Computing continuous and piecewise affine Lyapunov functions for nonlinear systems

We present a numerical technique for the computation of a Lyapunov function for nonlinear systems with an asymptotically stable equilibrium point. The proposed approach constructs a partition of the state space, called a triangulation, and then computes values at the vertices of the triangulation using a Lyapunov function from a classical converse Lyapunov theorem due to Yoshizawa. A simple interpolation of the vertex values then yields a Continuous and Piecewise Affine (CPA) function. Verification that the obtained CPA function is a Lyapunov function is shown to be equivalent to verification of several simple inequalities. Numerical examples are presented demonstrating different aspects of the proposed method.

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