Automatica, Vol.46, No.4, 775-778, 2010
On new estimates for Lyapunov exponents of discrete time varying linear systems
In this paper, we propose certain new bounds for the Lyapunov exponents of discrete time varying linear systems. The bounds are expressed in terms of spectral radii of matrix coefficients and therefore may be used to establish the exponential stability of time varying system on the basis of eigenvalues of individual coefficient. This approach is known in the literature as frozen time method. (C) 2010 Elsevier Ltd. All rights reserved.
Keywords:Time varying discrete linear systems;Lyapunov exponents;Characteristic exponents;Frozen time method