A formula for the stability radius of time-varying systems (Q1382703): Difference between revisions

The author proves a formula for the complex stability radius of linear time-varying systems \[ \dot x(t)=A(t)x(t), \] where \(t\mapsto A(t)\in\mathbb{C}^{n\times n}\) is locally integrable and generates an exponentially stable evolution operator \(\Phi(\cdot,\cdot)\). The stability radius is the largest number \(r_\mathbb{C}(A;B,C)\) such that, for arbitrary but fixed \(p\in[1,\infty)\), every causal and bounded \(P:L_p\to L_p\) with \(\| P\|<r_\mathbb{C}(A;B,C)\) results in a globally \(L_p\)-stable system \[ \dot x(t)=A(t)x(t)+B(t)P(C(\cdot)x(\cdot)), \] where \(t\mapsto B(t)\in\mathbb{C}^{n\times m}\), \(t\mapsto C(t)\in\mathbb{C}^{p\times n}\) are bounded scaling matrices defining the structure of the perturbation. While formulae for time-invariant systems were known, the author solves elegantly the longstanding problem for the above class and shows that \[ r_\mathbb{C}(A;B,C)=\sup_{t_0 \geq 0}\| L_{t_0}\|^{-1}, \] where \[ L_{t_0}:u(\cdot)\mapsto C(\cdot)\int_{t_0}^{\cdot}\varphi(\cdot,s)B(s)u(s)ds. \]