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

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Li, Huijuan ; Hafstein, Sigurdur Freyr ; Kellett, Christopher M.:
Computation of continuous and piecewise affine Lyapunov functions for discrete-time systems.
Department of Mathematics, University of Bayreuth
Bayreuth , 2015 . - 24 S.

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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 parameterised by the values at the vertices of the triangulation. If these vertex values satisfy system-dependent linear inequalities, the parameterised 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.