LMIs in Control/pages/Discrete-Time Lyapunov Stability

Discrete-Time Lyapunov Stability

The SystemEdit

Discrete-Time System


The DataEdit

The matrices  .

The Optimization ProblemEdit

The following feasibility problem should be solved:

Find P obeying the LMI constraints.

The LMI:Edit

Discrete-Time Lyapunov Stability

The LMI formulation



If there exists a   satisfying the LMI then,   and the equilibrium point   of the system is Lyapunov stable.


  • [] - MATLAB implementation of the LMI.

Related LMIsEdit

Continuous_Time_Lyapunov_Inequality - Lyapunov_Inequality

External LinksEdit

A list of references documenting and validating the LMI.

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