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Stability Analysis of Nonlinear Systems Using Lyapunov Theory - I

The document discusses stability analysis of nonlinear systems using Lyapunov theory. It provides definitions, Lyapunov stability theorems, analysis of linear time invariant system stability, and examples of analyzing stability of pendulum systems with and without friction.

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Gurpreet Kaur
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375 views28 pages

Stability Analysis of Nonlinear Systems Using Lyapunov Theory - I

The document discusses stability analysis of nonlinear systems using Lyapunov theory. It provides definitions, Lyapunov stability theorems, analysis of linear time invariant system stability, and examples of analyzing stability of pendulum systems with and without friction.

Uploaded by

Gurpreet Kaur
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Lecture 33

Stability Analysis of Nonlinear Systems


Using Lyapunov Theory I
Dr. Radhakant Padhi
Asst. Professor
Dept. of Aerospace Engineering
Indian Institute of Science - Bangalore
ADVANCED CONTROL SYSTEM DESIGN
Dr. Radhakant Padhi, AE Dept., IISc-Bangalore
2
Out l i ne
Motivation
Definitions
Lyapunov Stability Theorems
Analysis of LTI System Stability
Instability Theorem
Examples
ADVANCED CONTROL SYSTEM DESIGN
Dr. Radhakant Padhi, AE Dept., IISc-Bangalore
3
Ref er enc es
H. J . Marquez: Nonlinear Control
Systems Analysis and Design, Wiley,
2003.
J -J . E. Slotine and W. Li: Applied
Nonlinear Control, Prentice Hall, 1991.
H. K. Khalil: Nonlinear Systems, Prentice
Hall, 1996.
ADVANCED CONTROL SYSTEM DESIGN
Dr. Radhakant Padhi, AE Dept., IISc-Bangalore
4
Tec hni ques of Nonl i near Cont r ol
Syst ems Anal ysi s and Desi gn
Phase plane analysis
Differential geometry (Feedback linearization)
Lyapunov theory
Intelligent techniques: Neural networks,
Fuzzy logic, Genetic algorithm etc.
Describing functions
Optimization theory (variational optimization,
dynamic programming etc.)
ADVANCED CONTROL SYSTEM DESIGN
Dr. Radhakant Padhi, AE Dept., IISc-Bangalore
5
Mot i vat i on
Eigenvalue analysis concept does not
hold good for nonlinear systems.
Nonlinear systems can have multiple
equilibrium points and limit cycles.
Stability behaviour of nonlinear systems
need not be always global (unlike linear
systems).
Need of a systematic approach that can
be exploited for control design as well.
ADVANCED CONTROL SYSTEM DESIGN
Dr. Radhakant Padhi, AE Dept., IISc-Bangalore
6
Def i ni t i ons
System Dynamics
Equilibrium Point
( )
: (a locally Lipschitz map)
:an open and connected subset of
n
n
X f X f D
D
=

R
R
( )
0
e e
X f X = =

( )
e
X
ADVANCED CONTROL SYSTEM DESIGN
Dr. Radhakant Padhi, AE Dept., IISc-Bangalore
7
Def i ni t i ons
Open Set
Connected Set
A connected set is a set which
cannot be represented as the
union of two or more disjoint
nonempty open subsets.
Intuitively, a set with only one
piece.
( )
A set is open if
for every ,
n
r
A
p A B p A

Space A is connected, B is not.


ADVANCED CONTROL SYSTEM DESIGN
Dr. Radhakant Padhi, AE Dept., IISc-Bangalore
8
Def i ni t i ons
Stable Equilibrium
Unstable Equilibrium
If the above condition is not satisfied, then the
equilibrium point is said to be unstable
0
is stable, provided for each 0, ( ) 0:
(0) ( ) ( )
e
e e
X
X X X t X t t


> >
< <
ADVANCED CONTROL SYSTEM DESIGN
Dr. Radhakant Padhi, AE Dept., IISc-Bangalore
9
Def i ni t i ons
Convergent Equilibrium
Asymptotically Stable
If an equilibrium point is both stable and convergent,
then it is said to be asymptotically stable.
( ) ( )
If : 0 lim
e e
t
X X X t X

< =
ADVANCED CONTROL SYSTEM DESIGN
Dr. Radhakant Padhi, AE Dept., IISc-Bangalore
10
Def i ni t i ons
Exponentially Stable
Convention
(without loss of generality)
( ) ( )
( )
, 0: 0 0
whenever 0
t
e e
e
X t X X X e t
X X

> >
<
The equilibrium point 0
e
X =
ADVANCED CONTROL SYSTEM DESIGN
Dr. Radhakant Padhi, AE Dept., IISc-Bangalore
11
Def i ni t i ons
A function is said to be positive semi definite in
if it satisfies the following conditions:
is said to be positive definite in if condition
(ii) is replaced by
is said to be negative definite (semi definite) in
if is positive definite.
( )
( ) 0 (0) 0
( ) 0,
i D and V
ii V X X D
=

( )
0 {0} V X in D >
: V D R
D
: V D R
: V D R
D
D
( )
V X
ADVANCED CONTROL SYSTEM DESIGN
Dr. Radhakant Padhi, AE Dept., IISc-Bangalore
12
Lyapunov St abi l i t y Theor ems
Theorem 1 (Stability)
( )
( )
( )
( )
Let 0 be an equilibrium point of , : .
Let : be a continuously differentiable function
such that:
( ) 0 0
( ) 0, {0}
( ) 0, {0}
Then 0 is "stable".
n
X X f X f D
V D
i V
ii V X in D
iii V X in D
X
= =

=
>

=

R
R
ADVANCED CONTROL SYSTEM DESIGN
Dr. Radhakant Padhi, AE Dept., IISc-Bangalore
13
Lyapunov St abi l i t y Theor ems
Theorem 2 (Asymptotically stable)
( )
( )
( )
( )
Let 0 be an equilibrium point of , : .
Let : be a continuously differentiable function
such that:
( ) 0 0
( ) 0, {0}
( ) 0, {0}
Then 0 is "asymptotically stable".
n
X X f X f D
V D
i V
ii V X in D
iii V X in D
X
= =

=
>
<
=

R
R
ADVANCED CONTROL SYSTEM DESIGN
Dr. Radhakant Padhi, AE Dept., IISc-Bangalore
14
Lyapunov St abi l i t y Theor ems
Theorem 3 (Globally asymptotically stable)
( )
( )
( )
( )
( )
Let 0 be an equilibrium point of , : .
Let : be a continuously differentiable function
such that:
( ) 0 0
( ) 0, {0}
( ) is "radially unbounded"
( ) 0, {0}
Then 0 is "glo
n
X X f X f D
V D
i V
ii V X in D
iii V X
iv V X in D
X
= =

=
>
<
=

R
R
bally asymptotically stable".
ADVANCED CONTROL SYSTEM DESIGN
Dr. Radhakant Padhi, AE Dept., IISc-Bangalore
15
Lyapunov St abi l i t y Theor ems
Theorem 3 (Exponentially stable)
( )
( )
1 2 3
1 2
3
Suppose all conditions for asymptotic stability are satisfied.
In addition to it, suppose constants , , , :
( )
( )
Then the origin 0 is "exponentially stable".
Moreover, if
p p
p
k k k p
i k X V X k X
ii V X k X
X

these conditions hold globally, then the


origin 0 is "globally exponentially stable". X =
ADVANCED CONTROL SYSTEM DESIGN
Dr. Radhakant Padhi, AE Dept., IISc-Bangalore
16
Ex ampl e:
Pendul um Wi t hout Fr i c t i on
System dynamics
Lyapunov function
1 2
, x x


( )
2
1
1
2
/ sin
x
x
g l x
x


=




( )
2
2 2
2 1
1
2
1
(1 cos )
2
V KE PE
m l mgh
ml x mg x

= +
= +
= +
ADVANCED CONTROL SYSTEM DESIGN
Dr. Radhakant Padhi, AE Dept., IISc-Bangalore
17
Pendul um Wi t hout Fr i c t i on
( ) ( ) ( )
( ) ( )
( )
1 2
1 2
2
1 2 2 1
2 1 2 1
sin sin
sin sin 0
0 (nsdf )
T
T
T
V X V f X
V V
f X f X
x x
g
mgl x ml x x x
l
mglx x mglx x
V X
=


=






=


= =

Hence, it is a stable system.


ADVANCED CONTROL SYSTEM DESIGN
Dr. Radhakant Padhi, AE Dept., IISc-Bangalore
18
Pendul um Wi t h Fr i c t i on
Modify the previous example by adding the
friction force
Defining the same state variables as above

kl


kl mg ma = sin
1 2
2 1 2
sin
x x
g k
x x x
l m
=
=

ADVANCED CONTROL SYSTEM DESIGN


Dr. Radhakant Padhi, AE Dept., IISc-Bangalore
19
Pendul um Wi t h Fr i c t i on
( ) ( ) ( )
( ) ( )
( ) ( )
1 2
1 2
2
1 2 2 1 2
2 2
2
sin sin
0 nsdf
T
T
T
V X V f X
V V
f X f X
x x
g k
mgl x ml x x x x
l m
kl x
V X
=


=






=


=

Hence, it is also just a stable system.


(A frustrating result..!)
ADVANCED CONTROL SYSTEM DESIGN
Dr. Radhakant Padhi, AE Dept., IISc-Bangalore
20
Anal ysi s of Li near Ti me
I nvar i ant Syst em
System dynamics:
Lyapunov function:
Derivative analysis:
,
n n
X AX A

=

R
( )
T T
T T T
T T
V X PX X PX
X A PX X PAX
X A P PA X
= +
= +
= +

( ) ( )
, 0 pdf
T
V X X PX P = >
ADVANCED CONTROL SYSTEM DESIGN
Dr. Radhakant Padhi, AE Dept., IISc-Bangalore
21
Anal ysi s of Li near Ti me
I nvar i ant Syst em
For stability, we aim for
By comparing
For a non-trivial solution
( )
T T T
X A P PA X X QX + =
( )
0
T
V X QX Q = >

0
T
PA A P Q + + =
(Lyapunov Equation)
ADVANCED CONTROL SYSTEM DESIGN
Dr. Radhakant Padhi, AE Dept., IISc-Bangalore
22
Anal ysi s of Li near Ti me
I nvar i ant Syst em
( )
The eigenvalues of a matrix satisfy Re 0
if and only if for any given symmetric matrix , a unique
matrix satisfying the Lyapuno
n n
i i
A
pdf Q
pdf P

<

Theorem:
v equation.
Proof: Please see Marquez book, pp.98-99.
0
and are related to each other by the following relationship:
However, the above equation is seldom used to compute . Instead
is directly solved from the Lyapunov equation.
T
A t At
P Q
P e Qe dt
P P

Note :
ADVANCED CONTROL SYSTEM DESIGN
Dr. Radhakant Padhi, AE Dept., IISc-Bangalore
23
Anal ysi s of Li near Ti me
I nvar i ant Syst ems
Choose an arbitrary symmetric positive
definite matrix
Solve for the matrix form the Lyapunov
equation and verify whether it is positive
definite
Result: If is positive definite, then
and hence the origin is asymptotically
stable.
( )
Q Q I =
P
P
( )
0 V X <

ADVANCED CONTROL SYSTEM DESIGN


Dr. Radhakant Padhi, AE Dept., IISc-Bangalore
24
Lyapunovs I ndi r ec t Theor em
( )
( )
( )
Let the linearized system about 0 be .
The theorem says that if all the eigenvalues 1, ,
of the matrix satisfy Re 0 (i.e. the linearized system
is exponentially stable), then for t
i
i
X X A X
i n
A

= =
=
<

he nonlinear system the


origin is locally exponentially stable.
ADVANCED CONTROL SYSTEM DESIGN
Dr. Radhakant Padhi, AE Dept., IISc-Bangalore
25
I nst abi l i t y t heor em
Consider the autonomous dynamical system and assume
is an equilibrium point. Let have the
following properties:
Under these conditions, is unstable
( )
( )
0 0
( ) (0) 0
( ) ,arbitrarilycloseto 0, suchthat 0
( ) 0 , wheretheset isdefinedasfollows
{ : and 0}
n
i V
ii X X V X
iii V X U U
U X D X V X
=
= >
>
= >

R
0 X=
0 X=
: V D R
ADVANCED CONTROL SYSTEM DESIGN
Dr. Radhakant Padhi, AE Dept., IISc-Bangalore
26
Summar y
Motivation
Notions of Stability
Lyapunov Stability Theorems
Stability Analysis of LTI Systems
Instability Theorem
Examples
ADVANCED CONTROL SYSTEM DESIGN
Dr. Radhakant Padhi, AE Dept., IISc-Bangalore
27
Ref er enc es
H. J . Marquez: Nonlinear Control
Systems Analysis and Design, Wiley,
2003.
J -J . E. Slotine and W. Li: Applied
Nonlinear Control, Prentice Hall, 1991.
H. K. Khalil: Nonlinear Systems, Prentice
Hall, 1996.
ADVANCED CONTROL SYSTEM DESIGN
Dr. Radhakant Padhi, AE Dept., IISc-Bangalore
28

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