Lyapunov Functions for Uncertain Systems with Applications to the Stability of Time Varying Systems

Abstract

This paper has three contributions. The first involves polytopes of matrices whose characteristic polynomials also lie in a polytopic set (e.g. companion matrices). We show that this set is Hurwitz or Schur invariant iff there exist multiaffinely parameterized positive definite, Lyapunov matrices that solve an augmented Lyapunov equation. The second result concerns uncertain transfer functions with denominator and numerator belonging to a polytopic set. We show all members of this set are strictly positive real iff the Lyapunov matrices solving the equations featuring in the Kalman-Yakubovic-Popov Lemma are multiaffinely parameterized. Moreover, under an alternative characterization of the underlying polytopic sets, the Lyapunov matrices for both of these results admit affine parameterizations. Finally, we apply the Lyapunov equation results to derive stability conditions for a class of linear time varying systems. Show more