IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL. 47, NO.
11, NOVEMBER 2002
Stability Analysis and Control Synthesis for Switched
Systems: A Switched Lyapunov Function Approach
Jamal Daafouz, Pierre Riedinger, and Claude Iung
Abstract—This note addresses the problem of stability analysis and con-
trol synthesis of switched systems in the discrete-time domain. The ap-
proach followed in this note looks at the existence of a switched quadratic
Lyapunov function to check asymptotic stability of the switched system
under consideration. Two different linear matrix inequality-based condi-
tions allow to check the existence of such a Lyapunov function. The first
one is classical while the second is new and uses a slack variable, which
makes it useful for design problems. These two conditions are proved to
be equivalent for stability analysis. Investigating the static output feedback
control problem, we show that the second condition is, in this case, less con-
servative. The reduction of the conservatism is illustrated by a numerical
evaluation.
Index Terms—Hybrid systems, static output feedback, switched Lya-
punov function, switched systems.
I. INTRODUCTION
In recent years, the study of switched systems has received growing
attention. Switched systems are a class of hybrid dynamical systems
consisting of a family of continuous- (or discrete-) time subsystems,
and a rule that orchestrates the switching between them [1]–[5]. A
survey of basic problems in stability and design of switched systems
has been proposed recently in [6]. Among the large variety of problems
encountered in practice, one can study the existence of a switching rule
that ensures stability of the switched system. One can also assume that
the switching sequence is not known a priori and look for stability re-
sults under arbitrary switching sequences. One can also consider some
useful class of switching sequences (see, for instance, [6], [7], and the
references therein).
In this note, we are interested in stability analysis and control
synthesis of switched systems under arbitrary switching sequences.
The approach followed in this note looks at the existence of a switched
quadratic Lyapunov function to check asymptotic stability of the
switched system under consideration. To evaluate the interest of this
approach for control design problems, we concentrate on the output
feedback design problem. By output feedback, we mean the design of
output feedback gains for each subsystem such that the closed-loop
switched system is asymptotically stable. The results proposed in
this note can be considered as a tradeoff between highly conservative
results (those using a single quadratic Lyapunov function) and less
conservative but numerically hard to check ones.
This note is organized as follows. In Section II, we give the problem
formulation. Section III is dedicated to stability analysis of switched
systems by mean of a switched quadratic Lyapunov function. In Sec-
tion IV, switched static output feedback control design is investigated.
A numerical evaluation is given in Section V.
Notations: We use standard notations throughout this note. M T is
the transpose of the matrix M . M > 0 (M < 0) means that M is
positive definite (negative definite). For a positive–definite matrix M ,
min (M ) (max (M )) stands for the minimal (maximum) eigenvalue
of M .
Manuscript received June 19, 2001; revised January 9, 2002. Recommended
by Associate Editor A. Bemporad.
The authors are with the CRAN CNRS UMR 7039—INPL—ENSEM, 54516
Vandœuvre Cedex, France (e-mail: Jamal.Daafouz@ensem.inpl-nancy.fr).
Digital Object Identifier 10.1109/TAC.2002.804474
0018-9286/02$17.00 © 2002 IEEE
1883
II. PROBLEM FORMULATION
We consider the class of switched hybrid systems given by
xk+1 =A xk + B uk
yk =C xk (1)
where xk 2 n is the state, uk 2 m is the control input, and yk 2 p
is the output vector.  is a switching rule which takes its values in the
finite set I = f1; . . . ; N g. This means that the matrices (A , B , C )
are allowed to take values, at an arbitrary discrete time, in the finite set
f(A1 ; B1 ; C1 ); . . . ; (AN ; BN ; CN )g :
Such systems are said to be switched and belong to the class of hybrid
systems. The following assumptions are made:
H1 : matrix C is of full row rank;
H2 : the switching rule  in not known a priori, but we assume
that its instantaneous value is available in real time.
Assumption H1 does not impose any loss of generality since it can
be achieved by discarding redundant measurement components of the
output yk . Assumption H2 corresponds to practical implementations
where the switched system is supervised by a discrete-event system and
the discrete state value is available in real time. Here, we are interested
in stability analysis and control synthesis problems for this class of
switched systems. By stability analysis, we mean stability analysis of
the origin for the autonomous switched system. The control synthesis
is related to the design of a switched output feedback control
uk = K yk (2)
ensuring stability of the closed-loop switched system
xk+1 = (A + B K C )xk : (3)
III. STABILITY ANALYSIS
In this section, we investigate the stability of the origin of an au-
tonomous switched system given by
xk+1 = A xk : (4)
Define the indicator function
 (k) = [1 (k); . . . ; N (k)]T
with 8i = 1; . . . ; N ; the equation shown at the bottom of the next page,
holds. Then, the switched system (4) can also be written as
N
xk+1 = i (k)Ai xk : (5)
i=1
Here, we are interested in checking stability by mean of particular
quadratic Lyapunov functions taking into account the switching na-
ture of our system. Recall that polytopic time varying systems are sys-
tems where the dynamical matrix evolves in a polytope defined by its
vertices. Switched systems can be viewed as polytopic systems with
the particularity that the allowable values for the dynamical matrix are
those corresponding to the vertices of the polytope. Stability analysis
results proposed in [9], when adapted to switched systems, allow to pro-
vide interesting results from the conservatism point of view. Results in
[9] use parameter dependent Lyapunov functions to check stability of
1884 IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL. 47, NO. 11, NOVEMBER 2002

polytopic time varying systems. In the case of switched systems as (5), iii) There exist N symmetric matrices S1 ; ...;S and N matrices
...
N

this corresponds to the switched Lyapunov function defined as G1 ; ; GN , satisfying

G +G 0S GTi ATi
8 (i; j) 2 I 2 I :
T
N i i i
>0
V (k; xk ) = xTk P ( (k))xk = xTk i (k)Pi xk
(9)
(6) Ai Gi Sj
i=1
The Lyapunov function is then given by
with P1 ; ...
; PN symmetric positive–definite matrices. If such a pos-
1 ( )= ( +
N
itive–definite Lyapunov function exists and V k; xk V k (
V k; xk )=x T
i k Si01 xk :
()
1 ) ( )
; xk+1 0 V k; xk is negative definite1 along the solutions of (5),
k
i=1
then the origin of the switched system given by (4) is globally asymp-
totically stable as shown by the following general theorem. Proof:
Theorem 1: [10, Ch. 5]: The equilibrium 0 of • To prove i) ) ii), assume that there exists a Lyapunov function
of the form (6), whose difference is negative definite. Hence
xk+1 = fk (xk ) (7)
1V =V (k + 1; x ) 0 V (k; x ) k+1 k

is globally uniformly asymptotically stable If there is a function V :

=x P ((k + 1))x 0 x P ((k))x
T
k+1 k+1
T
k k

+ 2 n ! such that =x A ((k))P ((k + 1))A((k)) 0 P ((k))

T
k
T
xk
• V is a positive–definite function, decrescent, and radially un- <0:
bounded;
1 (
• V k; xk V k ) = ( +1 ) (
; xk+1 0 V k; xk is negative definite ) As this has to be satisfied under arbitrary switching laws, it fol-
along the solutions of (7). lows that this has to hold for the special configuration i k , ( )=1
The Lyapunov function (6) is a positive–definite function, decrescent, ( ) = 0 ( + 1) = 1
l6=i k , j k , l6=j k ( + 1) = 0
and for all
and radially unbounded since V k; ( 0) = 0
, 8 k  and 0 xk 2 n . Then

N Pi 0 ATi Pj Ai > 0 8 (i; j ) 2 I 2 I

1 kxk k2  V (k; xk ) = xT k i (k)Pi xk  2 kxk k2
i=1 and condition ii) follows by the Schur complement formula.
• To prove ii) ) i), assume that (8) is satisfied for all
for all xk 2 n and k  0 with 1 = mini2I min (Pi ) and 2 = i = 1 ...
; ; N and j= 1 ... ; ; N . For each i, multiply the
maxi2I max (Pi ) positive scalars. j = 1 ... ( + 1)
; ; N inequalities by j k and sum. Multiply
= 1 ...
the resulting i ()
; ; N inequalities by i k and sum. As
In the following theorem, we give two equivalent necessary and suf-
ficient conditions for the existence of a Lyapunov function of the form
N
( )=
 k
i=1 i
N
( + 1) = 1
 k
j =1 j
, we get

(6) whose difference is negative definite, proving asymptotic stability

( ( ))
P  k ( ( )) ( ( + 1))
AT  k P  k
>0
of (4).
Theorem 2: The following statements are equivalent.
( ( + 1)) ( ( ))
P  k A k P  k ( ( + 1))
i) There exists a Lyapunov function of the form (6) whose which is equivalent by the Schur complement to 8 xk 2 n

difference is negative definite, proving asymptotic stability of

(4).
ii) There exist N symmetric matrices P1 ; ...
; PN , satisfying
xTk P  k ( ( )) 0 A ((k))P ((k + 1))A((k))
T
xk > 0:

Pi ATi Pj
As
>0 8 (i; j ) 2 I 2 I : (8)
Pj Ai Pj 1V = 0x T
k P  k( ( )) 0 A ((k))P ((k + 1))A((k))
T
xk

The Lyapunov function is then given by we have 1V  0 (kx k) with k

N (
kxk k ) = min  Pi 0 ATi Pj Ai kx k 2

V (k; xk ) = xTk i (k)Pi xk 2I2I min k

(i;j )

i=1
and i) follows by Theorem 1.
1i.e.,1 ( 0) = 0 8  0 and 1V (k; x )  0 (kx k), 8 k  0,
V k; k
• To prove iii) ) ii), assume that (9) is feasible. Then
8 x 2 where is of class K . A function : [0; 1) ! [0; 1) is of class K
if it is continuous, strictly increasing, zero at zero and unbounded ( (s) ! 1
as s ! 1). Gi +G 0S T
i i >0 8 i 2 I:

( ) = 10;;
i k
when the switched system is described by the ith mode Ai
otherwise
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL. 47, NO. 11, NOVEMBER 2002 1885

This means that Gi is of full rank. Moreover, as S i is strictly IV. STATIC OUTPUT FEEDBACK DESIGN
positive definite, we have also
Consider the synthesis of a switched static output feedback
T 01
(Si 0 Gi ) Si (Si 0 Gi )  0 8 2I i
u k = K  yk (12)
which is equivalent to

T S 01 G  T 0 8 2I
ensuring stability of the closed-loop switched system (3). This problem
G i i i G i + Gi S i i :
reduces to find Pi and Ki (8 i 2 I ), such that

Then, if (9) holds, it follows that TP

Pi (Ai + Bi Ki Ci ) j
T S 01 Gi T Ai T > 0 (13)
j (Ai + Bi Ki Ci ) j
i i i 8( 2I 2I
G G P P
> 0 i; j )
Ai Gi Sj

8( i; j ) 2 I 2 I , or equivalently find Si , Gi and Ki such that

which is equivalent to: 8 (i; j ) 2 I2I
T 0 01 i T Sj
01 i 0
G i + GTi 0 S i G
T (Ai + Bi Ki Ci )T
i 0
G i S i A G
0:
> (14)
0 j
01
Ai
01 0 j
> (10) (Ai + Bi Ki Ci )Gi Sj
S Sj Sj S

Letting Pi = Si01 and Pj = Sj01 , (10) is equivalent to 8( i; j ) 2 I 2 I . The problem of solving numerically (13) or (14) for

(Pi , Ki ) or (Si , Gi , Ki ), respectively, is nonconvex in general. This

TP
i i j makes the problem of output feedback a very difficult one. A sufficient
P A
P

j i
A

Pj
> 0 8( i; j ) 2I 2I : (11) condition is given in the following theorems. These conditions have the
advantage of being convex and are numerically well tractable.
• To prove ii) ) iii), assume that (8) is satisfied, then, by the Schur Theorem 3: If there exist symmetric matrices Si , matrices Ui and
complement, we have Vi (8 I 2 I ) such that: 8 (i; j ) 2 I 2 I

i 0 Ai Pj Ai 8( 2I 2I
T 0 i; j ) T
P > :
S i (Ai Si + Bi Ui Ci )
> 0 (15)
i i + Bi Ui Ci j
Letting Si = P 01 and Sj 01 , and using the Schur comple- A S S
i =P j
ment formula, one gets
and
Sj 0 Ai Si Ai 8( 2I 2I
T 0
= T ij > i; j ) :
i i
V C = i i
C S 8 2I i (16)

Let Gi = Si + gi I with gi a positive scalar. There exists a suffi- then the output feedback given by (2) with
ciently small gi such that

02 (Si + 2gi I) > AT T 01 Ai 01 8 2I

g i i ij 8( i; j ) 2I2I K i = U V i i i (17)

which is equivalent, by the Schur complement, to stabilizes (1).

Proof: Assume that there exist Si , Ui , and Vi such that (15) and
S i + 2gi I 0 g A i Ti
0 8( 2I 2I (16) are satisfied. As Ci is of full-row rank and Si is positive definite,
0Ai gi T ij
> i; j )
it follows from (16) that Vi is of full rank for all i = 1; . . . ; N and then
invertible. From (16) and (17), we get
which is nothing more than

Gi + GTi 0 Si i Ti 0 Gi ATi
S A
0 8( 2I 2I U C i i = K C S i i i 8 2I i :

Ai Si 0 Ai Gi Sj 0 Ai Si Ai
T > i; j ) :

Replacing Ui Ci in (15) by Ki Ci Si and applying the Schur comple-

ment formula one gets 8 (i; j ) 2 I 2 I
To end the proof of Theorem 2, one can notice that the latest linear
matrix inequality (LMI) is equivalent to: 8 (i; j ) 2 I 2 I

I 0 i + GTi 0 Si T AT
i i I 0 T
i
01 0 (Ai + Bi Ki Ci )T S 01 (Ai + Bi Ki Ci ) > 0:
G G A
0: S i j
0 A i I Ai Gi Sj 0 I
>

Letting Pi = Si01 and Pj = Sj01 and using the Schur complement

Condition (8) has also been proposed in [8] to check stability of piece- formula, the latest inequality is nothing than the stability condition
wise affine systems. Notice that we can recover condition ii) by im- (8) applied to the closed-loop system (3). Hence, by Theorem 2, the
posing Gi = Si and letting Si01 = Pi in condition iii). However, closed-loop system is asymptotically stable.
Theorem 2 shows that both conditions are equivalent and then present Theorem 4: If there exist symmetric matrices Si , matrices Gi , Ui
the same level of conservatism. The Section IV shows that the contri- and Vi (8 i 2 I ) such that 8 (i; j ) 2 I 2 I
bution of Theorem 2, in addition to prove the equivalence i) () ii)
() iii), is to propose a condition which is less conservative for con- i + GTi 0 Si
G (Ai Gi + Bi Ui Ci )
T
> 0 (18)
strained problems. Ai Gi + Bi Ui Ci S j
1886 IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL. 47, NO. 11, NOVEMBER 2002

and TABLE I
NUMERICAL EVALUATION
i i = Ci Gi
V C 8 2I
i (19)

then the output feedback control given by (2) with

K i = Ui Vi01 8 2I
i (20)

stabilizes the system (1).

Proof: First, notice that if (18) holds, then Gi + GTi 0 Si > 0
and the matrices Gi are full rank. Hence, matrices Vi satisfying
(19) are nonsingular. Following similar arguments as in the proof of
Theorem 3 we find that satisfying conditions of Theorem 4 leads to
8( i; j ) 2 I2I
G i + GTi 0 Si G
Ti (Ai + Bi Ki Ci )T
> 0 (21)
(Ai + Bi Ki Ci )Gi Sj

which is nothing than (9) applied to the closed system (3). Hence, by
Theorem 2, the closed-loop system is asymptotically stable.
The previous theorems deserve some comments. Theorems 3 and 4
state how to determine a stabilizing switched output feedback control
by solving a simple convex problem. In Theorem 3, the Lyapunov ma-
trices Pi (8 i 2 I ) are constrained to satisfy the equality constraint
(16). In Theorem 4, the Lyapunov matrices Pi = Si01 (8 i 2 I ) have
to satisfy the stability condition only. The equality constraint is reported
on the slack variables Gi (19). Hence, the equivalence between condi-
tions given in Theorems 3 and 4 fails. As it is shown in the numerical
evaluation, reporting the equality constraint on the slack variables Gi
makes the conditions of Theorem (4) less conservative than those given
in Theorem 3. VI. CONCLUSION
In this note, a switched Lyapunov function approach is proposed for
V. NUMERICAL EVALUATION stability analysis and control synthesis for switched systems. Motivated
In this section, a numerical evaluation is proposed. Recall that our by recent results developed for polytopic time varying uncertain sys-
switched system is characterized by: the number of modes (N ), the tems, a condition has been proposed for stability analysis of switched
system order (n), the number of inputs (m) and number of outputs (p). systems. Even if this condition has been proved to be equivalent to a
classical one, it is shown to be less conservative when constrained con-
For fixed values of (N , n, m, p), we generate randomly 100 switched
trol design problems are investigated. The difficult problem related to
systems of the form (1). For each switched system, we try to compute
switched-static output-feedback design has been addressed to illustrate
a stabilizing output feedback control using three methods
such a conservatism reduction. As the proposed conditions are LMI
• Method 1 uses constant Lyapunov functions (CLF) V (xk ) =
T
xk P xk . This corresponds to conditions in Theorem 3 with
based conditions, they can be easily extended to other control prob-
lems (Decentralized control, H1 control, etc.). Moreover, the results
8 (i; j ) 2 I 2 I , Si = Sj = S a constant matrix. presented in this note can be easily applied to the class of piecewise
• Method 2 uses the conditions given in Theorem 3. affine and hybrid systems considered in [8] leading to less conserva-
• Method 3 uses the conditions given in Theorem 4. tive results for constrained control problems. Finally, the proof tech-
To each method we associate a counter (SuccessCLF, SuccessTh3, nique used in this note holds also when the set of system matrices is
and SuccessTh4) which is increased if the corresponding method infinite. One can take any picewise constant time function within a cer-
succeeds in providing an output feedback stabilizing control. The dif- tain polytope and verify the conditions at edges of the polytope.
ficulty in performing this evaluation is to generate switched systems
for which a static output feedback control is known to exist. Gener- ACKNOWLEDGMENT
ating dynamical matrices A1 ; . . . ; AN stable, in the discrete time LTI
The authors would like to thank the anonymous reviewers for their
sense, allows to have more chance to succeed. To check the feasibility
valuable comments which improved the final version of this note.
of the LMI conditions, the LMI control toolbox for Matlab 5.3 has
been used. The results of this evaluation are given in Table I. One
can see that static feedback synthesis conditions given in Theorem REFERENCES
4 reduce significantly the conservatism. This shows the advantage in [1] M. S. Branicky, “Multiple lyapunov functions and other analysis tools
using the slack variable Gi to satisfy the constraint (19). Notice that for switched and hybrid systems,” IEEE Trans. Automat. Contr., vol. 43,
no. 4, pp. 475–482, Apr. 1998.
the number of randomly generated systems that can not be stabilized
by static output feedback grows as the number of modes and the
m
[2] P. Peleties and R. DeCarlo, “Asymptotic stability of -switched systems
using Lyapunov-like functions,” presented at the Amer. Control Conf.,
system order increase. Boston, MA, 1991.