Computing continuous and piecewise affine Lyapunov functions for nonlinear systems

Titelangaben

Hafstein, Sigurdur Freyr ; Kellett, Christopher M. ; Li, Huijuan:
Computing continuous and piecewise affine Lyapunov functions for nonlinear systems.
In: Journal of Computational Dynamics. Bd. 2 (2015) Heft 2 . - S. 227-246.
ISSN 2158-2491
DOI: https://doi.org/10.3934/jcd.2015004

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Abstract

We present a numerical technique for the computation of a Lyapunov function for nonlinear systems with an asymptotically stable equilibrium point. The proposed approach constructs a partition of the state space, called a triangulation, and then computes values at the vertices of the triangulation using a Lyapunov function from a classical converse Lyapunov theorem due to Yoshizawa. A simple interpolation of the vertex values then yields a Continuous and Piecewise Affine (CPA) function. Verification that the obtained CPA function is a Lyapunov function is shown to be equivalent to verification of several simple linear inequalities. A numerical example is provided to illustrate the advantages of the proposed technique.