Padé discretization for linear systems with polyhedral Lyapunov functions

Rossi, F. and Colaneri, P. and Shorten, Robert N. (2011) Padé discretization for linear systems with polyhedral Lyapunov functions. IEEE Transactions on Automatic Control, 56 (11). pp. 2717-2722. ISSN 0018-9286

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This technical note has been motivated by the need to assess the preservation of polyhedral Lyapunov functions for stable continuous-time linear systems under numerical discretization of the transition matrix. This problem arises when discretizing linear systems in such a manner as to preserve a certain type of stability of the discrete time approximation. Our main contribution is to show that a continuous-time system and its Padé discretization (of any order and sampling) always share at least one common piecewise linear (polyhedral) Lyapunov function.

Item Type: Article
Keywords: Discretization; Lyapunov function; stability of linear systems;
Academic Unit: Faculty of Science and Engineering > Electronic Engineering
Item ID: 2822
Identification Number: 10.1109/TAC.2011.2161028
Depositing User: Dr. Robert Shorten
Date Deposited: 14 Nov 2011 09:53
Journal or Publication Title: IEEE Transactions on Automatic Control
Publisher: IEEE
Refereed: Yes

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