On the simultaneous diagonal stability of linear discrete-time systems

Abstract This paper studies the set of time-invariant linear discrete-time systems in which each system has a diagonal quadratic Lyapunov function. First, it is shown that there is generally no common diagonal quadratic Lyapunov function for such a set of systems even if the set is assumed to be commutative. It is also shown that the commutativity assures the existence of a common diagonal quadratic Lyapunov function inside the set of 2×2 systems or the set of nonnegative systems. Then, two simple topological results are presented concerning the simultaneous diagonal stability on the set of nonnegative systems. The first is a measure of the difference of matrices that assures the simultaneous diagonal stability. The second is a measure of the commutativity of matrices.