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The Lyapunov equation, named after the Russian mathematician Aleksandr Lyapunov, is a matrix equation used in the stability analysis of linear dynamical systems. [ 1 ] [ 2 ] In particular, the discrete-time Lyapunov equation (also known as Stein equation ) for X {\displaystyle X} is
The ordinary Lyapunov function is used to test whether a dynamical system is (Lyapunov) stable or (more restrictively) asymptotically stable. Lyapunov stability means that if the system starts in a state x ≠ 0 {\displaystyle x\neq 0} in some domain D , then the state will remain in D for all time.
Lyapunov functions are used extensively in control theory to ensure different forms of system stability. The state of a system at a particular time is often described by a multi-dimensional vector. A Lyapunov function is a nonnegative scalar measure of this multi-dimensional state.
In the theory of ordinary differential equations (ODEs), Lyapunov functions, named after Aleksandr Lyapunov, are scalar functions that may be used to prove the stability of an equilibrium of an ODE. Lyapunov functions (also called Lyapunov’s second method for stability) are important to stability theory of dynamical systems and control theory .
Python code for point trajectories [ edit ] import math import matplotlib.pyplot as plt import numpy as np def main ( u : float , points = 200 , iterations = 1000 , nlim = 20 , limit = False , title = True ): """ Args: u:float ikeda parameter points:int number of starting points iterations:int number of iterations nlim:int plot these many last ...
A Lyapunov fractal is constructed by mapping the regions of stability and chaotic behaviour (measured using the Lyapunov exponent) in the a−b plane for given periodic sequences of a and b. In the images, yellow corresponds to λ < 0 {\displaystyle \lambda <0} (stability), and blue corresponds to λ > 0 {\displaystyle \lambda >0} (chaos).
Lyapunov proved that if the system of the first approximation is regular (e.g., all systems with constant and periodic coefficients are regular) and its largest Lyapunov exponent is negative, then the solution of the original system is asymptotically Lyapunov stable. Later, it was stated by O. Perron that the requirement of regularity of the ...
The idea of Lyapunov stability can be extended to infinite-dimensional manifolds, where it is known as structural stability, which concerns the behavior of different but "nearby" solutions to differential equations.