Title :
Gradient algorithms for finding common Lyapunov functions
Author :
Liberzon, Daniel ; Tempo, Roberto
Author_Institution :
Coordinated Sci. Lab., Illinois Univ., Urbana, IL, USA
Abstract :
This paper 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; asymptotic stability; convergence of numerical methods; gradient methods; linear systems; deterministic convergence; finite system; gradient iteration algorithm; linear systems; probabilistic convergence; quadratic common Lyapunov function; Control systems; Convergence; Feedback; Iterative algorithms; Iterative methods; Linear matrix inequalities; Linear systems; Lyapunov method; Stability analysis; Switched systems;
Conference_Titel :
Decision and Control, 2003. Proceedings. 42nd IEEE Conference on
Print_ISBN :
0-7803-7924-1
DOI :
10.1109/CDC.2003.1272341
