Title :
Solving the discrete Lyapunov equation using the solution of the corresponding continuous Lyapunov equation and vice versa
Author_Institution :
Univ. of Technol. Vienna, Austria
fDate :
10/1/1988 12:00:00 AM
Abstract :
It is demonstrated that for arbitrary linear autonomous systems, a quadratic form yielding a Lyapunov function for the continuous-time system can be used to derive rather easily a Lyapunov function of the same type for the corresponding discrete-time system resulting from it by sampling with sampling period τ. Conversely, if for an arbitrary discrete system allowing an interpretation as sampled-data system, i.e. having a regular system matrix F, a quadratic form yielding a Lyapunov function is found, then a Lyapunov function for the corresponding continuous-time system can be computed rather easily from it
Keywords :
Lyapunov methods; discrete time systems; linear systems; Lyapunov function; discrete Lyapunov equation; discrete-time system; linear autonomous systems; sampled-data system; stability; system matrix; Continuous time systems; Discrete transforms; Ear; Eigenvalues and eigenfunctions; Integral equations; Lyapunov method; Sampling methods; Stability; Symmetric matrices;
Journal_Title :
Automatic Control, IEEE Transactions on