A Numerical Method for the Construction of Lyapunov Matrices for Linear Periodic Systems with Time Delay

Part of the Lecture Notes in Control and Information Sciences book series (LNCIS, volume 423)


A numerical procedure for the construction of Lyapunov matrices is proposed. It is shown that the matrices satisfy an auxiliary two-point boundary value problem for a special delay free system of matrix equations. Some applications of the functionals are also given. In this paper we study the problem of computation of Lyapunov functionals with a prescribed time derivative for the case of delay systems with periodic coefficients. Similar to the case of time invariant systems the functionals are defined by special Lyapunov matrices.


Matrix Equation Exponential Stability Initial Function Time Delay System Time Invariant System 
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© Springer-Verlag GmbH Berlin Heidelberg 2012

Authors and Affiliations

  1. 1.Faculty of Applied Mathematics and Control ProcessesSaint-Petersburg State UniversitySaint-PetersburgRussia

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