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A Lyapunov function for an autonomous dynamical system {: ˙ = ()with an equilibrium point at = is a scalar function: that is continuous, has continuous first derivatives, is strictly positive for , and for which the time derivative ˙ = is non positive (these conditions are required on some region containing the origin).
Aleksandr Mikhailovich Lyapunov [a] [b] (Алекса́ндр Миха́йлович Ляпуно́в, 6 June [O.S. 25 May] 1857 – 3 November 1918) was a Russian mathematician, mechanician and physicist.
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
A Lyapunov function is a nonnegative scalar measure of this multi-dimensional state. Typically, the function is defined to grow large when the system moves towards undesirable states. System stability is achieved by taking control actions that make the Lyapunov function drift in the negative direction towards zero.
Conley's decomposition is characterized by a function known as complete Lyapunov function. Unlike traditional Lyapunov functions that are used to assert the stability of an equilibrium point (or a fixed point) and can be defined only on the basin of attraction of the corresponding attractor, complete Lyapunov functions must be defined on the whole phase-portrait.
The first method developed the solution in a series which was then proved convergent within limits. The second method, which is now referred to as the Lyapunov stability criterion or the Direct Method, makes use of a Lyapunov function V(x) which has an analogy to the potential
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Aleksandr Lyapunov, founder of stability theory, author of the Lyapunov's central limit theorem, Lyapunov equation, Lyapunov fractal, Lyapunov time etc. M [ edit ]