Skip to main content
Log in

On the stability of slowly time-varying linear systems

  • Published:
Mathematics of Control, Signals and Systems Aims and scope Submit manuscript

Abstract

New conditions are given in both deterministic and stochastic settings for the stability of the system x=A(t)x when A(t) is slowly varying. Roughly speaking, the eigenvalues of A(t) are allowed to “wander” into the right half-plane as long as “on average” they are strictly in the left half-plane.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. T. Apostol,Mathematical Analysis, Addison-Wesley, Reading, MA, 1977.

    Google Scholar 

  2. S. T. Ariaratnam, Almost-sure stability of some linear stochastic systems,J. Appl. Mech.,56 (1989), 175–178.

    Google Scholar 

  3. P. Billingsley,Probability and Measure, Wiley, New York, 1979.

    Google Scholar 

  4. G. Blankenship, Stability of differential equations with random coefficients,IEEE Trans. Automat. Control,22 (1977), 834–838.

    Google Scholar 

  5. H. F. Chen and L. Guo,Identification and Stochastic Adaptive Control, Birkhauser, Boston, 1991.

    Google Scholar 

  6. W. A. Coppel,Dichotomies in Stability Theory, Lecture Notes in Mathematics, vol. 629, Springer-Verlag, Berlin, 1978.

    Google Scholar 

  7. C. A. Desoer, Slowly varying system x=Ax,IEEE Trans. Automat. Control,14 (1970), 339–340.

    Google Scholar 

  8. X. Feng, K. A. Loparo, Y. Ji, and H. J. Chizeck, Stochastic stability properties of jump linear systems,IEEE Trans. Automat. Control,37 (1992), 38–53.

    Google Scholar 

  9. G. C. Goodwin and K. S. Sin,Adaptive Filtering Prediction and Control, Prentice-Hall, Englewood Cliffs, NJ, 1984.

    Google Scholar 

  10. E. F. Infante, On the stability of some linear nonautonomous random systems,J. Appl. Mech.,35 (1968), 7–12.

    Google Scholar 

  11. R. Z. Khasminski,Stochastic Stability of Differential Equations, Sijthoff and Nordhoff, Baltimore, MD, 1980.

    Google Scholar 

  12. G. Kreisselmeier, Adaptive control of a class of slowly time varying plants,Systems Control. Lett.,8 (1986), 97–103.

    Google Scholar 

  13. U. Krengel,Ergodic Theorems, de Gruyter, New York, 1985.

    Google Scholar 

  14. R. H. Middleton and G. C. Goodwin, Adaptive control of the linear time varying plants,IEEE Trans. Automat. Control,33 (1988), 150–155.

    Google Scholar 

  15. R. H. Middleton, G. C. Goodwin, D. J. Hill, and D. Q. Mayne, Design issues in adaptive control,IEEE Trans. Automat. Control,33 (1988), 50–57.

    Google Scholar 

  16. K. S. Narendra and A. M. Annaswamy,Stable Adaptive Systems, Prentice-Hall, Englewood Cliffs, NJ, 1989.

    Google Scholar 

  17. J. A. Richards,Analysis of Periodically Time-Varying Systems, Springer-Verlag, Berlin, 1983.

    Google Scholar 

  18. H. H. Rosenbrook, The stability of linear time-dependent control systems,J. Electron and Control,15 (1963), 73–80.

    Google Scholar 

  19. S. Sastry and M. Bodson,Adaptive Control: Stability, Convergence and Robustness, Prentice-Hall, Englewood Cliffs, NJ, 1989.

    Google Scholar 

  20. V. Solo, A One Step Ahead Adaptive Controller With Slowly Time Varying Parameters, Technical Report, Dept. of EECS, Johns Hopkins University, Baltimore, MD, 1991.

    Google Scholar 

  21. E. D. Sontag,Mathematical Control Theory, Springer-Verlag, Berlin, 1990.

    Google Scholar 

  22. K. S. Tsakalis, and P. A. Ioannou, Adaptive control of linear time varying plants: a new model reference controller structure,IEEE Trans. Automat. Control,34 (1989), 1038–1046.

    Google Scholar 

  23. N. Wiener,The Fourier Integral and Certain of Its Applications, Dover, New York, 1958.

    Google Scholar 

  24. G. Zames and L. Y. Wang, Local-global double algebras for slowH adaptation: Part I inversion and stability,IEEE Trans. Automat. Control,36 (1991), 130–142.

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Additional information

This work was funded by the NSF under Grant ECS-8806063, and was completed while the author was with the Department of Electrical and Computer Engineering, Johns Hopkins University, Baltimore, MD 21218, U.S.A.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Solo, V. On the stability of slowly time-varying linear systems. Math. Control Signal Systems 7, 331–350 (1994). https://doi.org/10.1007/BF01211523

Download citation

  • Received:

  • Issue Date:

  • DOI: https://doi.org/10.1007/BF01211523

Key words

Navigation