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Lyapunov function construction by linear programming. (English) Zbl 0885.93050

The paper deals with quadratic Liapunov functions of the form

V(x)=|Wx|

where W is a m×n full rank matrix (mn) and |·| is the infinity norm on m . This function is applied to obtain stability of time-varying linear systems. Some examples show that such Liapunov functions, with W suitably chosen, via linear programming methods, may improve known results.

MSC:
93D30Scalar and vector Lyapunov functions
90C05Linear programming
93C99Control systems, guided systems
93B40Computational methods in systems theory