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Extension of the strong law of large numbers for capacities
Randomized algorithms for stabilizing switching signals
1.  Department of Mathematics, Indian Institute of Technology Bombay, Powai, Mumbai 400076, India 
2.  Department of Electrical Engineering, Indian Institute of Science, Bangalore 560012, India 
3.  Systems & Control Engineering, Indian Institute of Technology Bombay, Powai, Mumbai 400076, India 
Qualitative behaviour of switched systems has attracted considerable research attention in the recent past. In this article we study 'how likely' is it for a family of systems to admit stabilizing switching signals. A weighted digraph is associated to a switched system in a natural fashion, and the switching signal is expressed as an infinite walk on this digraph. We provide a linear time probabilistic algorithm to find cycles on this digraph that have a desirable property (we call it "contractivity"), and under mild statistical hypotheses on the connectivity and weights of the digraph, demonstrate that there exist uncountably many stabilizing switching signals derived from such cycles. Our algorithm does not require the vertex and edge weights to be stored in memory prior to its application, has a learning/exploratory character, and naturally fits very large scale systems.
References:
[1] 
B. Bollobás, Modern Graph Theory, vol. 184 of Graduate Texts in Mathematics, SpringerVerlag, New York, 1998. doi: 10.1007/9781461206194. Google Scholar 
[2] 
T. H. Cormen, C. E. Leiserson, R. L. Rivest and C. Stein, Introduction to Algorithms, 3rd edition, MIT Press, Cambridge, MA, 2009. Google Scholar 
[3] 
R. Durrett, Probability: Theory and Examples, 4th edition, Cambridge Series in Statistical and Probabilistic Mathematics, Cambridge University Press, Cambridge, 2010. doi: 10.1017/CBO9780511779398. Google Scholar 
[4] 
S. S. Ge and Z. Sun, Switched Linear Systems: Control and Design, Springer, London, 2005.Google Scholar 
[5] 
J. P. Hespanha and A. S. Morse, Stability of switched systems with average dwelltime, in Proceedings of the 38th IEEE Conference on Decision and Contr., 1999, 2655–2660. doi: 10.1109/CDC.1999.831330. Google Scholar 
[6] 
H. Ishii, T. Bașar and R. Tempo, Randomized algorithms for synthesis of switching rules for multimodal systems, IEEE Transactions on Automatic Control, 50 (2005), 754767. doi: 10.1109/TAC.2005.849187. Google Scholar 
[7] 
Ö. Karabacak, Dwell time and average dwell time methods based on the cycle ratio of the switching graph, Systems & Control Letters, 62 (2013), 10321037. doi: 10.1016/j.sysconle.2013.08.002. Google Scholar 
[8] 
A. Kundu, Stabilizing Switching Signals for Switched Systems: Analysis and Synthesis, PhD thesis, Indian Institute of Technology Bombay, 2015.Google Scholar 
[9] 
A. Kundu and D. Chatterjee, Stabilizing discretetime switched linear systems, Proceedings of the 17th ACM International Conference on Hybrid Systems: Computation & Control, 2014, Berlin, Germany, 11–20. Google Scholar 
[10] 
A. Kundu and D. Chatterjee, On stability of discretetime switched systems, Nonlinear Analysis: Hybrid Systems, 23 (2017), 191210. doi: 10.1016/j.nahs.2016.06.002. Google Scholar 
[11] 
K. Lee and R. Bhattacharya, Stability analysis of largescale distributed networked control systems with random communication delays: a switched system approach, Systems & Control Letters, 85 (2015), 7783. doi: 10.1016/j.sysconle.2015.08.011. Google Scholar 
[12] 
S. Lewandowski, Shortest paths and negative cycle detection in graph with negative weights I. the BellmanFordMoore algorithm revisited, Technical Report 2010/05, Universität Stuttgart, FMI, Stuttgart, Germany.Google Scholar 
[13] 
D. Liberzon, Switching in Systems and Control, Systems & Control: Foundations & Applications, Birkhäuser Boston Inc., Boston, MA, 2003. doi: 10.1007/9781461200178. Google Scholar 
[14] 
D. Liberzon and A. S. Morse, Basic problems in stability and design of switched systems, IEEE Control Systems Magazine, 19 (1999), 5970. Google Scholar 
[15] 
H. Lin and P. J. Antsaklis, Stability and stabilizability of switched linear systems: A survey of recent results, IEEE Transactions on Automatic Control, 54 (2009), 308322. doi: 10.1109/TAC.2008.2012009. Google Scholar 
[16] 
J. L. MancillaAguilar, R. García, E. Sontag and Y. Wang, Uniform stability properties of switched systems with switchings governed by digraphs, Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods, 63 (2005), 472490. doi: 10.1016/j.na.2005.04.043. Google Scholar 
[17] 
S. Mitra, N. Lynch and D. Liberzon, Verifying average dwell time by solving optimization problems, in Hybrid Systems: Computation and Control, vol. 3927 of Lecture Notes in Computer Science, Springer, Berlin, 2006,476–490. doi: 10.1007/11730637_36. Google Scholar 
[18] 
M. Molloy and B. Reed, Graph Colouring and the Probabilistic Method, vol. 23 of Algorithms and Combinatorics, SpringerVerlag, Berlin, 2002. doi: 10.1007/9783642040160. Google Scholar 
[19] 
T. Yamada and H. Kinoshita, Finding all the negative cycles in a directed graph, Discrete Appl. Math., 118 (2002), 279291. doi: 10.1016/S0166218X(01)002013. Google Scholar 
[20] 
C. Zaroliagis, Negative cycles in weighted digraphs, Encyclopedia of Algorithms, 576–578.Google Scholar 
[21] 
G. Zhai, H. Bo, K. Yasuda and A. N. Michel, Qualitative analysis of discretetime switched systems, Proceedings of the American Control Conference, 1880–1885.Google Scholar 
show all references
References:
[1] 
B. Bollobás, Modern Graph Theory, vol. 184 of Graduate Texts in Mathematics, SpringerVerlag, New York, 1998. doi: 10.1007/9781461206194. Google Scholar 
[2] 
T. H. Cormen, C. E. Leiserson, R. L. Rivest and C. Stein, Introduction to Algorithms, 3rd edition, MIT Press, Cambridge, MA, 2009. Google Scholar 
[3] 
R. Durrett, Probability: Theory and Examples, 4th edition, Cambridge Series in Statistical and Probabilistic Mathematics, Cambridge University Press, Cambridge, 2010. doi: 10.1017/CBO9780511779398. Google Scholar 
[4] 
S. S. Ge and Z. Sun, Switched Linear Systems: Control and Design, Springer, London, 2005.Google Scholar 
[5] 
J. P. Hespanha and A. S. Morse, Stability of switched systems with average dwelltime, in Proceedings of the 38th IEEE Conference on Decision and Contr., 1999, 2655–2660. doi: 10.1109/CDC.1999.831330. Google Scholar 
[6] 
H. Ishii, T. Bașar and R. Tempo, Randomized algorithms for synthesis of switching rules for multimodal systems, IEEE Transactions on Automatic Control, 50 (2005), 754767. doi: 10.1109/TAC.2005.849187. Google Scholar 
[7] 
Ö. Karabacak, Dwell time and average dwell time methods based on the cycle ratio of the switching graph, Systems & Control Letters, 62 (2013), 10321037. doi: 10.1016/j.sysconle.2013.08.002. Google Scholar 
[8] 
A. Kundu, Stabilizing Switching Signals for Switched Systems: Analysis and Synthesis, PhD thesis, Indian Institute of Technology Bombay, 2015.Google Scholar 
[9] 
A. Kundu and D. Chatterjee, Stabilizing discretetime switched linear systems, Proceedings of the 17th ACM International Conference on Hybrid Systems: Computation & Control, 2014, Berlin, Germany, 11–20. Google Scholar 
[10] 
A. Kundu and D. Chatterjee, On stability of discretetime switched systems, Nonlinear Analysis: Hybrid Systems, 23 (2017), 191210. doi: 10.1016/j.nahs.2016.06.002. Google Scholar 
[11] 
K. Lee and R. Bhattacharya, Stability analysis of largescale distributed networked control systems with random communication delays: a switched system approach, Systems & Control Letters, 85 (2015), 7783. doi: 10.1016/j.sysconle.2015.08.011. Google Scholar 
[12] 
S. Lewandowski, Shortest paths and negative cycle detection in graph with negative weights I. the BellmanFordMoore algorithm revisited, Technical Report 2010/05, Universität Stuttgart, FMI, Stuttgart, Germany.Google Scholar 
[13] 
D. Liberzon, Switching in Systems and Control, Systems & Control: Foundations & Applications, Birkhäuser Boston Inc., Boston, MA, 2003. doi: 10.1007/9781461200178. Google Scholar 
[14] 
D. Liberzon and A. S. Morse, Basic problems in stability and design of switched systems, IEEE Control Systems Magazine, 19 (1999), 5970. Google Scholar 
[15] 
H. Lin and P. J. Antsaklis, Stability and stabilizability of switched linear systems: A survey of recent results, IEEE Transactions on Automatic Control, 54 (2009), 308322. doi: 10.1109/TAC.2008.2012009. Google Scholar 
[16] 
J. L. MancillaAguilar, R. García, E. Sontag and Y. Wang, Uniform stability properties of switched systems with switchings governed by digraphs, Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods, 63 (2005), 472490. doi: 10.1016/j.na.2005.04.043. Google Scholar 
[17] 
S. Mitra, N. Lynch and D. Liberzon, Verifying average dwell time by solving optimization problems, in Hybrid Systems: Computation and Control, vol. 3927 of Lecture Notes in Computer Science, Springer, Berlin, 2006,476–490. doi: 10.1007/11730637_36. Google Scholar 
[18] 
M. Molloy and B. Reed, Graph Colouring and the Probabilistic Method, vol. 23 of Algorithms and Combinatorics, SpringerVerlag, Berlin, 2002. doi: 10.1007/9783642040160. Google Scholar 
[19] 
T. Yamada and H. Kinoshita, Finding all the negative cycles in a directed graph, Discrete Appl. Math., 118 (2002), 279291. doi: 10.1016/S0166218X(01)002013. Google Scholar 
[20] 
C. Zaroliagis, Negative cycles in weighted digraphs, Encyclopedia of Algorithms, 576–578.Google Scholar 
[21] 
G. Zhai, H. Bo, K. Yasuda and A. N. Michel, Qualitative analysis of discretetime switched systems, Proceedings of the American Control Conference, 1880–1885.Google Scholar 
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