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Consider the continuous-time LTI system x = Ax with A = 0 0.5 0.5 1 . Recall that, for P 0, V (x) = x
Consider the continuous-time LTI system x = Ax with A = 0 0.5 0.5 1 . Recall that, for P 0, V (x) = x TP x is a Lyapunov function of the continuous-time LTI system if and only if the Lyapunov equation ATP P A = Q has a solution Q 0
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Introduction to Probability
Authors: Mark Daniel Ward, Ellen Gundlach
1st edition
716771098, 978-1319060893, 1319060897, 978-0716771098
