• DocumentCode
    1437947
  • Title

    Solving the discrete Lyapunov equation using the solution of the corresponding continuous Lyapunov equation and vice versa

  • Author

    Troch, I.

  • Author_Institution
    Univ. of Technol. Vienna, Austria
  • Volume
    33
  • Issue
    10
  • fYear
    1988
  • fDate
    10/1/1988 12:00:00 AM
  • Firstpage
    944
  • Lastpage
    946
  • Abstract
    It is demonstrated that for arbitrary linear autonomous systems, a quadratic form yielding a Lyapunov function for the continuous-time system can be used to derive rather easily a Lyapunov function of the same type for the corresponding discrete-time system resulting from it by sampling with sampling period τ. Conversely, if for an arbitrary discrete system allowing an interpretation as sampled-data system, i.e. having a regular system matrix F, a quadratic form yielding a Lyapunov function is found, then a Lyapunov function for the corresponding continuous-time system can be computed rather easily from it
  • Keywords
    Lyapunov methods; discrete time systems; linear systems; Lyapunov function; discrete Lyapunov equation; discrete-time system; linear autonomous systems; sampled-data system; stability; system matrix; Continuous time systems; Discrete transforms; Ear; Eigenvalues and eigenfunctions; Integral equations; Lyapunov method; Sampling methods; Stability; Symmetric matrices;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/9.7250
  • Filename
    7250