The Yakubovich S-Lemma Revisited: Stability and Contractivity in Non-Euclidean Norms

The celebrated S-Lemma was originally proposed to ensure the existence of a quadratic Lyapunov function in the Lur’e problem of absolute stability. A quadratic Lyapunov function is, however, nothing else than a squared Euclidean norm on the state space (that is, a norm induced by an inner product). A natural question arises as to whether squared non-Euclidean norms V(x)=∥x∥2 may serve as Lyapunov functions in stability problems. This paper presents a novel nonpolynomial S-Lemma that leads to constructive criteria for the existence of such functions defined by weighted lp norms. Our generalized S-Lemma leads to new absolute stability and absolute contractivity criteria for Lur’e-type systems, including, for example, a new simple proof of the Aizerman and Kalman conjectures for positive Lur’e systems.