A Lyapunov function is a scalar function defined on a region
that is continuous, positive definite,
for all
), and has continuous first-order partial
derivatives at every point of
. The derivative of
with respect to the system
, written as
is defined as the dot product
(1)
|
The existence of a Lyapunov function for which on some region
containing the origin, guarantees the stability of the zero
solution of
,
while the existence of a Lyapunov function for which
is negative definite on some region
containing the origin guarantees the asymptotical stability
of the zero solution of
.
For example, given the system
(2)
| |||
(3)
|
and the Lyapunov function , we obtain
(4)
|
which is nonincreasing on every region containing the origin, and thus the zero solution is stable.