Positive Forms and Stability of Linear Time-Delay Systems

Abstract

We consider the problem of constructing Lyapunov functions for linear differential equations with delays. For such systems it is known that exponential stability implies the existence of a positive Lyapunov function which is quadratic on the space of continuous functions. We give an explicit parametrization of a sequence of finite-dimensional subsets of the cone of positive Lyapunov functions using positive semidefinite matrices. This allows stability analysis of linear time-delay systems to be formulated as a semidefinite program. Key words: Delay systems, Semidefinite programming. 1