We analyze 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.

Analysing the Stability of Linear Systems via Exponential Chebyshev Polynomials

PROTASOV, Vladimir
2016

Abstract

We analyze 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.
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Utilizza questo identificativo per citare o creare un link a questo documento: http://hdl.handle.net/11697/111809
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