Eigenvectors of Non-Linear Maps on the Cone of Positive Semidefinite Matrices Application to Stability Analysis

Abstract : We show that the problem of synthesis of a common Lyapunov function for some classes of switched linear systems can be approached by solving an eigenproblem involving a nonlinear map on the cone of positive semidefinite matrices. This map involves the selection of a maximal lower bound of a family of matrices in this cone. We present some variants of the power algorithm, allowing one to solve the nonlinear eigenproblem in a scalable way.