Common Polynomial Lyapunov Functions for Linear Switched Systems

Mathematics – Optimization and Control

Scientific paper

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18 pages, 3 figures

Scientific paper

In this paper, we consider linear switched systems $\dot x(t)=A_{u(t)} x(t)$, $x\in\R^n$, $u\in U$, and the problem of asymptotic stability for arbitrary switching functions, uniform with respect to switching ({\bf UAS} for short). We first prove that, given a {\bf UAS} system, it is always possible to build a common polynomial Lyapunov function. Then our main result is that the degree of that common polynomial Lyapunov function is not uniformly bounded over all the {\bf UAS} systems. This result answers a question raised by Dayawansa and Martin. A generalization to a class of piecewise-polynomial Lyapunov functions is given.

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