Nonlinear Control

Lecture # 13
Passivity

Nonlinear Control Lecture # 13 Passivity

Positive Real Transfer Functions
Definition 5.4
An m × m proper rational transfer function matrix G(s) is
positive real if
poles of all elements of G(s) are in Re[s] ≤ 0
for all real ω for which jω is not a pole of any element of
G(s), the matrix G(jω) + GT (−jω) is positive
semidefinite
any pure imaginary pole jω of any element of G(s) is a
simple pole and the residue matrix lims→jω (s − jω)G(s)
is positive semidefinite Hermitian
G(s) is strictly positive real if G(s − ε) is positive real for
some ε > 0

Nonlinear Control Lecture # 13 Passivity

 Scalar Case (m = 1):

G(jω) + GT (−jω) = 2Re[G(jω)]

Re[G(jω)] is an even function of ω. The second condition of

the definition reduces to

Re[G(jω)] ≥ 0, ∀ ω ∈ [0, ∞)

which holds when the Nyquist plot of of G(jω) lies in the

closed right-half complex plane
This is true only if the relative degree of the transfer function
is zero or one

Nonlinear Control Lecture # 13 Passivity

 Lemma 5.1
An m × m proper rational transfer function matrix G(s) is
strictly positive real if and only if
G(s) is Hurwitz
G(jω) + GT (−jω) > 0, ∀ ω ∈ R
G(∞) + GT (∞) > 0 or

lim ω 2(m−q) det[G(jω) + GT (−jω)] > 0

ω→∞

where q = rank[G(∞) + GT (∞)]

Nonlinear Control Lecture # 13 Passivity

 Scalar Case (m = 1): G(s) is strictly positive real if and only if

G(s) is Hurwitz
Re[G(jω)] > 0, ∀ ω ∈ [0, ∞)
G(∞) > 0 or

lim ω 2Re[G(jω)] > 0

ω→∞

Nonlinear Control Lecture # 13 Passivity

 Example 5.6

1
G(s) =
s
has a simple pole at s = 0 whose residue is 1
 
1
Re[G(jω)] = Re = 0, ∀ ω 6= 0
jω

Hence, G is positive real. It is not strictly positive real since

1
(s − ε)

has a pole in Re[s] > 0 for any ε > 0

Nonlinear Control Lecture # 13 Passivity

 1
G(s) = , a > 0, is Hurwitz
s+a
a
Re[G(jω)] = > 0, ∀ ω ∈ [0, ∞)
ω2 + a2
ω 2a
lim ω 2 Re[G(jω)] = lim = a > 0 ⇒ G is SPR
ω→∞ ω→∞ ω 2 + a2

1 1 − ω2
G(s) = , Re[G(jω)] =
s2 + s + 1 (1 − ω 2 )2 + ω 2
G is not PR

Nonlinear Control Lecture # 13 Passivity

 s+2 1
 
s+1 s+2
G(s) =   is Hurwitz
−1 2
s+2 s+1

2(2+ω 2 )
 −2jω

1+ω 2 4+ω 2
G(jω) + GT (−jω) =   > 0, ∀ ω ∈ R
2jω 4
4+ω 2 1+ω 2
 
T 2 0
G(∞) + G (∞) = , q=1
0 0

lim ω 2 det[G(jω) + GT (−jω)] = 4 ⇒ G is SPR

ω→∞

Nonlinear Control Lecture # 13 Passivity

 Positive Real Lemma (5.2)
Let
G(s) = C(sI − A)−1 B + D
where (A, B) is controllable and (A, C) is observable. G(s) is
positive real if and only if there exist matrices P = P T > 0, L,
and W such that

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

Nonlinear Control Lecture # 13 Passivity

 Kalman–Yakubovich–Popov Lemma (5.3)
Let
G(s) = C(sI − A)−1 B + D
where (A, B) is controllable and (A, C) is observable. G(s) is
strictly positive real if and only if there exist matrices
P = P T > 0, L, and W , and a positive constant ε such that

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

Nonlinear Control Lecture # 13 Passivity

 Lemma 5.4
The linear time-invariant minimal realization

ẋ = Ax + Bu, y = Cx + Du

with
G(s) = C(sI − A)−1 B + D
is
passive if G(s) is positive real
strictly passive if G(s) is strictly positive real

Proof
Apply the PR and KYP Lemmas, respectively, and use
V (x) = 12 xT P x as the storage function

Nonlinear Control Lecture # 13 Passivity

 ∂V
uT y − (Ax + Bu)
∂x
= uT (Cx + Du) − xT P (Ax + Bu)
= uT Cx + 21 uT (D + D T )u
− 12 xT (P A + AT P )x − xT P Bu
= uT (B T P + W T L)x + 12 uT W T W u
+ 21 xT LT Lx + 12 εxT P x − xT P Bu
1
= 2
(Lx + W u)T (Lx + W u) + 21 εxT P x ≥ 12 εxT P x

In the case of the PR Lemma, ε = 0, and we conclude that

the system is passive; in the case of the KYP Lemma, ε > 0,
and we conclude that the system is strictly passive

Nonlinear Control Lecture # 13 Passivity

Connection with Stability
Lemma 5.5
If the system

ẋ = f (x, u), y = h(x, u)

is passive with a positive definite storage function V (x), then

the origin of ẋ = f (x, 0) is stable

Proof

∂V ∂V
uT y ≥ f (x, u) ⇒ f (x, 0) ≤ 0
∂x ∂x

Nonlinear Control Lecture # 13 Passivity

 Lemma 5.6
If the system

ẋ = f (x, u), y = h(x, u)

is strictly passive, then the origin of ẋ = f (x, 0) is

asymptotically stable. Furthermore, if the storage function is
radially unbounded, the origin will be globally asymptotically
stable

Proof
The storage function V (x) is positive definite

∂V ∂V
uT y ≥ f (x, u) + ψ(x) ⇒ f (x, 0) ≤ −ψ(x)
∂x ∂x
Why is V (x) positive definite? Let φ(t; x) be the solution of
ż = f (z, 0), z(0) = x

Nonlinear Control Lecture # 13 Passivity

 V̇ ≤ −ψ(x)
Z τ
V (φ(τ ; x)) − V (x) ≤ − ψ(φ(t; x)) dt, ∀ τ ∈ [0, δ]
0
Z τ
V (φ(τ ; x)) ≥ 0 ⇒ V (x) ≥ ψ(φ(t; x)) dt
0
Z τ
V (x̄) = 0 ⇒ ψ(φ(t; x̄)) dt = 0, ∀ τ ∈ [0, δ]
0

⇒ ψ(φ(t; x̄)) ≡ 0 ⇒ φ(t; x̄) ≡ 0 ⇒ x̄ = 0

Nonlinear Control Lecture # 13 Passivity

 Definition 5.5
The system
ẋ = f (x, u), y = h(x, u)
is zero-state observable if no solution of ẋ = f (x, 0) can stay
identically in S = {h(x, 0) = 0}, other than the zero solution
x(t) ≡ 0

Linear Systems
ẋ = Ax, y = Cx
Observability of (A, C) is equivalent to

y(t) = CeAt x(0) ≡ 0 ⇔ x(0) = 0 ⇔ x(t) ≡ 0

Nonlinear Control Lecture # 13 Passivity

 Lemma 5.6
If the system

ẋ = f (x, u), y = h(x, u)

is output strictly passive and zero-state observable, then the

origin of ẋ = f (x, 0) is asymptotically stable. Furthermore, if
the storage function is radially unbounded, the origin will be
globally asymptotically stable

Proof
The storage function V (x) is positive definite

∂V ∂V
uT y ≥ f (x, u) + y T ρ(y) ⇒ f (x, 0) ≤ −y T ρ(y)
∂x ∂x

V̇ (x(t)) ≡ 0 ⇒ y(t) ≡ 0 ⇒ x(t) ≡ 0

Apply the invariance principle

Nonlinear Control Lecture # 13 Passivity

 Example 5.7

ẋ = f (x) + G(x)u, y = h(x), dim (u) = dim (y)

Suppose there is V (x) such that

∂V ∂V
f (x) ≤ 0, G(x) = hT (x)
∂x ∂x

∂V ∂V
uT y − V̇ = uT h(x) − f (x) − hT (x)u = − f (x) ≥ 0
∂x ∂x
If V (x) is positive definite, the origin of ẋ = f (x) is stable

Nonlinear Control Lecture # 13 Passivity

 If we have the stronger condition
∂V ∂V
f (x) ≤ −khT (x)h(x), G(x) = hT (x), k>0
∂x ∂x
uT y − V̇ ≥ ky T y
The system is output strictly passive. If, in addition, it is
zero-state observable, then the origin of ẋ = f (x) is
asymptotically stable

Nonlinear Control Lecture # 13 Passivity

 Example 5.8

ẋ1 = x2 , ẋ2 = −ax31 − kx2 + u, y = x2 , a, k > 0

V (x) = 41 ax41 + 12 x22

V̇ = ax31 x2 + x2 (−ax31 − kx2 + u) = −ky 2 + yu

The system is output strictly passive

y(t) ≡ 0 ⇔ x2 (t) ≡ 0 ⇒ ax31 (t) ≡ 0 ⇒ x1 (t) ≡ 0

The system is zero-state observable. V is radially unbounded.

Hence, the origin of the unforced system is globally
asymptotically stable

Nonlinear Control Lecture # 13 Passivity