Lecture 32

Lecture 34
Stability Analysis of Nonlinear Systems

Using Lyapunov Theory II
Dr. Radhakant Padhi

Asst. Professor
Dept. of Aerospace Engineering
Indian Institute of Science - Bangalore
Outline
z Construction of Lyapunov Functions
z Definitions
Invariant Sets
Limit Sets
z LaSalles Theorem
ADVANCED CONTROL SYSTEM DESIGN 2
Dr. Radhakant Padhi, AE Dept., IISc-Bangalore
Construction of Lyapunov Functions
Dr. Radhakant Padhi

Asst. Professor
Variable Gradient Method:
V
Select a V = = g ( X ) that contains some adjustable parameters
X
V
T
Then dV ( X ) = dX Note:
X
To recover a unique V ,
V V = g ( X ) must satisfy
X X T
dV ( X ) = X dX the "Curl Condition":

X =0 X =0
X gi g j
=
g ( X ) dX
i.e.
V ( X ) V ( 0) = x j xi
X =0
However, note that the intergal value depends on the initial and final
states (not on the path followed). Hence, integration can be conveniently
done along each of the co-ordinate axes in turn; i.e.
x1
V ( X ) = g1 ( x1 , 0,......, 0)dx1
0
x2
+ g ( x , x , 0,......, 0)dx
2 1 2 2
0
xn
+ g n ( x1 ,......, xn1 , xn )dxn

0
Note: The free parameter of g ( X ) are constrained to

satisfy the symmetric condition, which is satisfied
by all gradients of a scalar functions.
Theorem: A function g ( X ) is the gradient of a scalar
g ( X )
function V ( X ) if and only if the matrix
X

is symmetric; where
g1 g1

x1 xn
g ( X )

X Proof: Please see Marquez book
g g n (Appendix)
n
x xn
1
Proof : (Necessity)
V
Assume: g ( X ) =
X
g ( X ) 2V
=
X X 2
2V 2V 2V

x 2 x1x2 x1xn
1
=

2V 2V V
2
2
xnx1 xnx2 xn

V 2
V 2
gi g j
= =
x1x j x j xi x j xi
g ( X )
Hence,the matrix should be symmetric.
X


gi g j
Sufficiency: Assume =
x j xi
V
To show = g i ( X ) i
x
i

We have:
x
V (X )= g ( x) dx
0
x1
= g1 ( x1 , 0,......, 0)dx1
0
x2
+ g 2 ( x1 , x2 , 0,......, 0)dx2
0
xn
+ g n ( x1 , x2 , ......, xn1 , xn )dxn

0
V
= g1 ( x1 , 0,......, 0)
x1
x2
g 2
+ x1
( x1 , x2 , 0,......, 0)dx2
0
xn
g n
+ x1
( x1 , x2 , ......, xn1 , xn )dxn
0
x2
g1
= g1 ( x1 , 0,......, 0) + ( x1 , x2 , 0,......, 0)dx2 + ...
0
x2
xn
g1
+ ( x1 , x2 , ......, xn1 , xn )dxn
0
xn
x2
= g1 ( x1 , 0,......, 0) + g1 ( x1 , x2 , 0,......, 0 ) x =0
2
x
+ + g1 ( x1 , x2 , ......, xn1 , xn ) xn =0
n
= g1 ( x1 , 0,......, 0) + [ g1 ( x1 , x2 , 0,......, 0) g1 ( x1 , 0,......, 0) ]

+ + [ g1 ( x1 , x2 , ......, xn ) g n ( x1 , x2 , ......, xn , 0) ]
= g1 ( x1 , x2 , ......, xn )
V
i.e = g1 ( X )
x1
V
Similarly = gi ( X ) , i = 1, ,n
xi
Example
Problem: Analyze the stability behaviour of the following system
x1 = ax1
x2 = bx2 + x1 x22
Solution: X = 0 is an equilibrium point
V k1 k x1
Assume = g(X )=
X k k2 x2
A symmetric matrix

Note: g1 = g 2 = k
x2 x1

Example
Further, let us assume
V g1 ( X ) k1 x1
= =
X g 2 ( X ) k2 x2
x1 x2
V ( X ) = g1 ( x1 , 0) dx1 + g 2 ( x1 , x2 ) dx2
0 0
x1 x2
= k1 x1dx1 + k2 x2 dx2
0 0
( k1 x12 + k2 x2 2 )
1
=
2
Choose k1 , k2 > 0
Then V ( X ) > 0 X 0 and V (0) = 0
V ( X ) is a Lyapunov function candidate.
ax1
V (X )= g T
( X ) f ( X ) = [ k1 x1 k2 x2 ]
bx2 + x1 x2
2

= k1ax12 + k2 (b + x1 x2 ) x22
Let us choose k1 = k2 = 1. Then
V ( X ) = ax12 + (b + x1 x2 ) x22

Unless we know about a, b at this point nothing can be
said about V ( X ). Let us assume a > 0, b < 0. Then
V (X )= ax12
( b x1 x2 ) x 2
2
> 0 (for small x1 x2 )
V ( X ) < 0 in some domain D R 2 and 0 D

i.e V ( X ) is negative definite in D
The system is locally asymptotically stable!

Krasovskiis Method
Let us consider the system X = f ( X )
f
Let A ( X ) : Jacobian matrix
X
Theorem :
If the matrix F ( X ) A ( X ) + AT ( X ) is ndf for all X D (0 D ) ,
then the equilibrium point is locally asymptotically stable and a
Lyapunov function for the system is
V (X )= f T (X ) f (X )
Note: If D = R n and V ( X ) is radially unbounded,
then the equilibrium point is globally asymptotically stable.
Krasovskiis Method
Claim-1: Since F ( X ) is ndf, A( X )is invertible.
Proof (by contradiction):

Let A( X ) be singular
Then Y0 0 : A( X )Y0 = 0
But Y0T F Y0 = Y0T ( A+AT )Y0
= Y0T ( AY0 ) + (Y0T AT )Y0 = 0

i.e. F is not ndf.
Hence, A( X ) is non-singular (i.e., it is invertible).
Krasovskiis Method
Claim-2: The invertibility (and continuity) of A ( X ) guarantees
that the function f ( X ) can be uniquely inverted.
Justification:
This is perphaps straight forward from unifrom convergence
property of Taylor series expansion.
This leads to the conclusion that the dynamic system has only one
equilibrum point in D. i.e. f ( X ) 0, X 0, X D.
V ( X ) = f T ( X ) f ( X ) is pdf.
Krasovskiis Method
V (X )= f T f + f T f
T f T f
T
= f X+X f
X X
= f T ( AT + A) f
= f TF f
Hence, if F ( X ) is negative definite, V ( X ) is ndf.
So, by Lyapunov's theorem, X = 0 is asymptotically stable.

Krasovskiis Method
Note: The global asymptotic stability of the system is guaranteed

by the Global version of Lyapunov's direct method.
Comment: While the usage of this result is fairly

straight forward, its applicability is limited in
practice since F ( X ) for many systems
do not satisfy the negative definite property.

Generalized Krasovskiis Theorem
Theorem :
f ( X )
Let A( X )
X

A sufficent condition for the origin to be asymptotically stable is that
two pdf matrices P and Q: X 0, the matrix
F ( X ) = AT P + PA + Q
is negative semi-definite in some neighbourhood D of the origin.
In addition, if D = R n and V ( X ) f T ( X ) P f ( X ) is radially unbounded,

then the system is globally asymptotically stable.

Generalized Krasovskiis
Theorem
Proof : V ( X ) = f T ( X ) Pf ( X )
V ( X ) = f T P f + f T P f

f T
T
f
T
= f P X + X Pf
X
T
X

= f T PAT f + f T AP f
= f T ( PAT + AP + Q Q) f
= f T ( PAT + AP + Q) f f T Qf
ndf
nsdf
< 0 (ndf) Hence, the result.

Example
Problem: Analyze the stability behaviour of the following system
x1 = 6 x1 + 2 x2
x2 = 2 x1 6 x2 2 x23
Solution:
f 6 2
A = =
X 2 6 6 x2
2

12 4
F = A+ A = T

4 12 12 x2 2

Example
Eigen values of F :
+ 12 4
=0
4 + 12 + 12 x2 2
( + 12) + ( + 12)12 x2 2 16 = 0
2
2 + 24 + 144 + 12 x2 2 + 144 x2 2 16 = 0
2 + ( 24 + 12 x2 2 ) + (128 + 144 x2 2 ) = 0
1
1,2 = (24 + 12 x2 2 ) (24 + 12 x2 ) 2 2
4 (128 + 144 x2 )
2

Example
= (12 + 6 x2 )
2
(12 + 6 x2 ) (128 + 144 x22 )
2 2
0 < (*) < (12+6 x22 )
<0 x2 R
A is ndf in R 2
Morever, V ( X ) = f T ( X ) f ( X )
= (6 x1 + 2 x2 ) + (2 x1 6 x2 2 x2 )
3 2
2
as X
X = 0 is globally asymptotically stable.

Invariant Sets & La Salles Theorem
Dr. Radhakant Padhi

Asst. Professor
Invariant Set
A set M is said to be an "invariant set" with respect to the
system X = f ( X ) if:
X ( 0) M X (t ) M , t > 0
Examples:
(i) An equilibrium point (M = X e )
(ii) Any trajectary of an autonomous system ( M = X (t ))

Invariant Set
(iii) A limit cycle
(iv) M = R n

X R n
: V ( X ) l

(v) l = where, V ( X ) is a continuously differentiable function

such that V ( X ) 0 along the solution of X = f ( X )

Note: (1) V ( X ) need not be pdf.
(2) The condition implies that once the trajectory crosses
the surface V ( X ) = c, it can never come out again.

Limit Set
Definition:
Let X (t ) be a trajectory of the dynamical
system X = f ( X ) .Then the set N is called
the limit set (or positive limit set) of X (t ) if
for any p N , a sequence of times {tn } [0, ]
such that X (tn ) p as tn .
Note: Roughly, the limit set N of X (t ) is
whatever X (t ) tends to in the limit.
Limit Set
Example:
(i) An asymptotically stable equilibrium point is the
limit set of any solution starting from a close
neighbourhood of the equilibrium point.
(ii) A stable limit cycle is the limit set for any

solution starting sufficiently close to it

Some Useful Results
Lemma-1:
If the solution X (t , t0 , X 0 ) of the system X = f ( X )
is bounded for t > t0 ,then its limit set N is:
(i) bounded

(ii) closed (i.e. it is a non empty "compact set")

(iii) Non-empty

Moreover, as t , the solution approaches N .
Lemma-2: The limit set N of a solution X (t , t0 , X 0 ) of the autonomous

system X = f ( X ) is invariant with respect to the same system.

A Useful Theorem
(Subset of LaSalles Theorem)
Theorem : The equilibrium point X = 0 of the autonomous system X = f ( X )
is asymptotically stable if:
(i) V ( X ) > 0 (pdf) X D [0 D]
(ii) V ( X ) 0 (nsdf) in a bounded region R D
(iii) V ( X ) does not vanish along any trajectory in R
other than the null solution X = 0
Morever,
If the above conditions hold good for R = n
and V ( X ) is radially unbounded,
then X = 0 is globally asymptotically stable.

Proof of the Theorem
V 0
The system is stable
i.e. for each > 0 , >0 :
X0 < X (t ) <
or, Any solution starting inside the closed ball B
will remain within the closed ball B
The solution (starting within B ) is bounded.

Hence, X (t ) tends to its limit set N B
and B is compact. (By Lemma - 1)
Moreover, V ( X ) is continous on the compact set B
and V ( X ) 0 , V ( X ) L 0 as t
i.e V ( X ) = L X N (N : the limit set)
Note that N is invariant set with respect to the
system X = f ( X ) (By Lemma - 2)

Any solution that starts in N will remain within it
for all furture time.
However, along that solution V ( X ) = 0 , as V ( X ) = L
But, by the assumption of the theorem, V ( X ) does not
vanish along any trajectory other than the null solution X = 0
Hence, Any solution starting in R B converges to
X = 0 as t

Example 1:
Pendulum with Friction
Example: (Pendulum with friction)
x1 = x2
g k
x2 = sin x1 x2
l m
1 2 2
V ( X ) = ml x 2 + mgl (1 cos x1 )
2
> 0 X D = (, ) R
V ( X ) = kl 2 x 2 2 : nsdf [Note: 0 D]
Example 1:
Pendulum with Friction
Now let us examine the condition
V ( X ) = 0 t
kl 2 x 2 2 = 0
x2 = 0 t x2 = 0. Hence
g k
sin x1 + x2 = 0
l m
sin x1 = 0 ( x2 = 0) x1 = 0 as x1 (, )

Hence, V ( X ) happens only for X = 0.
Hence, X = 0 is locally asymptotically stable !
Example 2
Example: x1 = x2
x2 = x2 x1 ( x1 + x2 ) x2
2
Solution: Let V ( X ) = x 21 + x2 2 , > 0

V
T
V ( X ) =
X ( )
f X
x2
= [ 2 x1 2x2 ]

( )
2

2x x1 x1 + x2 x2
2 x1 x2 2 ( x1 + x2 ) x22
2
= 2 x1 x2 2 x22
Example 2
V ( X ) = 2 x2 2 1 + ( x1 + x2 )
2

0 (nsdf)
Now V ( X ) = 0 t
x2 (t ) = 0 t
x2 = 0
x2 x1 ( x1 + x2 ) x2 = 0 (However, x2 = 0)
2
x1 0
x1 = 0 i.e. X = =
x2 0

Example 2
Here we have :
(i) V ( X ) does not vanish along any trajectory
other than X = 0
(ii) V 0 in R n
(iii) V ( X ) is radially unbounded,
Hence, the origin is Globally asymptotically stable.

LaSalles Theorem
Let V : D R be a continuously differentiable (not necessarily pdf) function
and (i) M D be a compact set, which is
invariant with respect to the solution of X = f ( X )
(ii) V 0 in M
(iii) E = {X : X M and V ( X ) = 0}
i.e. E is the set of all points of M : V = 0
(iv) N is the largest invariant set in E
Then Every solution starting in M approaches N as t .

Lasalles Theorem
Remarks:
(i) V ( X ) is required only to be continuously differentiable
It need not be positive definite.
(ii) LaSalle's Theorem applies not only to equilibrium
points, but also to more general dynamic
behaviours such as limit cycles.
(iii) The earlier theorems (on asymptotic stability) can
be derived as a corollary of this theorem.

References
z H. J. Marquez: Nonlinear Control
Systems Analysis and Design, Wiley,
2003.
z J-J. E. Slotine and W. Li: Applied
Nonlinear Control, Prentice Hall, 1991.
z H. K. Khalil: Nonlinear Systems, Prentice
Hall, 1996.


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Lecture 34

Stability Analysis of Nonlinear Systems

Dr. Radhakant Padhi

Dr. Radhakant Padhi

dV ( X ) = X dX the "Curl Condition":

+ g n ( x1 ,......, xn1 , xn )dxn

Note: The free parameter of g ( X ) are constrained to

ADVANCED CONTROL SYSTEM DESIGN 7

ADVANCED CONTROL SYSTEM DESIGN 8

ADVANCED CONTROL SYSTEM DESIGN 9

+ g n ( x1 , x2 , ......, xn1 , xn )dxn

= g1 ( x1 , 0,......, 0) + [ g1 ( x1 , x2 , 0,......, 0) g1 ( x1 , 0,......, 0) ]

ADVANCED CONTROL SYSTEM DESIGN 15

> 0 (for small x1 x2 )

V ( X ) < 0 in some domain D R 2 and 0 D

ADVANCED CONTROL SYSTEM DESIGN 16

Proof (by contradiction):

= Y0T ( AY0 ) + (Y0T AT )Y0 = 0

So, by Lyapunov's theorem, X = 0 is asymptotically stable.

Note: The global asymptotic stability of the system is guaranteed

Comment: While the usage of this result is fairly

ADVANCED CONTROL SYSTEM DESIGN 21

In addition, if D = R n and V ( X ) f T ( X ) P f ( X ) is radially unbounded,

ADVANCED CONTROL SYSTEM DESIGN 22

< 0 (ndf) Hence, the result.

ADVANCED CONTROL SYSTEM DESIGN 23

ADVANCED CONTROL SYSTEM DESIGN 25

0 < (*) < (12+6 x22 )

ADVANCED CONTROL SYSTEM DESIGN 26

Dr. Radhakant Padhi

ADVANCED CONTROL SYSTEM DESIGN 28

ADVANCED CONTROL SYSTEM DESIGN 29

(ii) A stable limit cycle is the limit set for any

ADVANCED CONTROL SYSTEM DESIGN 31

Lemma-2: The limit set N of a solution X (t , t0 , X 0 ) of the autonomous

ADVANCED CONTROL SYSTEM DESIGN 32

ADVANCED CONTROL SYSTEM DESIGN 33

ADVANCED CONTROL SYSTEM DESIGN 34

ADVANCED CONTROL SYSTEM DESIGN 35

ADVANCED CONTROL SYSTEM DESIGN 36

Solution: Let V ( X ) = x 21 + x2 2 , > 0

Hence, the origin is Globally asymptotically stable.

ADVANCED CONTROL SYSTEM DESIGN 41

Then Every solution starting in M approaches N as t .

ADVANCED CONTROL SYSTEM DESIGN 42

ADVANCED CONTROL SYSTEM DESIGN 43

ADVANCED CONTROL SYSTEM DESIGN 44

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