Computation of continuous and piecewise affine Lyapunov functions by numerical approximations of the Massera construction

Abstract

The numerical construction of Lyapunov functions provides useful information on system behavior. In the Continuous and Piecewise Affine (CPA) method, linear programming is used to compute a CPA Lyapunov function for continuous nonlinear systems. This method is relatively slow due to the linear program that has to be solved. A recent proposal was to compute the CPA Lyapunov function based on a Lyapunov function in a converse Lyapunov theorem by Yoshizawa. In this paper we propose computing CPA Lyapunov functions using a Lyapunov function construction in a classic converse Lyapunov theorem by Massera. We provide the theory for such a computation and present several examples to illustrate the utility of this approach.