Absolute Stability via Lifting and Interpolation

Abstract: We revisit the classical problem of absolute stability; assessing the robust stability of a given linear time-invariant (LTI) plant in feedback with a nonlinearity belonging to some given function class. Standard results typically take the form of sufficient conditions on the LTI plant, the least conservative of which are based on O'Shea--Zames--Falb multipliers. We present an alternative analysis based on lifting and interpolation that directly constructs a Lyapunov function that certifies absolute stability without resorting to frequency-domain inequalities or integral quadratic constraints. In particular, we use linear matrix inequalities to search over Lyapunov functions that are quadratic in the iterates and linear in the corresponding function values of the system in a lifted space. We show that our approach recovers state-of-the-art results on a set of benchmark problems.