F. Blanchini et S. Miani, ON THE TRANSIENT ESTIMATE FOR LINEAR-SYSTEMS WITH TIME-VARYING UNCERTAIN PARAMETERS, IEEE transactions on circuits and systems. 1, Fundamental theory andapplications, 43(7), 1996, pp. 592-596
A transient estimate for a discrete-time system, with respect to a cer
tain norm \\.\\, is a pair of positive constants (C, gimel) having the
property that \\x(t)\\ less than or equal to\\x(0)\\gimel(t) for all
initial conditions s(0). We consider in this paper the problem of dete
rmining the ''best'' transient estimate for a linear system with time-
varying unknown parameters in the sense that it involves the smallest
gimel and the smallest C compatible with such a gimel. We perform the
computation by constructing a proper polyhedral Lyapunov function. We
show how the technique can be used to manage continuous-time systems.