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
Link To Document