Gradient algorithms for finding common Lyapunov functions

2002/06/18 by Daniel Liberzon, Liberzon, Daniel, Roberto Tempo +1
Computer Science · Engineering · Mathematics · #90C25 #93D09 #Control Systems and Identification #FOS: Mathematics #Neural Networks Stability and Synchronization #Optimization and Control (math.OC) #Stability and Control of Uncertain Systems #math.OC #msc:90C25 #msc:93D09

paper · pdf · doi:10.48550/arxiv.math/0206191

9 pages

arxiv created 2002/06/18 · openalex publication_date 2002/06/18 · arxiv updated 2009/11/30 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

This paper is concerned with the problem of finding a quadratic common Lyapunov function for a family of stable linear systems. We present gradient iteration algorithms which give deterministic convergence for finite system families and probabilistic convergence for infinite families.

Citations

• The Relaxation Method for Linear Inequalities

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