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On the hyper-Lyapunov matrix inclusions. (English) Zbl 1541.15012

Author’s abstract: By adding a scalar parameter to the classical Lyapunov matrix inequality, the underlying structure turns to be richer: Partial order of stability sets is introduced. This is then used to improve estimates of trajectories associated with differential inclusions.
Technically, the spectrum of all matrices, satisfying a given Lyapunov inequality, lies within a special disk in the right-half plane: Under inversion such a disk is mapped onto itself. As a by-product, it is shown that these disks are a natural tool to understanding the Matrix-Sign-Function iteration scheme, used in matrix computations.
Hyper-Lyapunov inclusions are formulated through Matrix-Quadratic-Form Inequalities and so are the analogous Hyper-Stein sets of matrices whose spectrum lies within sub-unit disks.

MSC:

15A30 Algebraic systems of matrices
15A39 Linear inequalities of matrices
15A18 Eigenvalues, singular values, and eigenvectors
15B48 Positive matrices and their generalizations; cones of matrices
34H05 Control problems involving ordinary differential equations
47N70 Applications of operator theory in systems, signals, circuits, and control theory
93B20 Minimal systems representations
93C15 Control/observation systems governed by ordinary differential equations

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References:

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