EXPLICIT CONSTRUCTION OF QUADRATIC LYAPUNOV FUNCTIONS FOR THE SMALL GAIN, POSITIVITY, CIRCLE, AND POPOV THEOREMS AND THEIR APPLICATION TO ROBUST STABILITY .1. CONTINUOUS-TIME THEORY

The purpose of this paper is to construct Lyapunov functions to prove the key fundamental results of linear system theory, namely, the small gain (bounded real), positivity (positive real), circle, and Popov theorems. For each result a suitable Riccati-like matrix equation is used to explicitly construct a Lyapunov function that guarantees asymptotic stability of the feedback interconnection of a linear time-invariant system and a memoryless nonlinearity. Lyapunov functions for the small gain and positivity results are also constructed for the interconnection of two transfer functions. A multivariable version of the circle criterion, which yields the bounded real and positive real results as limiting cases, is also derived. For a multivariable extension of the Popov criterion, a Lure-Postnikov Lyapunov function involving both a quadratic term and an integral of the nonlinearity, is constructed. Each result is specialized to the case of linear uncertainty for the problem of robust stability. In the case of the Popov criterion, the Lyapunov function is a parameter-dependent quadratic Lyapunov function.