Abstract
We present an algorithm for numerically computing Lyapunov functions for nonautonomous systems on finite time-intervals. The algorithm relies on a linear optimization problem and delivers a continuous and piecewise affine function on a compact set. The level-sets of such a Lyapunov function give concrete bounds on the time-evolution of the system on the time-interval and for time-periodic systems they deliver an ultimate bound on solutions. Four examples of computed finite-time Lyapunov functions are given.
| Original language | English |
|---|---|
| Pages (from-to) | 933-950 |
| Number of pages | 18 |
| Journal | Journal of Mathematical Analysis and Applications |
| Volume | 447 |
| Issue number | 2 |
| DOIs | |
| Publication status | Published - 15 Mar 2017 |
Bibliographical note
Publisher Copyright:© 2016 Elsevier Inc.
Other keywords
- Finite-time Lyapunov function
- Linear programming
- Lyapunov function
- Periodic-time system