Converse results on existence of sum of squares Lyapunov functions

Abstract

Despite the pervasiveness of sum of squares (sos) techniques in Lyapunov analysis of dynamical systems, the converse question of whether sos Lyapunov functions exist whenever polynomial Lyapunov functions exist has remained elusive. In this paper, we first show via an explicit counterexample that if the degree of the polynomial Lyapunov function is fixed, then sos programming can fail to find a valid Lyapunov function even though one exists. On the other hand, if the degree is allowed to increase, we prove that existence of a polynomial Lyapunov function for a homogeneous polynomial vector field implies existence of a polynomial Lyapunov function that is sos and that the negative of its derivative is also sos. The latter result is extended to develop a converse sos Lyapunov theorem for robust stability of switched linear systems.