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A limit formula for joint spectral radius with $p$-radius of probability distributions (1401.3026v2)

Published 13 Jan 2014 in math.OC

Abstract: In this paper we show a characterization of the joint spectral radius of a set of matrices as the limit of the $p$-radius of an associated probability distribution when $p$ tends to $\infty$. Allowing the set to have infinitely many matrices, the obtained formula extends the results in the literature. Based on the formula, we then present a novel characterization of the stability of switched linear systems for an arbitrary switching signal via the existence of stochastic Lyapunov functions of any higher degrees. Numerical examples are presented to illustrate the results.

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