Delay periodic Lyapunov equation

Abstract

For linear periodic finite-dimensional systems, it is well-known that, first, exponential stability is equivalent to the existence of a unique periodic positive definite solution to the Lyapunov equation, and second, the Lyapunov equation admits a unique periodic solution, if and only if the monodromy matrix has no reciprocal eigenvalues. In the present paper, we generalize these results to the case of periodic evolution families on a Hilbert space, with application to the stability theory of linear periodic systems with constant delays. More precisely, we first link the existence and uniqueness of a quadratic periodic Lyapunov functional with the existence and uniqueness of the solution to a discrete operator Lyapunov equation with the monodromy operator involved. Second, we show that the presented theory on a Hilbert space gives rise to an alternative definition of the delay Lyapunov matrix, the concept previously appeared in the construction of quadratic Lyapunov-Krasovskii functionals for a class of linear periodic delay systems. An explicit connection between the infinite-dimensional Hilbert setting and the previously developed delay Lyapunov matrix framework is established. An important consequence is the uniqueness theorem: the delay Lyapunov matrix exists and is unique, if and only if the monodromy operator has no reciprocal eigenvalues. As a by-product, our framework enables the construction of Lyapunov-Krasovskii functionals for periodic delay systems without a preliminary exponential stability assumption as in earlier theory.