Resumen de Data driven stability analysis of black-box switched linear systems
Joris Kenanian, Ayca Balkan, Raphaël M. Jungers, Paulo Tabuada
Can we conclude the stability of an unknown dynamical system from the knowledge of a finite number of snapshots of trajectories? We tackle this black-box problem for switched linear systems. We show that, for any given random set of observations, one can give probabilistic stability guarantees. The probabilistic nature of these guarantees implies a trade-off between their quality and the desired level of confidence. We provide an explicit way of computing the best stability-like guarantee, as a function of both the number of observations and the required level of confidence. Our proof techniques rely on geometrical analysis, chance-constrained optimization, and stability analysis tools for switched systems, including the joint spectral radius.
