Introduction To Nonlinear Control Lecture # 2 Time-Invariant Systems
Introduction To Nonlinear Control Lecture # 2 Time-Invariant Systems
Lecture # 2
Time-Invariant Systems
– p. 1/5
Lyapunov’s Method
Let V (x) be a continuously differentiable function defined in
a domain D ⊂ Rn ; 0 ∈ D . The derivative of V along the
trajectories of ẋ = f (x) is
n n
X ∂V X ∂V
V̇ (x) = ẋi = fi (x)
i=1
∂xi i=1
∂xi
f1 (x)
h i
f2 (x)
∂V ∂V ∂V
= ∂x1
, ∂x2
, ... , ∂xn
..
.
fn (x)
∂V
= f (x)
∂x
– p. 2/5
If φ(t; x) is the solution of ẋ = f (x) that starts at initial
state x at time t = 0, then
d
V̇ (x) = V (φ(t; x))
dt t=0
– p. 3/5
Lyapunov’s Theorem:
If there is V (x) such that
V̇ (x) ≤ 0, ∀x∈D
then the origin is stable
Moreover, if
– p. 4/5
Furthermore, if V (x) > 0, ∀ x 6= 0,
kxk → ∞ ⇒ V (x) → ∞
– p. 5/5
Solutions starting in Ωβ stay in Ωβ because V̇ (x) ≤ 0 in Ωβ
lim V (x(t)) = c ≥ 0
t→∞
– p. 6/5
⇒ V̇ (x(t)) ≤ −γ ∀ t ≥ 0, for some γ > 0
Z t
V (x(t)) = V (x(0)) + V̇ (x(τ )) dτ ≤ V (x(0)) − γt
0
This inequality contradicts the assumption c > 0
⇒ The origin is asymptotically stable
– p. 7/5
Terminology
V (0) = 0, V (x) ≥ 0 for x 6= 0 Positive semidefinite
V (0) = 0, V (x) > 0 for x 6= 0 Positive definite
V (0) = 0, V (x) ≤ 0 for x 6= 0 Negative semidefinite
V (0) = 0, V (x) < 0 for x 6= 0 Negative definite
kxk → ∞ ⇒ V (x) → ∞ Radially unbounded
Lyapunov’ Theorem: The origin is stable if there is a
continuously differentiable positive definite function V (x) so
that V̇ (x) is negative semidefinite, and it is asymptotically
stable if V̇ (x) is negative definite. It is globally
asymptotically stable if the conditions for asymptotic
stability hold globally and V (x) is radially unbounded
– p. 8/5
A continuously differentiable function V (x) satisfying the
conditions for stability is called a Lyapunov function. The
surface V (x) = c, for some c > 0, is called a Lyapunov
surface or a level surface
c3
c2
V (x) = c 1
c 1 <c 2 <c 3
– p. 9/5
Why do we need the radial unboundedness condition to
show global asymptotic stability?
It ensures that Ωc = {x ∈ Rn | V (x) ≤ c} is bounded for
every c > 0
Without it Ωc might not bounded for large c
Example
x21 2
V (x) = + x 2
1 + x21
x2 c
c
c
c
c
c
hhhhhhhhhhhhhhhhhhhhhhhhhhhhhhhhhhhh
c
c x1
c
c
c
c
c
– p. 10/5
Quadratic Forms
n X
X n
V (x) = xT P x = pij xi xj , P = PT
i=1 j=1
– p. 11/5
Linear Systems
ẋ = Ax
V (x) = xT P x, P = PT > 0
def
V̇ (x) = x P ẋ + ẋ P x = x (P A + A P )x = −xT Qx
T T T T
P A + AT P = −Q
Matlab: P = lyap(A′ , Q)
– p. 12/5
Theorem A matrix A is Hurwitz if and only if for any
Q = QT > 0 there is P = P T > 0 that satisfies the
Lyapunov equation
P A + AT P = −Q
– p. 13/5
Example:
ẋ = −g(x)
g(0) = 0; xg(x) > 0, ∀ x 6= 0 and x ∈ (−a, a)
Z x
V (x) = g(y) dy
0
∂V
V̇ (x) = [−g(x)] = −g 2 (x) < 0, ∀ x ∈ (−a, a), x 6= 0
∂x
The origin is asymptotically stable
– p. 14/5
Z x
V (x) = 12 x2 + g(y) dy
0
– p. 15/5
Example: Pendulum without friction
ẋ1 = x2
ẋ2 = − a sin x1
– p. 16/5
Example: Pendulum with friction
ẋ1 = x2
ẋ2 = − a sin x1 − bx2
1
V (x) = a(1 − cos x1 ) + x22
2
V̇ (x) = aẋ1 sin x1 + x2 ẋ2 = − bx22
The origin is stable
– p. 17/5
The conditions of Lyapunov’s theorem are only sufficient.
Failure of a Lyapunov function candidate to satisfy the
conditions for stability or asymptotic stability does not mean
that the equilibrium point is not stable or asymptotically
stable. It only means that such stability property cannot be
established by using this Lyapunov function candidate
Try
1 T
V (x) = 2x P x +" a(1 − cos#x"1 ) #
1 p11 p12 x1
= 2 [x1 x2 ] + a(1 − cos x1 )
p12 p22 x2
– p. 18/5
V̇ (x) = (p11 x1 + p12 x2 + a sin x1 ) x2
+ (p12 x1 + p22 x2 ) (−a sin x1 − bx2 )
= a(1 − p22 )x2 sin x1 − ap12 x1 sin x1
+ (p11 − p12 b) x1 x2 + (p12 − p22 b) x22
D = {x ∈ R2 | |x1 | < π}
V (x) is positive definite and V̇ (x) is negative definite over D
The origin is asymptotically stable
– p. 19/5
The Invariance Principle
1
V (x) = a(1 − cos x1 ) + x22
2
V̇ (x) = aẋ1 sin x1 + x2 ẋ2 = − bx22
V̇ (x) is not negative definite because V̇ (x) = 0 for x2 = 0
irrespective of the value of x1
– p. 20/5
Definitions: Let x(t) be a solution of ẋ = f (x)
– p. 21/5
A set M is an invariant set with respect to ẋ = f (x) if
x(0) ∈ M ⇒ x(t) ∈ M, ∀ t ∈ R
Examples:
Equilibrium points
Limit Cycles
A set M is a positively invariant set with respect to
ẋ = f (x) if
x(0) ∈ M ⇒ x(t) ∈ M, ∀ t ≥ 0
– p. 22/5
Lemma: If a solution x(t) of ẋ = f (x) is bounded and
belongs to D for t ≥ 0, then its positive limit set L+ is a
nonempty, compact, invariant set. Moreover, x(t)
approaches L+ as t → ∞
– p. 23/5
Proof:
⇒ lim V (x(t)) = a
t→∞
L+ invariant ⇒ V̇ (x) = 0, ∀ x ∈ L+
L+ ⊂ M ⊂ E ⊂ Ω
x(t) approaches L+ ⇒ x(t) approaches M (as t → ∞)
– p. 24/5
Theorem: Let f (x) be a locally Lipschitz function defined
over a domain D ⊂ Rn ; 0 ∈ D . Let V (x) be a continuously
differentiable positive definite function defined over D such
that V̇ (x) ≤ 0 in D . Let S = {x ∈ D | V̇ (x) = 0}
If no solution can stay identically in S other than
x(t) ≡ 0, then the origin is asymptotically stable
– p. 25/5
Example:
ẋ1 = x2
ẋ2 = −h1 (x1 ) − h2 (x2 )
hi (0) = 0, yhi (y) > 0, for 0 < |y| < a
Z x1
V (x) = h1 (y) dy + 12 x22
0
V̇ (x) = h1 (x1 )x2 +x2 [−h1 (x1 )−h2 (x2 )] = −x2 h2 (x2 ) ≤ 0
V̇ (x) = 0 ⇒ x2 h2 (x2 ) = 0 ⇒ x2 = 0
S = {x ∈ D | x2 = 0}
– p. 26/5
ẋ1 = x2 , ẋ2 = −h1 (x1 ) − h2 (x2 )
– p. 27/5
Example: m-link Robot Manipulator
H Load
H
q
2
r
q
r 1
– p. 28/5
M (q)q̈ + C(q, q̇)q̇ + D q̇ + g(q) = u
– p. 29/5
Investigate the use of the (PD plus gravity compensation)
control law
u = g(q) − Kp (q − q ∗ ) − Kd q̇
e = q − q∗ , ė = q̇
M ë = M q̈
= −C q̇ − D q̇ − g(q) + u
= −C q̇ − D q̇ − Kp (q − q ∗ ) − Kd q̇
= −C ė − D ė − Kp e − Kd ė
– p. 30/5
M ë = −C ė − D ė − Kp e − Kd ė
V = 12 ėT M (q)ė + 12 eT Kp e
V̇ = ėT M ë + 12 ėT Ṁ ė + eT Kp ė
1 T
= 2 ė (Ṁ − 2C)ė − ėT (Kd + D)ė
– p. 31/5
(Kd + D) is positive definite
M ë = −C ė − D ė − Kp e − Kd ė
ė(t) ≡ 0 ⇒ ë(t) ≡ 0 ⇒ Kp e(t) ≡ 0 ⇒ e(t) ≡ 0
By LaSalle’s theorem the origin (e = 0, ė = 0) is globally
asymptotically stable
– p. 32/5
Region of Attraction
– p. 33/5
Example
ẋ1 = −x2
ẋ2 = x1 + (x21 − 1)x2
4
x
2
2
0
x
1
−2
−4
−4 −2 0 2 4
– p. 34/5
Example
ẋ1 = x2
ẋ2 = −x1 + 13 x31 − x2
4
x
2
2
0
x
1
−2
−4
−4 −2 0 2 4
– p. 35/5
Estimates of the Region of Attraction: Find a subset of the
region of attraction
NO
Why?
– p. 36/5
Example: Reconsider
ẋ1 = x2
1 3 def
ẋ2 = −x1 + x
3 1
− x2 = −h1 (x1 ) − h2 (x2 )
Z x1
V (x) = (y − 13 y 3 ) + 12 x22 dy = 1 2
2 x1 − 1 4
12 x1 + 12 x22
0
– p. 37/5
The simplest estimate is the bounded component of
{V (x) < c} where c = minx∈∂D V (x)
Example (Revisited)
ẋ1 = x2
ẋ2 = −x1 + 13 x31 − x2
V (x) = 12 x21 − 12
1 4
x1 + 12 x22
√ √
D = {− 3 < x1 < 3}
3
min V (x) = 4
|x1 |=3
– p. 38/5
x’=y
y ’ = − x + x3/3 − y
0
y
−1
−2
−3
−4
−4 −3 −2 −1 0 1 2 3 4
x
– p. 39/5
Finding the estimate {V (x) < c} for a quadratic Lyapunov
function V (x) = xT P x, where P = P T > 0
r2
For D = {|bT x| < r}, min xT P x =
|bT x|=r bT P −1 b
– p. 40/5
Example
ẋ1 = −x2
ẋ2 = x1 + (x21 − 1)x2
– p. 41/5
Example
ẋ1 = x2
ẋ2 = −4(x1 + x2 ) − h(x1 + x2 )
– p. 42/5
V̇ (x) is negative definite in {|x1 + x2 | ≤ 1}
" #
1
b= , {|x1 + x2 | ≤ 1} = {|xT b| ≤ 1}
1
T 1
c= min x Px = =1
|x1 +x2 |=1 bT P −1 b
{V (x) < 1} is an estimate of the region of attraction
– p. 43/5
σ = x1 + x2
d
σ 2 = 2σx2 − 8σ 2 − 2σh(σ) ≤ 2σx2 − 8σ 2 , ∀ |σ| ≤ 1
dt
d
On σ = 1, σ 2 ≤ 2x2 − 8 ≤ 0, ∀ x2 ≤ 4
dt
d
On σ = −1, σ 2 ≤ −2x2 − 8 ≤ 0, ∀ x2 ≥ −4
dt
c1 = V (x)|x1 =−3,x2 =4 = 10, c2 = V (x)|x1 =3,x2 =−4 = 10
– p. 44/5
5 x
2
(−3,4)
V(x) = 10
0 x1
V(x) = 1
(3,−4)
−5
−5 0 5
– p. 45/5
Exponential Stability:
– p. 46/5
Proof: Choose c > 0 small enough that
{k1 kxka ≤ c} ⊂ D
V (x) ≤ c ⇒ k1 kxka ≤ c
Ωc = {V (x) ≤ c} ⊂ { k1 kxka ≤ c} ⊂ D
Ωc is compact and positively invariant; ∀ x(0) ∈ Ωc
a k3
V̇ ≤ −k3 kxk ≤− V
k2
dV k3
≤− dt
V k2
V (x(t)) ≤ V (x(0))e−(k3 /k2 )t
– p. 47/5
1/a
V (x(t))
kx(t)k ≤
k1
" #1/a
V (x(0))e−(k3 /k2 )t
≤
k1
" #1/a
k2 kx(0)ka e−(k3 /k2 )t
≤
k1
1/a
k2 −γt k3
= e kx(0)k, γ=
k1 k2 a
– p. 48/5
Example
ẋ1 = x2 , ẋ2 = −h(x1 ) − x2
c1 y 2 ≤ yh(y) ≤ c2 y 2 , ∀ y, c2 > c1 > 0
" # Z x1
1 T 1 1
V (x) = 2 x x +2 h(y) dy
1 2 0
| {z }
1 2 2
2 x 1 +x 1 x2 +x2
Z x1
c1 x21 ≤ 2 h(y) dy ≤ c2 x21
0
– p. 49/5
Converse Lyapunov Theorem–Exponential Stability
– p. 50/5
c1 kxk2 ≤ V (x) ≤ c2 kxk2
∂V
f (x) ≤ −c3 kxk2
∂x
∂V
≤ c4 kxk
∂x
– p. 51/5
Idea of the proof: Let ψ(t; x) be the solution of
ẏ = f (y), y(0) = x
Take
Z δ
V (x) = ψ T (t; x) ψ(t; x) dt, δ>0
0
– p. 52/5
Converse Lyapunov Theorem–Asymptotic Stability
V (x) → ∞ as x → ∂RA
∂V
f (x) ≤ −W (x), ∀ x ∈ RA
∂x
and for any c > 0, {V (x) ≤ c} is a compact subset of RA
When RA = Rn , V (x) is radially unbounded
– p. 53/5