Stability assessment for linear time-varying discrete-time systems using orthogonal Lyapunov transformations

被引:1
|
作者
Allwright, JC
Manolescu, C
机构
[1] Univ London Imperial Coll Sci Technol & Med, Dept Elect & Elect Engn, London SW7 2AZ, England
[2] Univ London Imperial Coll Sci Technol & Med, Ctr Proc Syst Engn, London SW7 2AZ, England
[3] Deutsch Bank AG, Grp Market Risk Management, London EC2N 2DB, England
来源
关键词
D O I
10.1049/ip-cta:20040309
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
A method is given for determining point-wise orthogonal Lyapunov transformations for use in stability studies for linear time-varying discrete-time systems. The advantage of such transformations for the non-periodic case over standard Lyapunov transformations is explained. Simple useful sufficient conditions for asymptotic stability and divergence of the original system are given in terms of the transformed system. The application of the results to online stability assessment is demonstrated.
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页码:259 / 263
页数:5
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