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Structured and simultaneous Lyapunov functions for system stability problems. (English) Zbl 0683.93057

Summary: It is shown that many system stability and robustness problems can be reduced to the question of when there is a quadratic Lyapunov function of a certain structure which establishes stability of \(\dot x=Ax\) for some appropriate A. The existence of such a Lyapunov function can be determined by solving a convex program. We present several numerical methods for these optimization problems. A simple numerical example is given.

MSC:

93Dxx Stability of control systems
93B40 Computational methods in systems theory (MSC2010)
93B35 Sensitivity (robustness)
65K05 Numerical mathematical programming methods
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