Author_Institution :
University of California, Department of Electrical Engineering & Computer Sciences, Electronics Research Laboratory, Berkeley, USA
Abstract :
If all eigenvalues of all matrices Ai (i=0, 1, 2, ...) lie in a disc of radius <1 and if the matrices Ai, vary sufficiently slowly, then the system xi+1=Aixi is exponentially stable. An explicit upper bound on the variation rate is given.