Abstract:
We consider a discrete time-varying linear system
\begin{equation}
x(m+1)=A(m)x(m),\quad m\in\mathbb Z,\quad x\in\mathbb R^n,
\tag{1}
\end{equation}
where $A(\cdot)$ is completely bounded on $\mathbb N$, i.e.,
$\sup_{m\in\mathbb N}\bigl(\|A(m)\|+\|A^{-1}(m)\|\bigr)<\infty$.
Let $\lambda_1(A)\le\ldots\le\lambda_n(A)$ be the Lyapunov spectrum of the system (1).
It is called stable if for any $\varepsilon>0$ there exists a $\delta>0$ such that for every
completely bounded $n\times n$-matrix $R(\cdot)$, $\sup_{m\in\mathbb N}\|R(m)-E\|<\delta$,
the inequality $$\max_{j=1,\ldots,n}|\lambda_j(A)-\lambda_j(AR)|<\varepsilon $$ holds.
We construct an example of the system (1) with unstable Lyapunov spectrum.
Keywords:discrete time-varying linear system, Lyapunov exponents, perturbations of coefficients.