The Yakubovich S-Lemma Revisited: Stability and Contractivity in Non-Euclidean Norms

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Main Authors: Proskurnikov, Anton V., Davydov, Alexander, Bullo, Francesco
Format: Preprint
Published: 2022
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_version_ 1866916090327597056
author Proskurnikov, Anton V.
Davydov, Alexander
Bullo, Francesco
author_facet Proskurnikov, Anton V.
Davydov, Alexander
Bullo, Francesco
contents The celebrated S-Lemma was originally proposed to ensure the existence of a quadratic Lyapunov function in the Lur'e problem of absolute stability. A quadratic Lyapunov function is, however, nothing else than a squared Euclidean norm on the state space (that is, a norm induced by an inner product). A natural question arises as to whether squared non-Euclidean norms $V(x)=\|x\|^2$ may serve as Lyapunov functions in stability problems. This paper presents a novel non-polynomial S-Lemma that leads to constructive criteria for the existence of such functions defined by weighted $\ell_p$ norms. Our generalized S-Lemma leads to new absolute stability and absolute contractivity criteria for Lur'e-type systems, including, for example, a new simple proof of the Aizerman and Kalman conjectures for positive Lur'e systems.
format Preprint
id arxiv_https___arxiv_org_abs_2207_14579
institution arXiv
publishDate 2022
record_format arxiv
spellingShingle The Yakubovich S-Lemma Revisited: Stability and Contractivity in Non-Euclidean Norms
Proskurnikov, Anton V.
Davydov, Alexander
Bullo, Francesco
Optimization and Control
Systems and Control
Classical Analysis and ODEs
Dynamical Systems
34H05, 93C15
The celebrated S-Lemma was originally proposed to ensure the existence of a quadratic Lyapunov function in the Lur'e problem of absolute stability. A quadratic Lyapunov function is, however, nothing else than a squared Euclidean norm on the state space (that is, a norm induced by an inner product). A natural question arises as to whether squared non-Euclidean norms $V(x)=\|x\|^2$ may serve as Lyapunov functions in stability problems. This paper presents a novel non-polynomial S-Lemma that leads to constructive criteria for the existence of such functions defined by weighted $\ell_p$ norms. Our generalized S-Lemma leads to new absolute stability and absolute contractivity criteria for Lur'e-type systems, including, for example, a new simple proof of the Aizerman and Kalman conjectures for positive Lur'e systems.
title The Yakubovich S-Lemma Revisited: Stability and Contractivity in Non-Euclidean Norms
topic Optimization and Control
Systems and Control
Classical Analysis and ODEs
Dynamical Systems
34H05, 93C15
url https://arxiv.org/abs/2207.14579