Common diagonal solutions to the Lyapunov inequalities for interval systems

Abstract

In this paper for interval systems we consider the problem of existence and evaluation of common diagonal solutions to the Lyapunov inequalities. For second order systems, we give necessary and sufficient conditions and exact solutions, that is, complete theoretical solutions. For third order systems, an algorithm for the evaluation of common solutions in the case of existence is given. In the general case a sufficient condition is obtained for a common diagonal solution in terms of the center and upper bound matrices of an interval family.