Prove that the continuoustime LTI system (15.20) is asymptotically stable (or stable, for short) if and only

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Prove that the continuoustime LTI system (15.20) is asymptotically stable (or stable, for short) if and only if all the eigenvalues of the A matrix, λ/(A), i = 1, . . . , n, have (strictly) negative real parts. Prove that the discrete-time LTI system (15.28) is stable if and only if all the eigenvalues of the A matrix, λi/(A), i = 1, . . . , n, have moduli (strictly) smaller than one.

Use the expression x(t) = eAtxfor the free response of the continuous-time system, and the expression x(k) = Akxfor the free response of the discrete-time system. You may derive your proof under the assumption that A is diagonalizable.

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Optimization Models

ISBN: 9781107050877

1st Edition

Authors: Giuseppe C. Calafiore, Laurent El Ghaoui

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