On Special Quadratic Lyapunov Functions for Linear Dynamical Systems With an Invariant Cone

We consider a continuous-time linear time-invariant dynamical system that admits an invariant cone. For the case of a self-dual and homogeneous cone we show that if the system is asymptotically stable then it admits a quadratic Lyapunov function with a special structure. The complexity of this Lyapunov function, in terms of the number of parameters defining it, scales linearly with the dimension of the dynamical system. In the particular case when the cone is the nonnegative orthant this reduces to the well-known and important result that a positive system admits a diagonal Lyapunov function. We demonstrate our theoretical results by deriving a new special quadratic Lyapunov function for systems that admit the ice-cream cone as an invariant set.