English

Necessary condition on Lyapunov functions corresponding to the globally asymptotically stable equilibrium point

Dynamical Systems 2014-05-29 v2

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 x˙=f(x)\dot{\mathbf{x}} = f(\mathbf{x}). In variants of Lyapunov theorems, the condition for a Lyapunov candidate VV (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 VV is very difficult; checking negative definiteness of V˙()=V(),f()\dot{V}(\cdot)=\langle \nabla V(\cdot), f(\cdot) \rangle 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 x˙=f(x)\dot{\mathbf{x}} = f(\mathbf{x}). 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 x˙=f(x)\dot{\mathbf{x}} = f(\mathbf{x}). 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