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Lecture 2

Lyapunov stability analysis provides methods to determine stability of dynamical systems using Lyapunov functions. Key concepts include Lyapunov stability theorem, linearization theorem, and using Lyapunov functions and equations to analyze stability for linear time-invariant systems.

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16 views37 pages

Lecture 2

Lyapunov stability analysis provides methods to determine stability of dynamical systems using Lyapunov functions. Key concepts include Lyapunov stability theorem, linearization theorem, and using Lyapunov functions and equations to analyze stability for linear time-invariant systems.

Uploaded by

Ấm Lee
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Lyapunov Stability Outline

➢Lyapunov stability

➢Lyapunov function & Lyapunov‘s


stability theorem

➢Linear time-invariant case & Lyapunov‘s


linearization theorem
Who is Lyapunov?

• A Russian mathematician

• He proposed two methods (indirect & direct


methods) to analyze the stability of equilibrium
point of dynamical systems

• Lyapunov’s method is probably the most


important tool in the nonlinear system theory

Aleksandr Lyapunov
(1857-1917)
What Does Stability Mean?

equilibrium point
What Does Stability Mean?

equilibrium point Stable?


Lyapunov Stability
• is called an equilibrium point of if
• Consider autonomous system where the solution of the
system exists on and is unique. The equilibrium
point is called
 stable (in the sense of Lyapunov) if
such that

 asymptotically stable if it is stable and can be chosen


such that
Lyapunov Stability

Stable Asymptotic
Stable

• asymptotic stability = stability + attractivity


 stability attractivity
 attractivity stability
Lyapunov Stability

stable
Lyapunov Stability

asymp. stable when friction exists


Lyapunov Stability

unstable
Lyapunov Stability
• Many other variants of Lyapunov stability notions
Exponential stable: stable and converges faster than a particular
rate
Input-to-state stable: extends the notion to systems with inputs

• For a discrete-time system described by a difference equation,


Lyapunov stability can be defined in a similar manner

• There are other stability notions NOT in the sense of Lyapunov


for example, input-output stability (about the relations of
input/output signals)
How to determine (asym.) stability?
Lyapunov Stability of Linear System
Theorem
• For linear system where , it is
 asymptotically stable (with )

 stable (with )
1)
2) for each eigenvalue with and algebraic
multiplicity ,

means Jordan blocks associated with has order 1

Linear
Whatsystem: check eigenvalues!
about nonlinear system?
All the proofs in this lecture can be found in Khalil’s nonlinear systems, Section 4
Example
Ideal mass-spring system

Let

is the only equilibrium point


stable, not asymp. stable

harmonic motion
Example
Ideal mass-spring system

Let

potential kinetic
energy energy

Let total energy

stable, but can not conclude asymptotically stable


Example
Example
Example

Using this “energy function” idea, in 1892, Lyapunov


proposed a method to analyze the (asymp.) stability
of nonlinear systems.
Positive Definite Matrix
• A symmetric real matrix P is called
 positive semi-definite (denoted as ) if

 positive definite (denoted as ) if


Positive Definite Function
• A function is called
 positive semi-definite if

 positive definite if

For example,
Lyapunov’s Stability Theorem
• Let be a equilibrium point of nonlinear system
and be a domain containing . Let
be a continuously differentiable, positive definite function in D.
 If

then is stable.
 If
vector field
then is asymptotically stable.

• A function V satisfying conditions above is called Lyapunov function

Lyapunov’s
gradient of V
direct method
Lyapunov’s Stability Theorem
• Let be a equilibrium point of nonlinear system
and be a domain containing . Let
be a continuously differentiable, positive definite function in D.
 If

then is stable.
 If
vector field
then is asymptotically stable.

• A function V satisfying conditions above is called Lyapunov function

Lyapunov’s
gradient of V
direct method
Lyapunov Function

• A Lyapunov function V is continuously differentiable and


should satisfy positive definite

 ( or )

decreases (or does not increase)


along the solution
Example
Example

Let . Lyapunov function

asymptotically stable
Example
Lyapunov Function
• Lyapunov function provides a sufficient condition to verify (asymp.)
stability, without seeking for the exact solution (generally very hard)

• Converse Lyapunov theorem: under some conditions, (asymp.)


stability implies the existence of Lyapunov function.

(asymptotically) stability Lyapunov function

• Finding a Lyapunov function for nonlinear systems is generally very


hard. Energy functions are good candidates.

• Easy for time-invariant linear systems! (appear soon)


Lyapunov’s Theory In This Course
➢ Stability analysis of switched/hybrid systems (~ Week 3)
Common Lyapunov function

➢ Barrier certificates (~ Week 7)


Lyapunov function => stability certificate
Lyapunov-like function (barrier) => safety certificate

➢ Abstraction (~Week 11)


Lyapunov function for incrementally stable systems
Stability of LTI system
• Matrix is called Hurwitz if
• is asymptotically stable A is Hurwitz

• Consider a quadratic function where P is a real


symmetric positive definite matrix. Then

where

• If asymptotically stable
when is this possible?
Lyapunov Equation
Theorem
A matrix A is Hurwitz that satisfies the Lyapunov
equation

Moreover, if A is Hurwitz, then P is unique.

• Provide an alternate way to test A is Hurwitz or not:


Choose any Q>0 (e.g., Q=I), solve the Lyapunov equation for P.
If the equation has a positive definite solution, then A is Hurwitz;
otherwise, it is not.
Example
Ideal mass-spring-damper system

Let

Let , (total energy)

stable, but can not conclude asymptotically stable


asymptotically stable!
Example
Ideal mass-spring-damper system

Let

asymptotically stable!
Example
Ideal mass-spring-damper system

Let

asymptotically stable!
Example
Ideal mass-spring-damper system

Let
1.Lyapunov stability theorem is only sufficient
and Lyapunov functions are not unique
2. For linear systems, Lyapunov function can be
derived by solving Lyapunov equations

asymptotically stable!
Matlab
• Check a matrix P is positive definite or not
>> eig(P)
>> [~, a] = chol(P)

• Solve Lyapunov equation


>>P=lyap(A’,Q)

P=lyap(A,Q) solves the dual form of the Lyapunov function

that is used in filtering and not that is used in Lyapunov stability


Lyapunov Equation

• No computational advantage over calculating eigenvalues directly

• The interest is that it provides a procedure for finding a Lyapunov


function for any linear system when A is Hurwitz, which
can be used to prove Lyapunov’s linearization theorem.
Lyapunov’s Linearization Theorem
• For nonlinear system where f is continuously differentiable,
suppose that is an equilibrium point.
Let

linearization
Then of is
 asymptotical stable if

 unstable if
for some i.
Lyapunov’s Method
Lyapunov’s stability theorem

Lyapunov function (asymptotically) stable

Lyapunov’s linearization theorem

linearized system asymptotically stable or unstable


Summary
➢Lyapunov stability
• Stability, asymptotically stability
• (Asymptotically) stability of : check eigenvalues of A
➢Lyapunov function
• Positive definite matrix, positive definite function
• Lyapunov function
• Lyapunov’s Stability Theorem
➢Linear time-invariant case
• Lyapunov equation
• Lyapunov’s linearization method

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