Generalized spectral radius and Lyapunov exponents of linear time varying systems

Author(s):  
Adam Czornik ◽  
Aleksander Nawrat
2015 ◽  
Vol 789-790 ◽  
pp. 1052-1058
Author(s):  
Michał Niezabitowski

The Bohl exponents, similarly as Lyapunov exponents, are one of the most important numerical characteristics of dynamical systems used in control theory. Properties of the Lyapunov characteristics are well described in the literature. Properties of the second above-mentioned exponents are much less investigated in the literature. In this paper we show an example of two-dimensional discrete time-varying linear system with bounded coefficients for which the number of lower Bohl exponents of solutions may be greater than dimension of the system.


2016 ◽  
Vol 2016 ◽  
pp. 1-7 ◽  
Author(s):  
Michał Niezabitowski

We investigate properties of partial exponents (in particular, the Lyapunov and Perron exponents) of discrete time-varying linear systems. In the set of all increasing sequences of natural numbers, we define an equivalence relation with the property that sequences in the same equivalence class have the same partial exponent. We also define certain subclass of all increasing sequences of natural numbers, including all arithmetic sequences, such that all partial exponents are achievable on a sequence from this class. Finally, we show that the Perron and Lyapunov exponents may be approximated by partial exponents achievable on sequences in certain sense similar to geometric sequences.


2018 ◽  
Vol 122 ◽  
pp. 54-59
Author(s):  
Evgenij Barabanov ◽  
Adam Czornik ◽  
Michał Niezabitowski ◽  
Aliaksei Vaidzelevich

2015 ◽  
Vol 789-790 ◽  
pp. 1027-1033
Author(s):  
Jerzy Klamka ◽  
Elżbieta Ferenstein ◽  
Artur Babiarz ◽  
Michał Niezabitowski

For the discrete linear time-varying systems we present basic facts and definitions concerning the Lyapunov transformation, kinematic similarity and reducibility in the context of stability and Lyapunov exponents theory. Moreover, the paper contains the original result giving the necessary and sufficient conditions for the reducibility of a system to system with identity matrix.


Eng ◽  
2021 ◽  
Vol 2 (1) ◽  
pp. 99-125
Author(s):  
Edward W. Kamen

A transform approach based on a variable initial time (VIT) formulation is developed for discrete-time signals and linear time-varying discrete-time systems or digital filters. The VIT transform is a formal power series in z−1, which converts functions given by linear time-varying difference equations into left polynomial fractions with variable coefficients, and with initial conditions incorporated into the framework. It is shown that the transform satisfies a number of properties that are analogous to those of the ordinary z-transform, and that it is possible to do scaling of z−i by time functions, which results in left-fraction forms for the transform of a large class of functions including sinusoids with general time-varying amplitudes and frequencies. Using the extended right Euclidean algorithm in a skew polynomial ring with time-varying coefficients, it is shown that a sum of left polynomial fractions can be written as a single fraction, which results in linear time-varying recursions for the inverse transform of the combined fraction. The extraction of a first-order term from a given polynomial fraction is carried out in terms of the evaluation of zi at time functions. In the application to linear time-varying systems, it is proved that the VIT transform of the system output is equal to the product of the VIT transform of the input and the VIT transform of the unit-pulse response function. For systems given by a time-varying moving average or an autoregressive model, the transform framework is used to determine the steady-state output response resulting from various signal inputs such as the step and cosine functions.


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