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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.
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 paradigmatic case is the stability of the origin under the linear autonomous differential equation ˙ = where = [] and is a 2-by-2 matrix. We would sometimes perform change-of-basis by X ′ = C X {\displaystyle X'=CX} for some invertible matrix C {\displaystyle C} , which gives X ˙ ′ = C − 1 A C X ′ {\displaystyle {\dot {X}}'=C^{-1 ...
Then X is said to be stable if for any constants a > 0 and b > 0 the random variable aX 1 + bX 2 has the same distribution as cX + d for some constants c > 0 and d. The distribution is said to be strictly stable if this holds with d = 0 .
Feller [2] makes the following basic definition. A random variable X is called stable (has a stable distribution) if, for n independent copies X i of X, there exist constants c n > 0 and d n such that + + … + = +, where this equality refers to equality of distributions.
In the control system theory, the Routh–Hurwitz stability criterion is a mathematical test that is a necessary and sufficient condition for the stability of a linear time-invariant (LTI) dynamical system or control system. A stable system is one whose output signal is bounded; the position, velocity or energy do not increase to infinity as ...
In mathematics, structural stability is a fundamental property of a dynamical system which means that the qualitative behavior of the trajectories is unaffected by small perturbations (to be exact C 1-small perturbations). Examples of such qualitative properties are numbers of fixed points and periodic orbits (but not their periods).
Complex eigenvalues of an arbitrary map (dots). In case of the Hopf bifurcation, two complex conjugate eigenvalues cross the imaginary axis. In the mathematical theory of bifurcations, a Hopf bifurcation is a critical point where, as a parameter changes, a system's stability switches and a periodic solution arises. [1]