Invariance and stability for bounded uncertain systems.

Abstract

The positive limit sets of the solutions of a contingent differential equation are shown to possess an invariance property. In this connection the 'invariance principle' in the theory of Lyapunov stability is extended to systems with unknown, bounded, time-varying parameters, and thus to a large and important class of nonautonomous systems. Asymptotic stability criteria are obtained and applied to guaranteed cost control problems.