Exponential stability of time-varying linear systems

Hill, Adrian T.; Ilchmann, Achim GND

This paper considers the stability of both continuous and discrete time-varying linear systems. Stability estimates are obtained in either case in terms of the Lipschitz constant for the governing matrices and the assumed uniform decay rate of the corresponding frozen time linear systems. The main techniques used in the analysis are comparison methods, scaling, and the application of continuous stability estimates to the discrete case. Counterexamples are presented to show the necessity of the stability hypotheses. The discrete results are applied to derive sufficient conditions for the stability of a Backward Euler approximation of a time-varying system, and a one-leg linear multistep approximation of a scalar system.

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Hill, Adrian T. / Ilchmann, Achim: Exponential stability of time-varying linear systems. 2009.

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