电子社现代控制理论基础（英文版）（第2版）mooc课件5-4.pptx

The possible Lyapunov function is expressed in terms of the symmetric matrix by L5.4 Application of the Lyapunov Method to LTI SystemsLyapunov EquationConsider the n-dimensional unexcited system represented by the state equationWhere A is nonsingular. Obviously, the system has a unique state equilibrium at the origin.The derivative of is It can be proven that the state equilibrium at origin is asymptotically stable if and only if there exists a unique positive definite real symmetric matrix which is satisfied the Lyapunov equation for any given positive definite real symmetric matrix . L5.4 Application of the Lyapunov Method to LTI SystemsLyapunov EquationThe Lyapunov equationLet yieldsTheorem 5.4.1The LTI system is asymptotically stable if and only if there exists a unique positive definite real symmetric matrix which is satisfied the Lyapunov equation for any given positive definite real symmetric matrix .Prove:Sufficiency is a positive definite real symmetric matrix and satisfy the Lyapunov equation. The LTI system is asymptotically stable.L5.4 Application of the Lyapunov Method to LTI SystemsLyapunov Equation is a positive definite real symmetric matrix. satisfies the Lyapunov equation . is a positive definite real symmetric matrix. Then , which is negative definite.The LTI system is asymptotically stableL5.4 Application of the Lyapunov Method to LTI SystemsProve:Lyapunov EquationSufficiency We can select a Lyapunov functionCalculate its derivativeThe LTI system is asymptotically stable. is a positive definite real symmetric matrix and satisfy the Lyapunov equation. where is the system matrix of the system . L5.4 Application of the Lyapunov Method to LTI SystemsLyapunov EquationProve:NecessityConsider the matrix differential equationThe solution matrix is We can check the solution