In this article we consider the stabilization problem by a relay control using non-quadratic Lyapunov functions. First, a general result is proposed for the case of nonlinear systems. A full state relay feedback controller is designed in order to ensure the local asymptotic stability of the closed-loop system. Then, the result is applied to the particular case of LTI systems. A constructive method based on LMI conditions is given in order to design nonlinear switching surfaces and provide an estimation of a non-ellipsoidal domain of attraction. In addition, the approach is extended to observer-based relay feedback. Both linear and nonlinear switching surfaces dependent on the estimated state are designed while using a Luenberger observer. Finally, illustrative examples are proposed in order to show the efficiency of the proposed methods and simulations are performed for a Buck converter structure.