On the existence of a common quadratic Lyapunov function for a rank one difference

dc.creatorKing, Christopher
dc.creatorNathanson, Michael
dc.date2004-03-26
dc.date.accessioned2026-07-07T05:06:48Z
dc.date.available2026-07-07T05:06:48Z
dc.descriptionSuppose that A and B are real stable matrices, and that their difference A-B is rank one. Then A and B have a common quadratic Lyapunov function if and only if the product AB has no real negative eigenvalue. This result is due to Shorten and Narendra, who showed that it follows as a consequence of the Kalman-Yacubovich-Popov solution of the Lur'e problem. Here we present a new and independent proof based on results from convex analysis and the theory of moments.
dc.identifierhttps://arxiv.org/abs/math/0403467
dc.identifierhttp://arxiv.org/abs/math/0403467
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/70612
dc.subjectOptimization and Control
dc.titleOn the existence of a common quadratic Lyapunov function for a rank one difference
dc.typetext

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