Stability of uncertain systems using Lyapunov functions with non-monotonic terms

Abstract

This paper is concerned with the problem of robust stability of uncertain linear time-invariant systems in polytopic domains. The main contribution is to present a systematic procedure to check the stability of the uncertain systems by using an arbitrary number of quadratic functions within higher order derivatives of the vector field in the continuous-time case and higher order differences of the vector field in the discrete-time case. The matrices of the Lyapunov function appear decoupled from the dynamic matrix of the system in the conditions. This fact leads to sufficient conditions that are given in terms of Linear Matrix Inequalities defined at the vertices of the polytope. The proposed method does not impose sign condition constraints in the quadratic functions that compose the Lyapunov function individually. Moreover, some of the quadratic functions do not decrease monotonically along trajectories. However, if the sufficient conditions are satisfied, then a monotonic standard Lyapunov function that depends on the dynamics of the uncertain system can be constructed a posteriori. Numerical examples from the literature are provided to illustrate the proposed approach.