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In particular, the discrete-time Lyapunov equation (also known as Stein equation) for is A X A H − X + Q = 0 {\displaystyle AXA^{H}-X+Q=0} where Q {\displaystyle Q} is a Hermitian matrix and A H {\displaystyle A^{H}} is the conjugate transpose of A {\displaystyle A} , while the continuous-time Lyapunov equation is
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 .
The mathematical theory of stability of motion, founded by A. M. Lyapunov, considerably anticipated the time for its implementation in science and technology. Moreover Lyapunov did not himself make application in this field, his own interest being in the stability of rotating fluid masses with astronomical application.
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 time, characteristic timescale on which a dynamical system is chaotic Probability theory , the branch of mathematics concerned with probability Dirichlet problem , the problem of finding a function which solves a specified partial differential equation in the interior of a given region that takes prescribed values on the boundary of ...
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.
A major theme in Lyapunov's research was the stability of a rotating fluid mass with possible astronomical application. This subject was proposed to Lyapunov by Chebyshev as a topic for his masters thesis which he submitted in 1884 with the title On the stability of ellipsoidal forms of rotating fluids. The main contribution was published in ...
The Lyapunov–Malkin theorem (named for Aleksandr Lyapunov and Ioel Malkin ) is a mathematical theorem detailing stability of nonlinear systems. [ 1 ] [ 2 ] Theorem