DocumentCode
1006352
Title
Common Lyapunov functions and gradient algorithms
Author
Liberzon, Daniel ; Tempo, Roberto
Author_Institution
Coordinated Sci. Lab., Univ. of Illinois, Urbana, IL, USA
Volume
49
Issue
6
fYear
2004
fDate
6/1/2004 12:00:00 AM
Firstpage
990
Lastpage
994
Abstract
This note is concerned with the problem of finding a quadratic common Lyapunov function for a large family of stable linear systems. We present gradient iteration algorithms which give deterministic convergence for finite system families and probabilistic convergence for infinite families.
Keywords
Lyapunov methods; convergence; gradient methods; linear matrix inequalities; linear systems; stability; time-varying systems; deterministic convergence; finite system families; gradient iteration algorithm; infinite families; linear matrix inequalities; probabilistic convergence; quadratic common Lyapunov functions; stable linear system; switched systems; Books; Convergence; Feedback; Iterative algorithms; Iterative methods; Linear matrix inequalities; Linear systems; Lyapunov method; Stability analysis; Time varying systems; Common Lyapunov functions; gradient algorithms; randomized algorithms; switched linear systems;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/TAC.2004.829632
Filename
1304925
Link To Document