Importance of Internet Banking
Lyapunov stability
From Wikipedia, the free encyclopedia
Jump to: navigation, search
This article is about asymptotic stability of nonlinear systems. For stability of linear systems, see exponential stability.
Various types of stability may be discussed for the solutions of differential equations describing dynamical systems. The most important type is that concerning the stability of solutions near to a point of equilibrium. This may be discussed by the theory of Lyapunov. In simple terms, if all solutions of the dynamical system that start out near an equilibrium point stay near forever, then is Lyapunov stable. More strongly, if is Lyapunov stable and all solutions that start out near converge to , then is asymptotically stable. The notion of exponential stability guarantees a minimal rate of decay, i.e., an estimate of how quickly the solutions converge. The idea of Lyapunov stability can be extended to infinite-dimensional manifolds, where it is known as structural stability, which concerns the behavior of different but "nearby" solutions to differential equations. Input-to-state stability (ISS) applies Lyapunov notions to systems with inputs.
Contents
[hide]
• 1 History
• 2 Definition for continuous-time systems o 2.1 Lyapunov 's second method for stability
• 3 Definition for discrete-time systems
• 4 Stability for linear state space models
• 5 Stability for systems with inputs
• 6 Example
• 7 Barbalat 's lemma and stability of time-varying systems
• 8 References
• 9 Further reading
• 10 External links
[edit] History
Lyapunov stability is named after Aleksandr Lyapunov, a Russian mathematician who published his book "The General Problem of Stability of Motion" in 1892.[1] Lyapunov was the first to consider the modifications necessary in nonlinear systems to the linear theory of stability based on linearizing near a point of equilibrium. His work, initially published in Russian and then translated to French, received little
From Wikipedia, the free encyclopedia
Jump to: navigation, search
This article is about asymptotic stability of nonlinear systems. For stability of linear systems, see exponential stability.
Various types of stability may be discussed for the solutions of differential equations describing dynamical systems. The most important type is that concerning the stability of solutions near to a point of equilibrium. This may be discussed by the theory of Lyapunov. In simple terms, if all solutions of the dynamical system that start out near an equilibrium point stay near forever, then is Lyapunov stable. More strongly, if is Lyapunov stable and all solutions that start out near converge to , then is asymptotically stable. The notion of exponential stability guarantees a minimal rate of decay, i.e., an estimate of how quickly the solutions converge. The idea of Lyapunov stability can be extended to infinite-dimensional manifolds, where it is known as structural stability, which concerns the behavior of different but "nearby" solutions to differential equations. Input-to-state stability (ISS) applies Lyapunov notions to systems with inputs.
Contents
[hide]
• 1 History
• 2 Definition for continuous-time systems o 2.1 Lyapunov 's second method for stability
• 3 Definition for discrete-time systems
• 4 Stability for linear state space models
• 5 Stability for systems with inputs
• 6 Example
• 7 Barbalat 's lemma and stability of time-varying systems
• 8 References
• 9 Further reading
• 10 External links
[edit] History
Lyapunov stability is named after Aleksandr Lyapunov, a Russian mathematician who published his book "The General Problem of Stability of Motion" in 1892.[1] Lyapunov was the first to consider the modifications necessary in nonlinear systems to the linear theory of stability based on linearizing near a point of equilibrium. His work, initially published in Russian and then translated to French, received little
References: 7. ^ Smith M.J. and Wisten M.B., A continuous day-to-day traffic assignment model and the existence of a continuous dynamic user equilibrium , Annals of Operations Research, Volume 60, 1995 [edit] Further reading • Jean-Jacques E. Slotine and Weiping Li, Applied Nonlinear Control, Prentice Hall, NJ, 1991 • Parks P.C: A.M