Abstract
We consider a continuous-time bilinear control system (BCS) with Metzler matrices. Each entry in the transition matrix of such a system is nonnegative, making the positive orthant an invariant set of the dynamics. Motivated by the stability analysis of positive linear switched systems (PLSSs), we define a control as optimal if, for a fixed final time, it maximizes the spectral radius of the transition matrix. Our main result is a first-order necessary condition for optimality in the form of a maximum principle (MP). The proof of this MP combines the standard needle variation with a basic result from the Perron-Frobenius theory of nonnegative matrices. We describe several applications of this MP to the stability analysis of PLSSs under arbitrary switching.
Original language | English |
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Pages (from-to) | 2193-2215 |
Number of pages | 23 |
Journal | SIAM Journal on Control and Optimization |
Volume | 50 |
Issue number | 4 |
DOIs | |
State | Published - 2012 |
Keywords
- Metzler matrix
- Perron-Frobenius theory
- Positive absolute stability problem
- Positive linear switched systems
- Positive linear systems
- Stability under arbitrary switching law
- Variational approach
All Science Journal Classification (ASJC) codes
- Control and Optimization
- Applied Mathematics