992 resultados para Lyapunov exponent


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The matrices studied here are positive stable (or briefly stable). These are matrices, real or complex, whose eigenvalues have positive real parts. A theorem of Lyapunov states that A is stable if and only if there exists H ˃ 0 such that AH + HA* = I. Let A be a stable matrix. Three aspects of the Lyapunov transformation LA :H → AH + HA* are discussed.

1. Let C1 (A) = {AH + HA* :H ≥ 0} and C2 (A) = {H: AH+HA* ≥ 0}. The problems of determining the cones C1(A) and C2(A) are still unsolved. Using solvability theory for linear equations over cones it is proved that C1(A) is the polar of C2(A*), and it is also shown that C1 (A) = C1(A-1). The inertia assumed by matrices in C1(A) is characterized.

2. The index of dissipation of A was defined to be the maximum number of equal eigenvalues of H, where H runs through all matrices in the interior of C2(A). Upper and lower bounds, as well as some properties of this index, are given.

3. We consider the minimal eigenvalue of the Lyapunov transform AH+HA*, where H varies over the set of all positive semi-definite matrices whose largest eigenvalue is less than or equal to one. Denote it by ψ(A). It is proved that if A is Hermitian and has eigenvalues μ1 ≥ μ2…≥ μn ˃ 0, then ψ(A) = -(μ1n)2/(4(μ1 + μn)). The value of ψ(A) is also determined in case A is a normal, stable matrix. Then ψ(A) can be expressed in terms of at most three of the eigenvalues of A. If A is an arbitrary stable matrix, then upper and lower bounds for ψ(A) are obtained.

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Analyses of photovoltaic power generation based on Lyapunov's theorems are presented. The characteristics of the photovoltaic module and the power conditioning unit are analyzed in order to establish energy functions that assess the stability of solutions and define safe regions of operation. Furthermore, it is shown that grid-connected photovoltaic modules driven at maximum power may become unstable under normal grid transients. In such cases, stability can be maintained by allowing an operational margin defined as the energy difference between the stable and the unstable solutions of the system. Simulations show that modules cope well with grid transients when a sufficiently large margin is used.

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We derive a random-coding upper bound on the average probability of error of joint source-channel coding that recovers Csiszár's error exponent when used with product distributions over the channel inputs. Our proof technique for the error probability analysis employs a code construction for which source messages are assigned to subsets and codewords are generated with a distribution that depends on the subset. © 2012 IEEE.

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Lyapunov-like conditions that utilize generalizations of energy and barrier functions certifying Zeno behavior near Zeno equilibria are presented. To better illustrate these conditions, we will study them in the context of Lagrangian hybrid systems. Through the observation that Lagrangian hybrid systems with isolated Zeno equilibria must have a onedimensional configuration space, we utilize our Lyapunov-like conditions to obtain easily verifiable necessary and sufficient conditions for the existence of Zeno behavior in systems of this form. © 2007 IEEE.

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Zeno behavior is a dynamic phenomenon unique to hybrid systems in which an infinite number of discrete transitions occurs in a finite amount of time. This behavior commonly arises in mechanical systems undergoing impacts and optimal control problems, but its characterization for general hybrid systems is not completely understood. The goal of this paper is to develop a stability theory for Zeno hybrid systems that parallels classical Lyapunov theory; that is, we present Lyapunov-like sufficient conditions for Zeno behavior obtained by mapping solutions of complex hybrid systems to solutions of simpler Zeno hybrid systems defined on the first quadrant of the plane. These conditions are applied to Lagrangian hybrid systems, which model mechanical systems undergoing impacts, yielding simple sufficient conditions for Zeno behavior. Finally, the results are applied to robotic bipedal walking. © 2012 IEEE.

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This paper generalizes recent Lyapunov constructions for a cascade of two nonlinear systems, one of which is stable rather than asymptotically stable. A new cross-term construction in the Lyapunov function allows us to replace earlier growth conditions by a necessary boundedness condition. This method is instrumental in the global stabilization of feedforward systems, and new stabilization results are derived from the generalized construction.

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Lyapunov's second theorem is an essential tool for stability analysis of differential equations. The paper provides an analog theorem for incremental stability analysis by lifting the Lyapunov function to the tangent bundle. The Lyapunov function endows the state-space with a Finsler structure. Incremental stability is inferred from infinitesimal contraction of the Finsler metrics through integration along solutions curves. © 2013 IEEE.