Necessary condition on Lyapunov functions corresponding to the globally asymptotically stable equilibrium point
Abstract
It is well known that, the existence of a Lyapunov function is a sufficient condition for stability, asymptotic stability, or global asymptotic stability of an equilibrium point of an autonomous system . In variants of Lyapunov theorems, the condition for a Lyapunov candidate (continuously differentiable and positive definite function) to be a Lyapunov function is that its time derivative along system trajectories must be negative semi-definite or negative definite. Numerically checking positive definiteness of is very difficult; checking negative definiteness of is even more difficult, because it involves dynamics of the system. We give a necessary condition independent of the system dynamics, for every Lyapunov function corresponding to the globally asymptotically stable equilibrium point of . This necessary condition is numerically easier to check than checking positive definiteness of a function. Therefore, it can be used as a first level test to check whether a given continuously differentiable function is a Lyapunov function candidate or not. We also propose a method, which we call a generalized steepest descent method, to check this condition numerically. Generalized steepest descent method can be used for ruling out Lyapunov candidates corresponding to the globally asymptotically stable equilibrium point of . It can also be used as a heuristic to check the local positive definiteness of a function, which is a necessary condition for a Lyapunov function corresponding to a stable and/or asymptotically stable equilibrium point of an autonomous system.
Keywords
Cite
@article{arxiv.1405.0747,
title = {Necessary condition on Lyapunov functions corresponding to the globally asymptotically stable equilibrium point},
author = {Chirayu D. Athalye and Harish K. Pillai and Debasattam Pal},
journal= {arXiv preprint arXiv:1405.0747},
year = {2014}
}
Comments
19 pages, 13 figures. Preprint of a draft to be submitted for review in SIAM Journal of Control and Optimization