39 How to check continuous system stability in the Lyapunov sense?

Problem: Check the stability (in Lyapunov sense) for the state coefficient matrix

$\displaystyle A=%
\begin{bmatrix}
0 & 1 & 0\\
0 & 0 & 1\\
-1 & -2 & -3
\end{bmatrix}
$

We solve the Lyapunov equation using lyap() function in MATLAB and LyapunovSolve[] function in Mathematica, and then check that the solution is positive definite (i.e. all its eigenvalues are positive).

Image mma_e39
Mathematica solution.

Image matlab_e39
Matlab solution.



Nasser M. Abbasi
http://12000.org