Exponential stability of time-varying linear systems

Adrian T Hill, A Ilchmann

Research output: Contribution to journalArticle

10 Citations (Scopus)

Abstract

This paper considers the stability of both continuous and discrete time-varying linear systems. Stability estimates are obtained in either case in terms of the Lipschitz constant for the governing matrices and the assumed uniform decay rate of the corresponding frozen time linear systems. The main techniques used in the analysis are comparison methods, scaling and the application of continuous stability estimates to the discrete case. Counterexamples are presented to show the necessity of the stability hypotheses. The discrete results are applied to derive sufficient conditions for the stability of a backward Euler approximation of a time-varying system and a one-leg linear multistep approximation of a scalar system.
Original languageEnglish
Pages (from-to)865-885
Number of pages21
JournalIMA Journal of Numerical Analysis
Volume31
Issue number3
Early online date10 May 2010
DOIs
Publication statusPublished - Jul 2011

Fingerprint

Linear Time-varying Systems
Exponential Stability
Asymptotic stability
Linear systems
Stability Estimates
Linear Systems
Uniform Decay
Comparison Method
Time-varying Systems
Approximation
Decay Rate
Lipschitz
Counterexample
Euler
Discrete-time
Scalar
Scaling
Time varying systems
Sufficient Conditions

Keywords

  • continuous time-varying linear systems
  • exponential stability
  • one-leg multistep approximation
  • discrete time-varying linear systems

Cite this

Exponential stability of time-varying linear systems. / Hill, Adrian T; Ilchmann, A.

In: IMA Journal of Numerical Analysis, Vol. 31, No. 3, 07.2011, p. 865-885.

Research output: Contribution to journalArticle

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