Comparison of Sub-Gramian Analysis with Eigenvalue Analysis for Stability Estimation of Large Dynamical Systems

Abstract

In earlier works, solutions of Lyapunov equations were represented as sums of Hermitian matrices corresponding to individual eigenvalues of the system or their pairwise combinations. Each eigen-term in these expansions are called a sub-Gramian. In this paper, we derive spectral decompositions of the solutions of algebraic Lyapunov equations in a more general formulation using the residues of the resolvent of the dynamics matrix. The qualitative differences and advantages of the sub-Gramian approach are described in comparison with the traditional analysis of eigenvalues when estimating the proximity of a dynamical system to its stability boundary. These differences are illustrated by the example of a system with a multiple root and a system of two resonating oscillators. The proposed approach can be efficiently used to evaluate resonant interactions in large dynamical systems.