Lecture 31

Lecture 33
Stability Analysis of Nonlinear Systems
Using Lyapunov Theory I

Dr. Radhakant Padhi
Asst. Professor
Dept. of Aerospace Engineering
Indian Institute of Science - Bangalore
Outline
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Motivation
Definitions
Lyapunov Stability Theorems
Analysis of LTI System Stability
Instability Theorem
Examples
ADVANCED CONTROL SYSTEM DESIGN
Dr. Radhakant Padhi, AE Dept., IISc-Bangalore
References
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H. J. Marquez: Nonlinear Control

Systems Analysis and Design, Wiley,
2003.
J-J. E. Slotine and W. Li: Applied

Nonlinear Control, Prentice Hall, 1991.
H. K. Khalil: Nonlinear Systems, Prentice

Hall, 1996.
Techniques of Nonlinear Control

Systems Analysis and Design
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Phase plane analysis

Differential geometry (Feedback linearization)
Lyapunov theory
Intelligent techniques: Neural networks,
Fuzzy logic, Genetic algorithm etc.
Describing functions
Optimization theory (variational optimization,
dynamic programming etc.)
Motivation
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Eigenvalue analysis concept does not

hold good for nonlinear systems.
Nonlinear systems can have multiple
equilibrium points and limit cycles.
Stability behaviour of nonlinear systems
need not be always global (unlike linear
systems).
Need of a systematic approach that can
be exploited for control design as well.
Definitions
System Dynamics
X = f (X )
f : D R n (a locally Lipschitz map)
D : an open and connected subset of R n

Equilibrium Point ( X e )
Xe = f ( Xe ) = 0

Definitions
Open Set
A set A
is open if
for every p A, Br ( p ) A
Connected Set
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A connected set is a set which

cannot be represented as the
union of two or more disjoint
nonempty open subsets.
Intuitively, a set with only one

piece.
Space A is connected, B is not.
Definitions
Stable Equilibrium
X e is stable, provided for each > 0, ( ) > 0 :

X (0) X e < ( )
X (t ) X e <
t t0
Unstable Equilibrium
If the above condition is not satisfied, then the
equilibrium point is said to be unstable
Definitions
Convergent Equilibrium
If :
X ( 0) X e <
lim X ( t ) = X e
t
Asymptotically Stable
If an equilibrium point is both stable and convergent,
then it is said to be asymptotically stable.

Definitions
Exponentially Stable
, > 0 :
X ( t ) X e X ( 0 ) X e e t t > 0
whenever
X (0) X e <
Convention
The equilibrium point X e = 0

(without loss of generality)
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Definitions
A function V : D R is said to be positive semi definite in
D if it satisfies the following conditions:
(i ) 0 D and V (0) = 0
(ii ) V ( X ) 0, X D
V : D R is said to be positive definite in D if condition
(ii) is replaced by V ( X ) > 0 in D {0}
V : D R is said to be negative definite (semi definite) in
D if V ( X ) is positive definite.
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Theorem 1 (Stability)
Let X = 0 be an equilibrium point of X = f ( X ) , f : D R n .
Let V : D R be a continuously differentiable function
such that:
(i ) V ( 0 ) = 0
(ii ) V ( X ) > 0, in D {0}
(iii ) V ( X ) 0, in D {0}
Then X = 0 is "stable".
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Theorem 2 (Asymptotically stable)
such that:
(i ) V ( 0 ) = 0
(ii ) V ( X ) > 0, in D {0}
(iii ) V ( X ) < 0, in D {0}
Then X = 0 is "asymptotically stable".
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Theorem 3 (Globally asymptotically stable)
such that:
(i ) V ( 0 ) = 0
(ii ) V ( X ) > 0, in D {0}
(iii ) V ( X ) is "radially unbounded"
(iv) V ( X ) < 0, in D {0}
Then X = 0 is "globally asymptotically stable".
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Theorem 3 (Exponentially stable)
Suppose all conditions for asymptotic stability are satisfied.
In addition to it, suppose constants k1 , k2 , k3 , p :
(i ) k1 X
V ( X ) k2 X
(ii ) V ( X ) k3 X
Then the origin X = 0 is "exponentially stable".

Moreover, if these conditions hold globally, then the
origin X = 0 is "globally exponentially stable".
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Example:
Pendulum Without Friction

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System dynamics
x1 , x2
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Lyapunov function
x2
x1
x = ( g / l ) sin x
1
2
V = KE + PE
1
2
= m (l ) + mgh
2
1 2 2
= ml x2 + mg (1 cos x1 )
2

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Pendulum Without Friction

V ( X ) = ( V ) f ( X )
T
V
=
x1
V
f1 ( X )
x2
f 2 ( X )
= mgl sin x1 ml x 2 x2 sin x1

l
= mglx2 sin x1 mglx2 sin x1 = 0
V ( X ) 0 (nsdf )
Hence, it is a stable system.
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Pendulum With Friction

Modify the previous example by adding the
friction force kl
ma = mg sin kl
Defining the same state variables as above
x1 = x2
g
k
x2 = sin x1 x2
l
m
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Pendulum With Friction

V ( X ) = ( V ) f ( X )
T
V
=
x1
V
f1 ( X )
x2
= mgl sin x1
f 2 ( X )
ml x2 x2
g
k
sin x1 x2
l
m
= kl 2 x22
V (X ) 0
( nsdf )
Hence, it is also just a stable system.

(A frustrating result..!)
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Analysis of Linear Time

Invariant System
A R nn
System dynamics:
X = AX ,
Lyapunov function:
V ( X ) = X T PX ,
P > 0 ( pdf )
Derivative analysis: V = X T PX + X T PX
= X T AT PX + X T PAX
= X T ( AT P + PA ) X
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Invariant System
For stability, we aim for
By comparing
V = X T QX
(Q > 0)
X T ( AT P + PA ) X = X T QX
For a non-trivial solution

PA + A P + Q = 0
T
(Lyapunov Equation)
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Invariant System
Theorem : The eigenvalues i of a matrix A
nn
satisfy Re ( i ) < 0
if and only if for any given symmetric pdf matrix Q, a unique

pdf matrix P satisfying the Lyapunov equation.
Proof: Please see Marquez book, pp.98-99.
Note : P and Q are related to each other by the following relationship:
P = e Q e At dt
AT t
However, the above equation is seldom used to compute P. Instead P

is directly solved from the Lyapunov equation.
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Invariant Systems
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Choose an arbitrary symmetric positive

definite matrix Q ( Q = I )
Solve for the matrix P form the Lyapunov

equation and verify whether it is positive
definite
Result: If P is positive definite, then V ( X ) < 0

and hence the origin is asymptotically
stable.
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Lyapunovs Indirect Theorem

Let the linearized system about X = 0 be X = A ( X ) .
The theorem says that if all the eigenvalues i ( i = 1, , n )
of the matrix A satisfy Re ( i ) < 0 (i.e. the linearized system
is exponentially stable), then for the nonlinear system the
origin is locally exponentially stable.

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Instability theorem
Consider the autonomous dynamical system and assume
X =0 is an equilibrium point. Let V : D R have the
following properties:
(i ) V (0) = 0
(ii ) X 0 R n , arbitrarily close to X = 0, such that V ( X 0 ) > 0
(iii ) V > 0 X U , where the set U is defined as follows
U = { X D : X and V ( X ) > 0}
Under these conditions, X =0 is unstable
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Summary
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Motivation
Notions of Stability
Stability Analysis of LTI Systems
Instability Theorem
Examples
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References
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H. J. Marquez: Nonlinear Control

Systems Analysis and Design, Wiley,
2003.
J-J. E. Slotine and W. Li: Applied

Nonlinear Control, Prentice Hall, 1991.
H. K. Khalil: Nonlinear Systems, Prentice

Hall, 1996.
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Lecture 33

Stability Analysis of Nonlinear Systems

Using Lyapunov Theory I

Lyapunov Stability Theorems

Analysis of LTI System Stability

H. J. Marquez: Nonlinear Control

J-J. E. Slotine and W. Li: Applied

H. K. Khalil: Nonlinear Systems, Prentice

Techniques of Nonlinear Control

Phase plane analysis

Eigenvalue analysis concept does not

f : D R n (a locally Lipschitz map)

D : an open and connected subset of R n

ADVANCED CONTROL SYSTEM DESIGN

A connected set is a set which

Intuitively, a set with only one

X e is stable, provided for each > 0, ( ) > 0 :

ADVANCED CONTROL SYSTEM DESIGN

The equilibrium point X e = 0

Lyapunov Stability Theorems

Lyapunov Stability Theorems

Lyapunov Stability Theorems

Lyapunov Stability Theorems

Then the origin X = 0 is "exponentially stable".

Pendulum Without Friction

ADVANCED CONTROL SYSTEM DESIGN

Pendulum Without Friction

= mgl sin x1 ml x 2 x2 sin x1

= mglx2 sin x1 mglx2 sin x1 = 0

Pendulum With Friction

Pendulum With Friction

Hence, it is also just a stable system.

Analysis of Linear Time

Analysis of Linear Time

For a non-trivial solution

Analysis of Linear Time

if and only if for any given symmetric pdf matrix Q, a unique

Note : P and Q are related to each other by the following relationship:

However, the above equation is seldom used to compute P. Instead P

Analysis of Linear Time

Choose an arbitrary symmetric positive

Solve for the matrix P form the Lyapunov

Result: If P is positive definite, then V ( X ) < 0

Lyapunovs Indirect Theorem

ADVANCED CONTROL SYSTEM DESIGN

Lyapunov Stability Theorems

Stability Analysis of LTI Systems

H. J. Marquez: Nonlinear Control

J-J. E. Slotine and W. Li: Applied

H. K. Khalil: Nonlinear Systems, Prentice

ADVANCED CONTROL SYSTEM DESIGN

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