next up previous
Next: About this document Up: Contractivity and Lyapunov Previous: Continuous systems

Discrete systems

The Lyapunov exponents of are defined for discrete systems by

 

  whenever this limit exists. Here are the eigenvalues of

where J is the Jacobian matrix. One can show (see, for example, Parker & Chua parker) that a perturbation grows as

Taking the norm of both sides,

Now the perturbation and so

We can see from Eq.(73) that contractivity is asking that . From properties of the matrix norm, we know that if then

and

so contractivity is equivalent to , or . Thus from Eq.(107), contractivity is sufficient to give nonpositive Lyapunov exponents and thence regular motion. (Note that the reverse is not necessarily true.)  



Julyan Cartwright
Wed Sep 27 17:21:22 MET 1995