Robustness of Stability of Time-Varying Linear Systems

This paper introduces the concept of stability radius for time-varying linear systems. Invariance properties of the stability radius are analysed for the group of Bohl transformations. We also explore the relationship between the stability radius, the norm of a certain perturbation operator, and the solvability of a nonstandard differential Riccati equation. As an application we construct robust Lyapunov functions and show how they can be used to analyze robustness with respect to nonlinear perturbations. O 1989 Academic Press, Inc.