Piecewise-linear Lyapunov functions for linear stationary systems
The paper deals with piecewise-linear Lyapunov functions for the linear stationary system described by the vector differential equation \[ \frac {dx}{dt}=Ax,\quad x\in \mathbb R^N, \] where \(A\) is a real \(N\times N\)-matrix with constant elements. A Lyapunov function for this system can be constructed in the class of piecewise-linear functions as \(V(x)=\max_{1\leq i\leq n}( \ell_i,x),\) where \(\ell_i\), \(i=1,\dots ,n\), is a set of nonzero vectors in \(\mathbb R^N.\) The linear functions \((\ell_i,x)\), \(i=1,\dots,n\) are called the generators of the piecewise-linear Lyapunov function. The relation between the number of generators and the location of the spectrum of the matrix \(A\) is studied. Conditions on the vectors \(\ell_1,\dots ,\ell_n\), under which the function \(V(x)\) is a Lyapunov function, are formulated.
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