Numerical computation of Lyapunov matrices for integral delay systems

Abstract

"This paper focuses on the problem of computing Lyapunov matrices for integral delay systems. It is shown that these Lyapunov matrices cannot be computed by means of the existing methods for Lyapunov matrices of differential delay systems. Then, a numerical algorithm for constructing piecewise linear approximations of Lyapunov matrices for integral delay systems is proposed. An example illustrates the procedure."