Stability tests for constrained linear systems
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The publication offers stability tests that extend some standard tests for linear time-invariant systems. A standard approach to verifying the stability of \(\dot x=Ax\) is to look for a symmetric positive definite matrix \(P\) that satisfies the equation \(A^TP+PA<0\) where \(B<C\) stands for \(C-B\) being positive definite. The extension offered in the paper is the existence of a symmetric positive definite matrix \(P\) such that \[ \left[ \begin{matrix} A^TF^T+FA \\ GA-F^T+P \end{matrix} \begin{matrix} A^TG^T-F+P \\ -G-G^T\end{matrix} \right] <0 \] for some matrices \(F\) and \(G\). Although the new inequalities concern an enlarged system, the additional free parameters may enable an easier location of the matrix \(P\). The claim is based on the Finsler lemma. Some variants of the above mentioned test are also displayed and adaptations are offered covering cases like discrete-time systems, input output relations and systems described by transfer functions. The method is described and explained very clearly, although concrete examples for using the technique are not offered. Further possibilities for applying the methodology are pointed out. For the entire collection see [Zbl 0966.00045].
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