Non-monotonic Lyapunov functions for stability of discrete time nonlinear and switched systems

Abstract— We relax the monotonicity requirement of Lyapunov’s theorem to enlarge the class of functions that can provide certificates of stability. To this end, we propose two new sufficient conditions for global asymptotic stability that allow the Lyapunov functions to increase locally, but guarantee an average decrease every few steps. Our first condition is non-convex, but allows an intuitive interpretation. The second condition, which includes the first one as a special case, is convex and can be cast as a semidefinite program. We show that when non-monotonic Lyapunov functions exist, one can construct a more complicated function that decreases monotonically. We demonstrate the strength of our methodology over standard Lyapunov theory through examples from three different classes of dynamical systems. First, we consider polynomial dynamics where we utilize techniques from sum-of-squares programming. Second, analysis of piecewise affine systems is performed. Here, connecti...

• Type: Conference
• Year: 2008
• Where: CDC
• Authors: Amir Ali Ahmadi, Pablo A. Parrilo
• Keywords: CDC 2008, Control Systems, Lyapunov Functions, Non-monotonic Lyapunov Functions, Quadratic Lyapunov Functions