Why use Lyapunov optimization?
Why use Lyapunov optimization?
Introduction. Lyapunov optimization refers to the use of a Lyapunov function to optimally control a dynamical system. A typical goal is to stabilize all network queues while optimizing some performance objective, such as minimizing average energy or maximizing average throughput.
What is lyapunov Theorem?
Lyapunov vector-measure theorem, theorem in measure theory that the range of any real-valued, non-atomic vector measure is compact and convex. Lyapunov–Malkin theorem, a mathematical theorem detailing nonlinear stability of systems.
How is Lyapunov function determined?
If in a neighborhood U of the zero solution X=0 of an autonomous system there is a Lyapunov function V(X) with a negative definite derivative dVdt<0 for all X∈U∖{0}, then the equilibrium point X=0 of the system is asymptotically stable.
Is Lyapunov function unique?
The discrete-time Lyapunov equation has a unique solution P, for any Q = QT , if and only if λi(A)λj(A) = 1, for i, j = 1,…,n. (AT )tQAt is the unique solution of the Lyapunov equation AT PA − P + Q = 0.
What is a strict Lyapunov function?
A strict Lyapunov function is a proper positive definite function whose time derivative is negative along all solutions of the system outside the equilibrium. Strict Lyapunov functions also allow us to robustify controls, e.g., to prove robustness in the key sense of input-to-state stability (or ISS).
How do you determine if a system is asymptotically stable?
A time-invariant system is asymptotically stable if all the eigenvalues of the system matrix A have negative real parts. If a system is asymptotically stable, it is also BIBO stable.
How do you know if a system is stable or unstable?
This solution is stable if and only if the eigenvalues of A are either real and negative or else complex with non-positive real part; and it is asymptotically stable, if the complex eigenvalues of A have strictly negative real part. 1 −2 ] . In the first case, λ = 3 is an eigenvalue, so the zero solution is unstable.
How do you tell if a system is marginally stable?
A marginally stable system is one that, if given an impulse of finite magnitude as input, will not “blow up” and give an unbounded output, but neither will the output return to zero. A bounded offset or oscillations in the output will persist indefinitely, and so there will in general be no final steady-state output.
How do you know if an eigenvalue is stable?
If the two repeated eigenvalues are positive, then the fixed point is an unstable source. If the two repeated eigenvalues are negative, then the fixed point is a stable sink.
How can I make my system stable?
Here are eight recommended protocols and workplace policies you can help enforce to ensure it stays this way.
- Define (Your) System Stability.
- Create Change Management Policies.
- Enforce End-to-End Test Procedures.
- Map and Monitor Your Network.
- Proper Server Monitoring.
- Implement Corporate Collaboration Tools.
How is Lyapunov optimization used in control theory?
Introduction. Lyapunov optimization refers to the use of a Lyapunov function to optimally control a dynamical system. Lyapunov functions are used extensively in control theory to ensure different forms of system stability. The state of a system at a particular time is often described by a multi-dimensional vector.
Which is an example of a Lyapunov function?
It gives an example application to optimal control in queueing networks . Lyapunov optimization refers to the use of a Lyapunov function to optimally control a dynamical system. Lyapunov functions are used extensively in control theory to ensure different forms of system stability.
How did Lyapunov come up with the idea of stability?
Lyapunov’s realization was that stability can be proven without requiring knowledge of the true physical energy, provided a Lyapunov function can be found to satisfy the above constraints. The definition for discrete-time systems is almost identical to that for continuous-time systems.
How is the Lyapunov function used in Ode?
As it is well known, the concept of Lyapunov function is the basic tool in the analysis of asymptotic stability for ODE.