Title :
Asymptotic properties of the maximum entropy Lyapunov equation for robust stability and performance analysis
Author :
Tyan, Feng ; Bernstein, Dennis S. ; Haddad, Wassim M. ; Hyland, David C.
Author_Institution :
Dept. of Aerosp. Eng., Michigan Univ., Ann Arbor, MI, USA
Abstract :
The authors prove some asymptotic properties of the maximum entropy Lyapunov equation (MELE) which was studied previously by the authors (1992). It is shown that as the uncertainly level increases without bound, there exists a unique nonnegative-definite solution to MELE. Furthermore, this asymptotic solution has a structure that commutes with the perturbation matrix if the system matrix and perturbation matrix are in modal form
Keywords :
Lyapunov methods; matrix algebra; asymptotic properties; maximum entropy Lyapunov equation; performance analysis; perturbation matrix; robust stability; system matrix; unique nonnegative-definite solution; Aerospace engineering; Eigenvalues and eigenfunctions; Entropy; Equations; Government; Mechanical factors; Performance analysis; Robust stability; Symmetric matrices; Uncertainty;
Conference_Titel :
Decision and Control, 1992., Proceedings of the 31st IEEE Conference on
Conference_Location :
Tucson, AZ
Print_ISBN :
0-7803-0872-7
DOI :
10.1109/CDC.1992.371446
