• Title/Summary/Keyword: Lyapunov equation

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Stability Analysis of Descriptor System Using Generalized Lyapunov Equation (일반화된 Lyapunov 방정식을 이용한 descriptor 시스템의 안정석 해석)

  • Oh, Do-Chang;Lee, Dong-Gi
    • Journal of the Institute of Electronics Engineers of Korea SC
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    • v.46 no.4
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    • pp.49-57
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    • 2009
  • In this paper we consider the specific types of the generalized continuous-time Lyapunov equation and the existence of solution. This is motivated to analyze the system stability in situations where descriptor system has infinite eigenvalue. As main results, firstly the necessary and sufficient condition for stability of the descriptor system with index one or two will be proposed. Secondly, for the general case of any index, the similar condition for stability of descriptor system will be proposed with the specific type of the generalized Lyapunov equation. Finally some examples are used to show the validity of proposed methods.

The Interpretation Stability Uncertain Bound for the Uncertain Linear Systems via Lyapunov Equations (Lyapunov 방정식을 이용한 불확실한 선형 시스템의 안정한 섭동 유계 해석)

  • Cho, Do-Hyeoun;Lee, Sang-Hun;Lee, Jong-Yong
    • 전자공학회논문지 IE
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    • v.44 no.4
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    • pp.26-29
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    • 2007
  • In this paper, we use Lyapunov equations and functions to consider the linear systems with perturbed system matrices. And we consider that what choice of Lyapunov function V would allow the largest perturbation and still guarantee that V is negative definite. We find that this is determined by testing for the existence of solutions to a related quadratic equation with matrix coefficients and unknowns the matrix Riccati equation.

Moment Lyapunov exponents of the Parametrical Hill's equation under the excitation of two correlated wideband noises

  • Janevski, Goran;Kozic, Predrag;Pavlovic, Ivan
    • Structural Engineering and Mechanics
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    • v.52 no.3
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    • pp.525-540
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    • 2014
  • The Lyapunov exponent and moment Lyapunov exponents of Hill's equation with frequency and damping coefficient fluctuated by correlated wideband random processes are studied in this paper. The method of stochastic averaging, both the first-order and the second-order, is applied. The averaged $It\hat{o}$ differential equation governing the pth norm is established and the pth moment Lyapunov exponents and Lyapunov exponent are then obtained. This method is applied to the study of the almost-sure and the moment stability of the stationary solution of the thin simply supported beam subjected to time-varying axial compressions and damping which are small intensity correlated stochastic excitations. The validity of the approximate results is checked by the numerical Monte Carlo simulation method for this stochastic system.

Attitude Stability of Satellite using Lyapunov equation (Lyapunov 방정식을 이용한 위성체 자세 안정화)

  • 천현경;문종우;이우승;박종국
    • Proceedings of the IEEK Conference
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    • 1999.11a
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    • pp.720-723
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    • 1999
  • For that the attitude control performance test of the satellite, dynamic analysis of satellite structure performed in reference with KOREASAT, and the equation of motion of rigid bodies was derivated. For attitude stability, Lyapunov's stability theorem and state space expression were applied to dynamic equation of satellite. To prove efficiency of our method, simulations are performed and result are shown.

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Necessary and Sufficient Stability Condition of Discrete State Delay Systems

  • Suh, Young-Soo;Ro, Young-Shick;Kang, Hee-Jun;Lee, Hong-Hee
    • International Journal of Control, Automation, and Systems
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    • v.2 no.4
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    • pp.501-508
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    • 2004
  • A new method to solve a Lyapunov equation for a discrete delay system is proposed. Using this method, a Lyapunov equation can be solved from a simple linear equation and N-th power of a constant matrix, where N is the state delay. Combining a Lyapunov equation and frequency domain stability, a new stability condition is proposed for a discrete state delay system whose state delay is not exactly known but only known to lie in a certain interval.

Parallel Computation of Elliptic Partial Differential Equation on MP-2 (MP-2에서의 타원형 편미분 방정식 병렬계산)

  • Kim, Hyoung-Joong;Lee, Yong-Ho
    • Journal of Industrial Technology
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    • v.14
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    • pp.19-28
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    • 1994
  • We can get a tridiagonal block Toeplitz linear system by the finite difference approximation of 2-D Poisson equation. To exploit the nice property of this linear equation, we transform the equation into a Lyapunov equation and apply DST (discrete sine transform) to get diagonal matrix based Lyapunov equation. DST can be performed using FFT, which enables high-speed computaion. All the computations are performed on an SIMD parallel computer, the MasPar MP-2 with 4,096 processing elements. In this paper, parallel algorithm, mapping method of the algorithm onto the MP-2, and timing results are presented.

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On covariance control theory for linear discrete systems via inverse solution of the Lyapunov matrix equation (Lyapunov 행렬방정식의 역해를 이용한 선형 이산시스템의 공분산제어)

  • Kim, Ho-Chan;Choi, Chong-Ho;Kim, Sang-Hyun
    • Proceedings of the KIEE Conference
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    • 1998.07b
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    • pp.443-445
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    • 1998
  • In this paper, an alternate method for state-covariance assignment for SISO(single input single output) linear systems is proposed. This method is based on the inverse solution of the Lyapunov matrix equation and the resulting formulas are similar in structure to the formulas for pole placement. Further, the set of all assignable covariance matrices to a SISO linear system is also characterized.

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New Bounds using the Solution of the Discrete Lyapunov Matrix Equation

  • Lee, Dong-Gi;Heo, Gwang-Hee;Woo, Jong-Myung
    • International Journal of Control, Automation, and Systems
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    • v.1 no.4
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    • pp.459-463
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    • 2003
  • In this paper, new results using bounds for the solution of the discrete Lyapunov matrix equation are proposed, and some of the existing works are generalized. The bounds obtained are advantageous in that they provide nontrivial upper bounds even when some existing results yield trivial ones.