminal set , or the certificate ofasymptotic stability.

APPENDIX

Proof of Lemma 1: If , then either or . Ifthen the successor state by

definition of . If , the successor state is , becauseis a convex set including the origin.Proof of Lemma 2: To prove the positive definiteness of the Lya-

punov-like function, define , , as a set of co-efficients which allow one to express as a convex combinationof the vertices of . Since functions are affine functions defined onconvex sets , the satisfaction of (14a) for all , with

, , for , leads to

(22)

For this reason, for , since , (11a)holds. Moreover, on the boundaries of , according to (13b), one has

for all , and therefore. This implies that (11a) holds for all

, since .As for the decay of the Lyapunov-like function, for , define

, , as a set of coefficients such thatcan be expressed as a convex combination of the vertices of .

Therefore,

(23)

where , , are coefficients used to express the factthat any point can be written as a convex combination of the

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2364 IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL. 58, NO. 9, SEPTEMBER 2013

vertices of . Recalling that (14b) holds for all the vertices of , andthat , from (23) we get

which proves that (11c) holds for all . Also, on theboundaries of , the decreasing condition (11c) is imposed for all

, and therefore

Since by definition of the sets we have that ,(11c) holds for all , and then (11) holds for all .Up to this point, the proven results hold for any . Con-

sidering the case , the decay condition (11c) becomes, which also implies .

From we can easily obtain, which leads to. Therefore,

which implies that system (8) is , according to Definition 3,with .Consider now the case . By (11a) and (11c) it follows that

, where . By definition of in (18),for all we obtain , leading to

(24)

By definition of , the fulfillment of the constraint (14d) impliesand, by the invariance of (Lemma 1), .

This implies that the in (17) exists (since , and therefore ,are closed sets) and therefore in (16) is well defined.To prove invariance of , we distinguish two cases:• if , then ;• if , then (24) holds, and therefore

(this latter being defined in (17)), meaning thatby definition of .

Therefore, is a RPI set for (8).To prove that system (8) is according to Definition

4, we must show that for all there exists such that,for all with , for any admissiblesequence of the disturbance term . We define

, and distinguish two cases:

• If , condition implies .Therefore, simply taking , we have that for every, (by definition of ).

• If , let . Then, from (24)it follows that

(25)

meaning that , and therefore . In order toexplicitely find as a function of , let .From (24), one has

In conclusion, if , there exists suchthat, for every , .

Proof of Lemma 3: Since , from (8) we can easily see that,given , we have that , with

and . Notice that dynamics (3) and (8) coincide for. This means that we applied dynamics (3), and the same will

hold for all subsequent time instants, since by assumption( is a RPI set). We conclude that is a RPI set for dynamics (3).Proof of Theorem 1: The proof consists of showing that the PWA

Lyapunov-like function ,

(26)

where is found as in Lemma 2 for the extended system (8) in, is a Lyapunov-like function for (3) over the set . First of all, we

prove that is a RPI set for (8) in . In case , for all ,, and then by definition of . In

case , first of all notice that, by definition of and as sublevelsets, it follows that the assumption implies . Then,we distinguish two cases:• if , then (which is a RPI set for (8)), and then

since ;• if , we distinguish again two sub-cases:— if , then , since byconstruction (see (16)–(18);

— if , then, from (24), , leading to.

Since , by Lemma 3 we obtain that is a RPI set for dynamics(3). This fact leads to the possibility of defining a Lyapunov-like func-tion for system (3) in . Considering that , if (11) are satisfiedwith for all (and then for all ), we conclude that

is a Lyapunov function for system (3) in , and that system (3)is .In case , if (11) hold for all (and then for all), the invariance of with respect to dynamics (3) is guaranteed by

Lemmas 2 and 3. We have already proved that is RPI for (3), andwe know that by construction. We also know from Lemma 2that the extended system (8) is , which means that, forall , there exists such that, for every with

, for all the sequences with ,. However, since dynamics (3) and (8) coincide in , one

can use Definition 4 again considering dynamics (3). We know that forall , for all there exists such that, for every

with , for all the sequences with, . In conclusion, system (3) is .

ACKNOWLEDGMENT

The authors would like to thank S. Boyd, Stanford University, forthe useful discussion on the formulation of Lemma 2.

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