F X DT D: 1) Krasovskii's Theorem
F X DT D: 1) Krasovskii's Theorem
system
1) Krasovskii’s Theorem
A system described by the dynamic equation:
d
x f (x)
dt
where x is an n-dimensional vector.
Assuming origin to be an equilibrium point, f(0) = 0
and f(x) is differentiable with respect to each
component of x ,
then Jacobian matrix for the system is defined as:
f1 f1 f1
x
x2 xn
1
f 2 f 2 f 2
F ( x) f ( x) x1 x2 xn
x
f f n f n
n
xn xn xn
• Define F ( x ) F *
( x) F ( x)
*
where F ( x) is conjugate transpose of F (x).
• If F (x) is negative definite , the equilibrium point
x = 0 is asymptotically stable.
• Then a Lyapunov function for system is
V ( x) f * ( x ) f ( x)
• And if V ( x) f ( x) f ( x) as x
*
f * ( x) F * ( x) f ( x) f * ( x) F ( x) f ( x )
f * ( x) F * ( x) F ( x) f ( x)
f * ( x) F ( x) f ( x)
• if F (x) is a negative definite , then d V (x) will also
dt
• Solution: From system equation, we can identify :
f1 ( x) x1 ; f 2 ( x) x1 x2 x 3
2
• Obtain the Jacobian matrix as:
1 0
F ( x) 2
1 ( 1 3 x 2 )
^
• F ( x) is defined as:
^ 1 0 1 1 2 1
F ( x)
2 2
2
1 (1 3x2 ) 0 (1 3x2 ) 1 (2 6 x2 )
^
• using Slyvester theorem, F ( x) is found to be
negative definite.
• So the equilibrium state at x = 0 is stable.
• Corresponding Lyapunov function is given as:
V ( x) f ( x) f ( x) x ( x1 x2 x )
* 2
1
3 2
2
• It can be seen that V ( x) as x
• So the equilibrium state at x = 0 is also
asymptotically stable in the large.
2) Variable Gradient Method
If a Lyapunov function V(x) which prove stability of a
equilibrium point exists, a unique gradient exists.
By constraining V(x) to be positive definite and
gradient function to be negative function, The V(x)
can be generated by integrating the gradient.
d
Let system state space equations be: x f ( x, t )
dt
Assuming origin to be an equilibrium point, f(0) = 0.
Let V(x) be a suitable Lyapunov function, then:
d V . V . V .
V ( x, t ) x1 x2 xn
dt x1 x2 xn
• Above equation can be written in matrix form as:
d V V V .
V ( x, t ) x
dt x1 x2 xn
• Which can again written as :
d .
V ( x , t ) V x
T
dt
V
x
1
V1
Where V is the gradient V V
V x2 2
of V, given by:
V Vn
xn
• V can be obtained from V as a line Integral as:
x1 , x2 ,, xn
V ( x) V
T
dx
0
• Upper limit need not imply that V is a vector.
• Integration can be up to an arbitrary point in the
state space.
• Integral can be made independent of path.
• Simple one: Keeping only one of states free while
making other states equal to constant with respect
to the free state.
• So the arbitrary point can be reached along
different coordinate axis of the state space.
x1 x2
Vn x1 , x2 , , xn 1 , n dn
0
Vi V j
; (i j , i, j 1,2, , n)
x j xi
• These are n(n-1)/2 equation are called curl
equations
• Problem of determining the Lyapunov function
become equal to the problem of finding a V such
that n- dimensional curl of V equals to zero.
• And also further V and dV/dt must satisfy the
Lyapunov theorems.
• Procedure: Step 1: AssumeV is a general function
of the form: (a x a x a x )
11 1 12 2 1n n
( a x a x a x )
V 21 1 22 2 2n n
(an1 x1 an 2 x2 ann xn )
• Where aij ' s are the unknown parameters that
need to be determined.
Step 2 : From V , determine dV/dt as:
d .
V ( x , t ) V x T
dt
d V . V . V .
V ( x, t ) x1 x2 xn
dt x1 x2 xn
Step 3: Constrain dV/dt to be negative definite.
Step4: Use the n(n-1)/2 curl equations to be
determine the remaining coefficients of V
Vi V j
; (i j , i, j 1,2, , n)
x j xi
Step 5: Recheck the dV/dt as the addition of terms must have change
its nature (negative definiteness)
Step 6: Determine V from the line integral given by:
x1 x2
Vn x1 , x2 , , xn 1 , n dn
0
dt dt
Find the Lyaponov function so as to proof the
stability of the equilibrium points using variable
gradient method.
Solution: Step-1: Consider gradient of V as:
( a11 x1 a12 x2 )
V
( a21 x1 a22 x2 )
Step-2: Obtain dV/dt as:
d dx1 dx2
V ( x) V1 V2
dt dt dt
(a11 x1 a12 x2 )( x2 ) (a21x1 a22 x2 )( x1 x2 )
3
a11 x1 x2 a x a x a x x a21 x1 x2 a x
2
12 2
4
21 1
3
22 2 1
2
22 2
dt
• Gradient of V become:
( a21 x1 3 x13 2 x2 )
V
(a21 x1 3 x2 )
• Step 4: Remaining one variable can be obtained
from curl equation: V V2
1
x2 x1
( a21 x1 3 x1 2 x2 )
3
(a21 x1 3 x2 )
x2 x1
(a21 x1 3 x1 2 x2 )
3
(a21 x1 3 x2 )
x2 x1
• Consider the variable a21 to have a constant part
and a variable part as: a21 a21 a21
(c) (v)
• So, v
2 a21 a21 x1
(c) (v)
a21
x1
• Relation valid only if:
a21 2 and a21 0
(c ) (v)
• Thus (2 x1 3 x1 2 x2 )
3
V
(2 x1 3 x2 )
• Step 5: Recheck the dV/dt as the addition of terms
must have change its nature (negative definiteness)
• Step 6: We can determine V by integrating dV/dt along the
special path chosen as above:
x1 x2
(2 3 x1 2 3 x1 ) x1 x2 2 3 x 2 x
2
2
4
1
x 2x
2
2
4
1
• V is a positive definite and dV/dt become negative definite. Thus,
the system is asymptotic stable in large.
Absolute Stability:
Popov’s Criteria and Circle Criterion
• Reference “Non linear systems” by Hassan K. Khalil, Prentice Hall, 2 nd
edition.
Tools for the analysis of the feedback systems,
represented by the feedback connection of Figure
given below:
Many physical systems can be represented by the
feedback connection.
In a automatic control systems , certain variables are
measured, processed and feedback to manipulate the
control inputs.
Many system can be remodeled as a feedback systems.
r 0 Linear system y (t )
u (t )
G ( s) C ( sI A) 1 B
( y, t ) Non Linear y (t )
Element
• Assume that external input is zero and study the behavior of unforced system.
• Use of frequency response of linear system which is based in the classical
control methods like the Nyquist plot and Nyquist criteria.
• The system is said to be absolute stable if it has globally uniformly
asymptotically stable equilibrium point at origin for all non-linearities in a
given sector.
• The circle and Popov criteria give frequency domain sufficient conditions for
absolute stable in the form of strict positive realness of certain transfer
function.
• In SISO system, both criteria can be applied graphically.
Absolute stability
• Consider the unforced system, represented by:
d
x Ax Bu
dt
y Cx
u (t , y )
• Where x R n
; u, y R p
• (A,B) is controllable and (A, C) is observable.
• (t , y ) : 0, R p
R p
is a memory-less, time-
varying nonlinearity which is piecewise continuous in
t.
• Transfer function of linear system is given by
1
G ( s ) C ( sI A) B
LR p p
such that (t , y ) satisfies
(t , y ) Ly 2
y 2
for all t 0, y R p
• one gets:
[ (t , y ) K min y ] [ (t , y ) K max y ] 0
T
2 2
(t , y ) Ly 2
y 2
2
0
K max K min 0
• where again
Remarks
1) Absolute stability not another type of stability
2) Absolute stability gives a measure of robustness
3) The main tool is the Kalman-Yakubovich-Popov Lemma
Solution to Lurie’s problem
• Approach to the solution
To find out conditions of absolute stability
Þ Two types of Lyapunov functions are typically used:
V ( x) x Px
T
PP 0 T
and
y
V ( x) x Px T ( ) K d
T
P P T 0, 0
0
1 Re G ( jw)
K
sector [0, K ]
• Is Hurwitz and
Z T ( s ) I K max G ( s ) I K min G ( s )
1
1 ( y1 )
( y)
p ( y p )
Each i ( yi ) is in the sector [0, i ] i 1, , p
i.e., 0 i ( yi ) yi i yi2 , yi (locally or globally)
or T ( y )( ( y ) Ky ) 0, K diag [ 1 , , p ]
At this stage, we assume also that A is Hurwitz.
This condition can be removed by loop transfor mations.
In the Popov criterion, we choose Lyapunov function as follows :
y cx
V ( x) x Px 2
T
T ( ) K d where P 0, P P T and 0
0
are to be chosen.
Let F ( y ) 2 0y Cx T ( ) Kd 0.
For V ( x), we obtain :
d
V ( x) x Px x Px F ( y )
T T
dt
F ( y ) dy dx
x Px x Px
T T
y dx dt
x T Px xT Px 2 T ( y ) KCx
xT ( AT P PA ) x 2 x T PB ( y ) as for quadratic V ( x)
2 T ( y ) KC Ax B ( y ) additional term
Obviously if 0, the additional term is 0 and the two cases are
the same. Adding again
2 T ( Ky) 0
We obtain
V ( x) xT ( AT P PA ) x 2 xT PB 2 T KC Ax B 2 T ( Ky)
xT ( AT P PA ) x 2 xT ( PB AT C T K C T K ) T [2 I 2KCB]
Since TKCB is a scalar, V can be rewritten as
V ( x ) x T ( AT P PA ) x 2 x T ( PB AT C T K C T K )
T [ 2 I KCB B T C T K ]
Choose small enough so that
2 I KCB B T C T K 0
Now let 2 I KCB B T C T K W T W
Assume that P P T , P R nn , L R pn and 0 such that
AT P PA LT L P
PB C T K AT C T K LT W
Then
V x T Px xT LT Lx 2 x T (C T K AT C T K LT W AT C T K C T K ) TW T W
x T Px xT LT Lx T W T W x T LT L T W T Lx
x T Px [ Lx W ]T [ Lx W ] xT Px 0
1
1k
a
Re G ( j )
(t , y )
So the scheme does not change. Choose K min so that
( A BK min C )
is Hurwitz. In this new system, the linear part is
GT ( s ) G ( s )[ I K min G ( s )]1
or in the state space representa tion :
x ( A BK min C ) x Bu
y Cx
T K min y
Obviously
[ K min y ]T [ K max y ] TT [ K max y K min y K min y ]
TT [ T ( K max K min ) y ] TT [ T Ky ] 0 like before
Apply the above lemma : The system is absolutely stable in [ K min , K max ] if
ZT ( s ) I KGT ( s ), K K max K min
is strictly positive real and
GT ( s ) G ( s )[ I K minG ( s )]1 is asymptotically stable.