Common Lyapunov functions for switched linear systems: linear programming based approach

We study the stability of an equilibrium of arbitrarily switched, autonomous, continuous-time systems through the computation of a common Lyapunov function (CLF). The switching occurs between a finite number of individual subsystems, each of which is assumed to be linear. We present a linear programming (LP) based approach to compute a continuous and piecewise affine (CPA) CLF and compare this approach with different methods in the literature. In particular we compare it with the prevalent use of linear matrix inequalities (LMIs) and semidefinite optimization to parameterize a quadratic common Lyapunov function (QCLF) for the linear subsystems.