Systems and Control

It follows from the discussion in the previous sections that a linear time-invariant dynamical system modeled by the equations
is asymptotically stable if and only if the solution to equation (4.4) decays to zero as t ? ? for any initial state x 0. We can view the vector
as defining the coordinates of a point moving in an n-dimensional state space
. In an asymptotically stable system modeled by equation (4.4), this point converges to the origin of
. We can argue that if a trajectory is converging to the origin of the state space, then it should be possible to find a family of nested surfaces described by V( x 1, x 2, , x n) = c, c ? 0, such that monotonically decreasing values of c give surfaces progressively shrinking in on the origin with the limiting surface V( x 1, x 2, x n) = 0 being the origin x = 0. Furthermore, along every trajectory of (4.4), the parameter c should steadily decrease. We now introduce some notation and definitions that we use in the ensuing discussion.
Let
be real-valued function and let
be a compact region containing the origin x = 0 in its interior.
We say that the function V = V( x) is positive semidefinite (p.s.d.) in