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In control theory, a continuous linear time-invariant system (LTI) is exponentially stable if and only if the system has eigenvalues (i.e., the poles of input-to-output systems) with strictly negative real parts (i.e., in the left half of the complex plane). [1]
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 ...
In mathematics (including combinatorics, linear algebra, and dynamical systems), a linear recurrence with constant coefficients [1]: ch. 17 [2]: ch. 10 (also known as a linear recurrence relation or linear difference equation) sets equal to 0 a polynomial that is linear in the various iterates of a variable—that is, in the values of the elements of a sequence.
Other names for linear stability include exponential stability or stability in terms of first approximation. [ 1 ] [ 2 ] If there exists an eigenvalue with zero real part then the question about stability cannot be solved on the basis of the first approximation and we approach the so-called "centre and focus problem".
Computing the square root of 2 (which is roughly 1.41421) is a well-posed problem. Many algorithms solve this problem by starting with an initial approximation x 0 to , for instance x 0 = 1.4, and then computing improved guesses x 1, x 2, etc. One such method is the famous Babylonian method, which is given by x k+1 = (x k + 2/x k)/2.
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
Stability generally increases to the left of the diagram. [1] Some sink, source or node are equilibrium points. 2-dimensional case refers to Phase plane. In mathematics, an autonomous system or autonomous differential equation is a system of ordinary differential equations which does not explicitly depend on the independent variable.
A polynomial with the first property is called at times a Hurwitz polynomial and with the second property a Schur polynomial. Stable polynomials arise in control theory and in mathematical theory of differential and difference equations.
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