Stability Analysis of Nonlinear Systems Using Lyapunov Theory - I
Stability Analysis of Nonlinear Systems Using Lyapunov Theory - I
R
R
( )
0
e e
X f X = =
( )
e
X
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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
> >
<
The equilibrium point 0
e
X =
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Dr. Radhakant Padhi, AE Dept., IISc-Bangalore
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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
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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
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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
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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".
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Dr. Radhakant Padhi, AE Dept., IISc-Bangalore
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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
( )
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
= +
= +
= +
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Dr. Radhakant Padhi, AE Dept., IISc-Bangalore
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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
=
=
=
= =
kl
kl mg ma = sin
1 2
2 1 2
sin
x x
g k
x x x
l m
=
=
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 = >
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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)
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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 :
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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 <
= =
=
<
R
0 X=
0 X=
: V D R
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Dr. Radhakant Padhi, AE Dept., IISc-Bangalore
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Summar y
Motivation
Notions of Stability
Lyapunov Stability Theorems
Stability Analysis of LTI Systems
Instability Theorem
Examples
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Dr. Radhakant Padhi, AE Dept., IISc-Bangalore
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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.
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Dr. Radhakant Padhi, AE Dept., IISc-Bangalore
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