Interval matrix systems -- flow invariance and componentwise asymptotic stability
Linear ordinary differential equations and systems (34A30) Growth and boundedness of solutions to ordinary differential equations (34C11) Symmetries, invariants of ordinary differential equations (34C14) Asymptotic properties of solutions to ordinary differential equations (34D05) Linear systems in control theory (93C05) Control/observation systems governed by ordinary differential equations (93C15) Control/observation systems with incomplete information (93C41) Discrete-time control/observation systems (93C55) Asymptotic stability in control theory (93D20)
The authors consider continuous-time and discrete-time interval matrix systems of the form \[ x'(t)=A^Ix(t), t\in{\mathbb T}.\tag{*} \] Here, \(x'\) is the forward shift \(x'(t):=x(t+1)\) for \({\mathbb T}={\mathbb Z}_+\) and the usual derivative for \({\mathbb T}={\mathbb R_+}\). \(A^I\) denotes an interval matrix defined as the family \(A^I:=\{A\in{\mathbb R}^{n\times n}: A^-\leq A\leq A^+\}\) of real matrices, where the order relation is understood componentwise. The first main topic of this paper is to characterize the flow invariance of time-dependent rectangular sets of the form \([-h_1(t),h_1(t)]\times\ldots\times[-h_n(t),h_n(t)]\) in terms of the vector inequality \(\bar{A}h(t)\leq h'(t)\), where the matrix \(\bar{A}\) is constructed from \(A^I\), as well as in terms of a condition on the state-transition matrix of \((\ast)\). In case \(h_i\), \(i=1,\ldots,n\), are exponential functions, these criteria can be simplified using the dominant eigenvalue of the matrix \(\bar{A}\). Another important feature of the paper is to provide necessary and sufficient conditions for the componentwise asymptotic stability. Here, \((\ast)\) is denoted as componentwise asymptotically stable, if there exists a flow-invariant rectangular set satisfying \(\lim_{t\to\infty}h_i(t)=0\) for \(i=1,\ldots,n\). This is true, if and only if \(\bar{A}\) is a stable matrix in the sense of Schur (discrete-time case), or of Hurwitz (continuous-time case), respectively. Moreover, the authors prove that this is equivalent to the concept of componentwise exponential asymptotic stability, and characterize this property by means of certain conditions on \(\bar{A}\).
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