Computation of local ISS Lyapunov functions with low gains via linear programming
Author(s) -
Huijuan Li,
Robert Baier,
Lars Grüne,
Sigurður Hafstein,
Fabian Wirth
Publication year - 2015
Publication title -
discrete and continuous dynamical systems - b
Language(s) - English
Resource type - Journals
eISSN - 1553-524X
pISSN - 1531-3492
DOI - 10.3934/dcdsb.2015.20.2477
Subject(s) - lyapunov function , lyapunov optimization , lipschitz continuity , piecewise linear function , mathematics , linear programming , affine transformation , computation , state (computer science) , grid , mathematical optimization , state space , lyapunov redesign , algorithm , nonlinear system , mathematical analysis , statistics , physics , geometry , quantum mechanics , pure mathematics
In this paper, we present a numerical algorithm for computing ISS Lyapunov functions for continuous-time systems which are 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 ane ISS Lyapunov function on a simplicial grid covering the given compact set excluding a small neighborhood of the origin. The objective of the linear programming problem is to minimize the gain. We show that for every ISS system with a locally Lipschitz right-hand side our algorithm is in principle able to deliver an ISS Lyapunov function. For C2 right-hand sides a more ecient algorithm is proposed.
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