Analysing the Stability of Linear Systems via Exponential Chebyshev Polynomials

Abstract

We analyse the problem of stability of a continuous time linear switching system (LSS) versus the stability of its Euler discretization. In case of matrices with real spectrum, we obtain a lower bound for the Euler step size to decide stability. This leads to a method for computing the Lyapunov exponent with a given accuracy and with a guaranteed computational cost. Our approach is based on the analysis of Chebyshev systems of exponents.

DOI: 10.1109/TAC.2015.2449151

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Cite this paper

@article{Protasov2016AnalysingTS, title={Analysing the Stability of Linear Systems via Exponential Chebyshev Polynomials}, author={Vladimir Protasov and Rapha{\"{e}l M. Jungers}, journal={IEEE Trans. Automat. Contr.}, year={2016}, volume={61}, pages={795-798} }