The extended periodic Lyapunov lemma (Q1070982)

The authors consider the T-periodic system (1a) \(\dot x=A(t)x(t)\), (1b) \(y(t)=C(t)x(t)\) where \(x(t)\in R^ n\), and A(t) and C(t) are \(n\times n\) and \(n\times p\) matrices of real continuous functions. In particular, they examine the case where the system (1) [or the pair A(t), C(t))] is detectable (i.e., where the unobservable part of (1) is asymptotically stable). The main result of the paper is the following extension of the Lyapunov lemma: The T-periodic system (1a) is asymptotically stable if and only if, for any T-periodic matrix C(t) such that (A(t), C(t)) is detectable, there exists a positive semidefinite T-periodic solution of the associated differential Lyapunov equation (2) \(-\dot P(t)=A'(t)P(t)+P'(t)A(t)+C'(t)C(t)\) where \('\) denotes transpose.