Discrete-time Lyapunov stability of large matrices

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摘要

A hybrid method for analyzing the discrete-time Lyapunov stability of large matrices is proposed. The method combines Lyapunov theory with Krylov subspace techniques. Several numerical tests illustrate the behavior of the proposed method.

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论文评审过程:Received 1 September 1998, Revised 19 April 1999, Available online 14 February 2000.

论文官网地址:https://doi.org/10.1016/S0377-0427(99)00185-5