Nonlinear Control

Lecture # 7
Stability of Feedback Systems

Nonlinear Control Lecture # 7 Stability of Feedback Systems

 u1✲ ❧e1✲ y1 ✲
+ H1
−✻

y2 + u
❄
✛ ✛ e2 ❧✛+ 2
H2

ẋi = fi (xi , ei ), yi = hi (xi , ei )

yi = hi (t, ei )

Nonlinear Control Lecture # 7 Stability of Feedback Systems

Passivity Theorems
Theorem 7.1
The feedback connection of two passive systems is passive

Proof
Let V1 (x1 ) and V2 (x2 ) be the storage functions for H1 and H2
(Vi = 0 if Hi is memoryless )

eTi yi ≥ V̇i , V (x) = V1 (x1 ) + V2 (x2 )

eT1 y1 + eT2 y2 = (u1 − y2 )T y1 + (u2 + y1 )T y2 = uT1 y1 + uT2 y2

   
u1 y
u= , y= 1
u2 y2

uT y = uT1 y1 + uT2 y2 ≥ V̇1 + V̇2 = V̇

Nonlinear Control Lecture # 7 Stability of Feedback Systems

Asymptotic Stability
Theorem 7.2
Consider the feedback connection of two dynamical systems.
When u = 0, the origin of the closed-loop system is
asymptotically stable if one of the following conditions is
satisfied:
both feedback components are strictly passive;
both feedback components are output strictly passive and
zero-state observable;
one component is strictly passive and the other one is
output strictly passive and zero-state observable.
If the storage function for each component is radially
unbounded, the origin is globally asymptotically stable

Nonlinear Control Lecture # 7 Stability of Feedback Systems

 Proof
H1 is SP; H2 is OSP & ZSO

eT1 y1 ≥ V̇1 + ψ1 (x1 ), ψ1 (x1 ) > 0, ∀ x1 6= 0

eT2 y2 ≥ V̇2 + y2T ρ2 (y2 ), y2T ρ(y2 ) > 0, ∀y2 6= 0

eT1 y1 + eT2 y2 = (u1 − y2 )T y1 + (u2 + y1 )T y2 = uT1 y1 + uT2 y2

V (x) = V1 (x1 ) + V2 (x2 )
V̇ ≤ uT y − ψ1 (x1 ) − y2T ρ2 (y2 )
u = 0 ⇒ V̇ ≤ −ψ1 (x1 ) − y2T ρ2 (y2 )

Nonlinear Control Lecture # 7 Stability of Feedback Systems

 V̇ ≤ −ψ1 (x1 ) − y2T ρ2 (y2 )
V̇ = 0 ⇒ x1 = 0 and y2 = 0
y2 (t) ≡ 0 ⇒ e1 (t) ≡ 0 ( & x1 (t) ≡ 0) ⇒ y1 (t) ≡ 0
y1 (t) ≡ 0 ⇒ e2 (t) ≡ 0
By zero-state observability of H2 : y2 (t) ≡ 0 ⇒ x2 (t) ≡ 0
Apply the invariance principle

Nonlinear Control Lecture # 7 Stability of Feedback Systems

 Example 7.1




ẋ1 = x2  ẋ3 = x4

ẋ2 = −ax31 − kx2 + e1  ẋ4 = −bx3 − x34 + e2

y1 = x2  y2 = x4
| {z }  | {z }
H1
 H2

a, b, k > 0
V1 = 14 ax41 + 12 x22
V̇1 = ax31 x2 − ax31 x2 − kx22 + x2 e1 = −ky12 + y1 e1
With e1 = 0, y1 (t) ≡ 0 ⇔ x2 (t) ≡ 0 ⇒ x1 (t) ≡ 0
H1 is output strictly passive and zero-state observable

Nonlinear Control Lecture # 7 Stability of Feedback Systems

 V2 = 21 bx23 + 12 x24
V̇2 = bx3 x4 − bx3 x4 − x44 + x4 e2 = −y24 + y2 e2

With e2 = 0, y2 (t) ≡ 0 ⇔ x4 (t) ≡ 0 ⇒ x3 (t) ≡ 0

H2 is output strictly passive and zero-state observable

V1 and V2 are radially unbounded

The origin is globally asymptotically stable

Nonlinear Control Lecture # 7 Stability of Feedback Systems

 Theorem 7.3
Consider the feedback connection of a strictly passive
dynamical system with a passive time-varying memoryless
function. When u = 0, the origin of the closed-loop system is
uniformly asymptotically stable. if the storage function for the
dynamical system is radially unbounded, the origin will be
globally uniformly asymptotically stable

Proof
Let V1 (x1 ) be (positive definite) storage function of H1 .

∂V1
V̇1 = f1 (x1 , e1 ) ≤ eT1 y1 − ψ1 (x1 ) = −eT2 y2 − ψ1 (x1 )
∂x1

eT2 y2 ≥ 0 ⇒ V̇1 ≤ −ψ1 (x1 )

Nonlinear Control Lecture # 7 Stability of Feedback Systems

 Example 7.4
Consider the feedback connection of a strictly positive real
transfer function and a passive time-varying memoryless
function
From Lemma 5.4, we know that the dynamical system is
strictly passive with a positive definite storage function
V (x) = 21 xT P x
From Theorem 7.3, the origin of the closed-loop system is
globally uniformly asymptotically stable

Nonlinear Control Lecture # 7 Stability of Feedback Systems

 Theorem 7.4
Consider the feedback connection of a time-invariant
dynamical system H1 with a time-invariant memoryless
function H2 . Suppose H1 is zero-state observable, V1 (x1 ) is
positive definite

eT1 y1 ≥ V̇1 + y1T ρ1 (y1 ), eT2 y2 ≥ eT2 ϕ2 (e2 )

Then, the origin of the closed-loop system (when u = 0) is

asymptotically stable if

v T [ρ1 (v) + ϕ2 (v)] > 0, ∀ v 6= 0

Furthermore, if V1 is radially unbounded, the origin will be

globally asymptotically stable

Nonlinear Control Lecture # 7 Stability of Feedback Systems

 Example 7.5




ẋ = f (x) + G(x)e1 
 y2 = σ(e2 )
y1 = h(x)  | {z }
| {z }  H2
H1

σ(0) = 0, eT2 σ(e2 ) > 0, ∀ e2 6= 0
Suppose H1 is zero-state observable and there is a radially
unbounded positive definite function V1 (x) such that

∂V1 ∂V1
f (x) ≤ 0, G(x) = hT (x), ∀ x ∈ Rn
∂x ∂x

∂V1 ∂V1
V̇1 = f (x) + G(x)e1 ≤ y1T e1
∂x ∂x

Nonlinear Control Lecture # 7 Stability of Feedback Systems

 Apply Theorem 7.4:
V̇1 ≤ eT1 y1
eT1 y1 ≥ V̇1 + y1T ρ1 (y1 ) is satisfied with ρ1 = 0

eT2 y2 = eT2 σ(e2 )

eT2 y2 ≥ eT2 ϕ2 (e2 ) is satisfied with ϕ2 = σ

v T [ρ1 (v) + ϕ2 (v)] = v T σ(v) > 0, ∀ v 6= 0

The origin is globally asymptotically stable

Nonlinear Control Lecture # 7 Stability of Feedback Systems

The Small-Gain Theorem

u1 ✲ e
♥ 1✲
y1 ✲
+ H1
−✻

y2 e +
❄ u2
✛ ✛ 2 ♥✛+
H2

ky1τ kL ≤ γ1 ke1τ kL + β1 , ∀ e1 ∈ Lm
e , ∀ τ ∈ [0, ∞)

ky2τ kL ≤ γ2 ke2τ kL + β2 , ∀ e2 ∈ Lqe , ∀ τ ∈ [0, ∞)

Nonlinear Control Lecture # 7 Stability of Feedback Systems

      
u1 y1 e1
u= , y= , e=
u2 y2 e2

Theorem 7.7
The feedback connection is finite-gain L stable if γ1 γ2 < 1

Nonlinear Control Lecture # 7 Stability of Feedback Systems

Absolute Stability
r=0 + ✎☞u y
✲ ✲ G(s) ✲
✍✌
− ✻

ψ(·) ✛

Definition 7.1
The system is absolutely stable if the origin is globally
uniformly asymptotically stable for any nonlinearity in a given
sector. It is absolutely stable with finite domain if the origin is
uniformly asymptotically stable

Nonlinear Control Lecture # 7 Stability of Feedback Systems

Circle Criterion
Suppose G(s) = C(sI − A)−1 B + D is SPR, ψ ∈ [0, ∞]

ẋ = Ax + Bu
y = Cx + Du
u = −ψ(y)

By the KYP Lemma, ∃ P = P T > 0, L, W, ε > 0

P A + AT P = −LT L − εP
P B = C T − LT W
W W = D + DT
T

V (x) = 12 xT P x

Nonlinear Control Lecture # 7 Stability of Feedback Systems

 1 T
V̇ = 2
x P ẋ + 21 ẋT P x
1 T
= 2
x (P A + AT P )x + xT P Bu
= − 21 xT LT Lx − 21 εxT P x + xT (C T − LT W )u
= − 12 xT LT Lx − 21 εxT P x + (Cx + Du)T u
T T T
− u Du − x L W u

uT Du = 12 uT (D + D T )u = 21 uT W T W u

V̇ = − 12 εxT P x − 1
2
(Lx + W u)T (Lx + W u) − y T ψ(y)

y T ψ(y) ≥ 0 ⇒ V̇ ≤ − 12 εxT P x

The origin is globally exponentially stable

Nonlinear Control Lecture # 7 Stability of Feedback Systems

 What if ψ ∈ [K1 , ∞]?

✲+ ❢ ✲ G(s) ✲ ✲+ ❢ ✲+ ❢ ✲ G(s) ✲
− − −
✻ ✻ ✻
K1 ✛

ψ(·) ✛ ✛ ψ(·) ✛
+
❢
−
✻
K ✛1 ψ̃(·)

ψ̃ ∈ [0, ∞]; hence the origin is globally exponentially stable if

G(s)[I + K1 G(s)]−1 is SPR

Nonlinear Control Lecture # 7 Stability of Feedback Systems

 What if ψ ∈ [K1 , K2 ]?

✲+ ❢ ✲ G(s) ✲ ✲+ ❢ ✲+ ❢ ✲ G(s) ✲ ❄
✲❢
+ ✲
− − − K +
✻ ✻ ✻
K1 ✛

ψ(·) ✛ ✛ ψ(·) ✛ K −1 ✛ + ❢✛
+
❢ +
−
✻ ✻
K ✛1 ψ̃(·)

ψ̃ ∈ [0, ∞]; hence the origin is globally exponentially stable if

I + KG(s)[I + K1 G(s)]−1 is SPR
Nonlinear Control Lecture # 7 Stability of Feedback Systems
 I + KG(s)[I + K1 G(s)]−1 = [I + K2 G(s)][I + K1 G(s)]−1

Theorem 7.8 (Circle Criterion)

The system is absolutely stable if
ψ ∈ [K1 , ∞] and G(s)[I + K1 G(s)]−1 is SPR, or
ψ ∈ [K1 , K2 ] and [I + K2 G(s)][I + K1 G(s)]−1 is SPR
If the sector condition is satisfied only on a set Y ⊂ Rm , then
the foregoing conditions ensure absolute stability with finite
domain

Nonlinear Control Lecture # 7 Stability of Feedback Systems

 Scalar Case: ψ ∈ [α, β], β > α
The system is absolutely stable if
1 + βG(s)
is Hurwitz and
1 + αG(s)
 
1 + βG(jω)
Re > 0, ∀ ω ∈ [0, ∞]
1 + αG(jω)

Nonlinear Control Lecture # 7 Stability of Feedback Systems

 Case 1: α > 0
By the Nyquist criterion

1 + βG(s) 1 βG(s)
= +
1 + αG(s) 1 + αG(s) 1 + αG(s)

is Hurwitz if the Nyquist plot of G(jω) does not intersect the

point −(1/α) + j0 and encircles it m times in the
counterclockwise direction, where m is the number of poles of
G(s) in the open right-half complex plane
1
1 + βG(jω) β
+ G(jω)
>0 ⇔ 1 >0
1 + αG(jω) α
+ G(jω)

Nonlinear Control Lecture # 7 Stability of Feedback Systems

 "1 #
β
+ G(jω)
Re 1 > 0, ∀ ω ∈ [0, ∞]
α
+ G(jω)

D(α,β) q

θ θ
2 1

−1/α −1/β

The system is absolutely stable if the Nyquist plot of G(jω)

does not enter the disk D(α, β) and encircles it m times in the
counterclockwise direction
Nonlinear Control Lecture # 7 Stability of Feedback Systems
 Theorem 7.9
Consider an SISO G(s) and ψ ∈ [α, β]. Then, the system is
absolutely stable if one of the following conditions is satisfied.
1 0 < α < β, the Nyquist plot of G(s) does not enter the
disk D(α, β) and encircles it p times in the
counterclockwise direction, where p is the number of
poles of G(s) with positive real parts
2 0 = α < β, G(s) is Hurwitz and the Nyquist plot of G(s)
lies to the right of the vertical line Re[s] = −1/β.
3 α < 0 < β, G(s) is Hurwitz and the Nyquist plot of G(s)
lies in the interior of the disk D(α, β).
If the sector condition is satisfied only on an interval [a, b],
then the foregoing conditions ensure absolute stability with
finite domain

Nonlinear Control Lecture # 7 Stability of Feedback Systems

Popov Criterion
✲+ ❢ ✲ G(s) ✲
−
✻

ψ(·) ✛

ẋ = Ax + Bu, y = Cx
(A, B) controllable, (A, C) observable
ui = −ψi (yi ), ψi ∈ [0, ki ], 1 ≤ i ≤ m, (0 < ki ≤ ∞)

G(s) = C(sI − A)−1 B

Γ = diag(γ1 , . . . , γm), M = diag(1/k1 , · · · , 1/km)

Nonlinear Control Lecture # 7 Stability of Feedback Systems

 Theorem 7.10
The system is absolutely stable if for 1 ≤ i ≤ m,

ψi ∈ [0, ki ], 0 < ki ≤ ∞

and there is γi ≥ 0, with (1 + λk γi ) 6= 0 for every eigenvalue

λk of A, such that

M + (I + sΓ)G(s) is SPR

If the sector condition ψi ∈ [0, ki ] is satisfied only on a set

Y ⊂ Rm , then the system is absolutely stable with finite
domain

Nonlinear Control Lecture # 7 Stability of Feedback Systems

 Scalar case
1
+ (1 + sγ)G(s)
k
is SPR if G(s) is Hurwitz and
1
+ Re[G(jω)] − γωIm[G(jω)] > 0, ∀ ω ∈ [0, ∞)
k
If  
1
lim + Re[G(jω)] − γωIm[G(jω)] =0
ω→∞ k
we also need
 
2 1
lim ω + Re[G(jω)] − γωIm[G(jω)] >0
ω→∞ k

Nonlinear Control Lecture # 7 Stability of Feedback Systems

 1
+ Re[G(jω)] − γωIm[G(jω)] > 0, ∀ ω ∈ [0, ∞)
k

slope = 1/γ ωIm[G(jω)]

−1/k Re[G(jω)]

Popov Plot

Nonlinear Control Lecture # 7 Stability of Feedback Systems

 Example

ẋ1 = x2 , ẋ2 = −x2 − h(y), y = x1

ẋ2 = −αx1 − x2 − h(y) + αx1 , α>0

1
G(s) = , ψ(y) = h(y) − αy
s2 +s+α

h ∈ [α, β] ⇒ ψ ∈ [0, k] (k = β − α > 0)

α − ω 2 + γω 2
γ>1 ⇒ > 0, ∀ ω ∈ [0, ∞)
(α − ω 2 )2 + ω 2
ω 2(α − ω 2 + γω 2)
and lim =γ −1 >0
ω→∞ (α − ω 2 )2 + ω 2

Nonlinear Control Lecture # 7 Stability of Feedback Systems

 The system is absolutely stable for ψ ∈ [0, ∞] (h ∈ [α, ∞])

ω Im G
0.2 slope=1

0
Re G
−0.2
−0.4
−0.6
−0.8
−1
−0.5 0 0.5 1

Compare with the circle criterion (γ = 0)

1 α − ω2 √
+ > 0, ∀ ω ∈ [0, ∞], for k < 1 + 2 α
k (α − ω 2 )2 + ω 2

Nonlinear Control Lecture # 7 Stability of Feedback Systems