Computation of local ISS Lyapunov functions via linear programming

Titelangaben

Li, Huijuan ; Baier, Robert ; Grüne, Lars ; Hafstein, Sigurdur Freyr ; Wirth, Fabian:
Computation of local ISS Lyapunov functions via linear programming.
Department of Mathematics, University of Bayreuth
Bayreuth , 2014 . - 7 S.

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Abstract

In this paper, we present a numerical algorithm for computing a local ISS Lyapunov function for systems which are locally input-to-state stable (ISS) on compact subsets of the state space. The algorithm relies on a linear programming problem and computes a continuous, piecewise affine ISS Lyapunov function on a simplicial grid covering the given compact set excluding a small neighborhood of the origin. We show that the ISS Lyapunov function delivered by the algorithm is a viscosity subsolution of a partial differential equation.