Preservation of common quadratic Lyapunov functions and Padé approximations
نویسندگان
چکیده
It is well known that the bilinear transform, or first order diagonal Padé approximation to the matrix exponential, preserves quadratic Lyapunov functions between continuous-time and corresponding discrete-time linear time invariant (LTI) systems, regardless of the sampling time. It is also well known that this mapping preserves common quadratic Lyapunov functions between continuous-time and discrete-time switched systems. In this note we show that while diagonal Padé approximations do not in general preserve other types of Lyapunov functions (or even stability), it is true that diagonal Padé approximations of the matrix exponential, of any order and sampling time, preserve quadratic stability. A consequence of this result is that the quadratic stability of switched systems is robust with respect to certain discretization methods.
منابع مشابه
On the preservation of co-positive Lyapunov functions under Padé discretization for positive systems
In this paper the discretization of switched and non-switched linear positive systems using Padé approximations is considered. We show: 1) diagonal Padé approximations preserve both linear and quadratic co-positive Lyapunov functions; 2) positivity need not be preserved even for arbitrarily small sampling time for certain Padé approximations. Sufficient conditions on the Padé approximations are...
متن کاملA-stable Padé approximations and quadratic stability
In this paper we prove that all A-stable Padé approximations for the matrix exponential preserve common quadratic Lyapunov functions for switched linear systems.
متن کاملOn Padé Approximations and the Preservation of Quadratic Stability for Switched Linear Systems
It is well known that the bilinear transform, or first order diagonal Padé approximation to the matrix exponential, preserves quadratic Lyapunov functions between continuous-time and corresponding discrete-time linear time invariant (LTI) systems, regardless of the sampling time. The analagous result also holds for switched linear systems. In this note we show that, for any sampling time, diago...
متن کاملPreservation of piecewise-linear Lyapunov function under Padé discretization
In this paper we show that certain piecewiselinear Lyapunov functions are preserved for LTI systems under Padé approximations. In particular, we present a simple method to find a piecewise-linear Lyapunov function that is so preserved under the Padé discretization of any order and sampling time. This result may be of interest in the discretisation of switched linear systems for both simulation ...
متن کاملEssentially Negative News About Positive Systems
In this paper the discretisation of switched and non-switched linear positive systems using Padé approximations is considered. Padé approximations to the matrix exponential are sometimes used by control engineers for discretising continuous time systems and for control system design. We observe that this method of approximation is not suited for the discretisation of positive dynamic systems, f...
متن کامل