On the construction of Lyapunov functions using the sum of squares decomposition

Abstract

A relaxation of Lyapunov's direct method has been proposed elsewhere that allows for an algorithmic construction of Lyapunov functions to prove stability of equilibria in nonlinear systems, but the search is restricted to systems with polynomial vector fields. In the paper, the above technique is extended to include systems with equality, inequality, and integral constraints. This allows certain non-polynomial nonlinearities in the vector field to be handled exactly and the constructed Lyapunov functions to contain non-polynomial terms. It also allows robustness analysis to be performed. Some examples are given to illustrate how this is done.