IEEE Transactions on Automatic Control, Vol.49, No.6, 990-994, 2004
Common Lyapunov functions and gradient algorithms
This note is concerned with the problem of finding a quadratic common Lyapunov function for a large family of stable linear systems. We present gradient iteration algorithms which give deterministic convergence for finite system families and probabilistic convergence for infinite families.
Keywords:common Lyapunov functions;gradient algorithms;randomized algorithms;switched linear systems