Computation of continuous and piecewise affine Lyapunov functions for discrete-time systems

Abstract

In this paper, we present a new approach for computing Lyapunov functions for nonlinear discrete-time systems with an asymptotically stable equilibrium at the origin. Given a suitable triangulation of a compact neighbourhood of the origin, a continuous and piecewise affine function can be parameterized by the values at the vertices of the triangulation. If these vertex values satisfy system-dependent linear inequalities, the parameterized function is a Lyapunov function for the system. We propose calculating these vertex values using constructions from two classical converse Lyapunov theorems originally due to Yoshizawa and Massera. Numerical examples are presented to illustrate the proposed approach.

Keywords::

• Lyapunov theory
• nonlinear systems
• converse theorems
• computational methods

Disclosure statement

No potential conflict of interest was reported by the authors.

Notes

^1.http://www.gnu.org/software/glpk/.

Additional information

Funding

H. Li is supported by the EU Initial Training Network ‘Sensitivity Analysis for Deterministic Controller Design-SADCO’. C.M. Kellett is supported by the Australian Research Council under Future Fellowship [grant number FT1101000746].