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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 is
The main theorem of Floquet theory, Floquet's theorem, due to Gaston Floquet , gives a canonical form for each fundamental matrix solution of this common linear system. It gives a coordinate change y = Q − 1 ( t ) x {\displaystyle \displaystyle y=Q^{-1}(t)x} with Q ( t + 2 T ) = Q ( t ) {\displaystyle \displaystyle Q(t+2T)=Q(t)} that ...
The relative gain array (RGA) is a classical widely-used [citation needed] method for determining the best input-output pairings for multivariable process control systems. [1] It has many practical open-loop and closed-loop control applications and is relevant to analyzing many fundamental steady-state closed-loop system properties such as ...
Input-to-state stability of the systems based on time-invariant ordinary differential equations is a quite developed theory, see a recent monograph. [6] However, ISS theory of other classes of systems is also being investigated for time-variant ODE systems [20] and hybrid systems.
In mathematics, stability theory addresses the stability of solutions of differential equations and of trajectories of dynamical systems under small perturbations of initial conditions. The heat equation , for example, is a stable partial differential equation because small perturbations of initial data lead to small variations in temperature ...
A linear system is BIBO stable if its characteristic polynomial is stable. The denominator is required to be Hurwitz stable if the system is in continuous-time and Schur stable if it is in discrete-time. In practice, stability is determined by applying any one of several stability criteria.
An exponentially stable LTI system is one that will not "blow up" (i.e., give an unbounded output) when given a finite input or non-zero initial condition. Moreover, if the system is given a fixed, finite input (i.e., a step ), then any resulting oscillations in the output will decay at an exponential rate , and the output will tend ...
In numerical linear algebra, the biconjugate gradient stabilized method, often abbreviated as BiCGSTAB, is an iterative method developed by H. A. van der Vorst for the numerical solution of nonsymmetric linear systems.
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