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Nonlinear Control
Lecture 5: Stability Analysis II
Farzaneh Abdollahi
Department of Electrical Engineering
Amirkabir University of Technology
Fall 2010
Farzaneh Abdollahi Nonlinear Control Lecture 5 1/41
Outline Nonautonomous systems LTV Systems Barbalats Lemma Boundedness and Ultimate Boundedness
Nonautonomous systems
Lyapunov Theorem for Nonautonomous Systems
Linear Time-Varying Systems and Linearization
Linear Time-Varying Systems
Linearization for Nonautonomous Systems
Barbalats Lemma and Lyapunov-Like Lemma
Asymptotic Properties of Functions and Their Derivatives:
Barbalats Lemma
Boundedness and Ultimate Boundedness
Farzaneh Abdollahi Nonlinear Control Lecture 5 2/41
Outline Nonautonomous systems LTV Systems Barbalats Lemma Boundedness and Ultimate Boundedness
Nonautonomous systems
Suppose x
d
() is a solution of the system
dy
d
= g(, y)
dened for all a.
Note that x
d
(t + a) = g(t + a, x
d
(t + a)), t 0
If x
d
(t) is not constant, the transformed system is always nonautonomous
even when the original system is autonomous, i.e. when g(, y) = g(y).
The origin x = 0 is a stable Equ. pt. of x = f (t, x) if for each > 0 and
any t
0
0, = (t
0
, ) 0 s.t.
x(t
0
) < =x(t) < t t
0
(2)
Note that = (t
0
, ) for any t
0
0.
Example:
x = (6t sint 2t)x =
x(t) = x(t
0
)exp
__
t
t
0
(6 sin 2)d
_
= x(t
0
)exp
_
6sint 6t cost t
2
6sint
0
+ 6t
0
cost
0
+ t
2
0
For any t
0
, the term t
2
is dominant = the exp. term is bounded
t t
0
=
|x(t)| < |x(t
0
)|c(t
0
) t t
0
Farzaneh Abdollahi Nonlinear Control Lecture 5 5/41
Outline Nonautonomous systems LTV Systems Barbalats Lemma Boundedness and Ultimate Boundedness
Nonautonomous Systems
Example:
x =
x
1 + t
=
x(t) = x(t
0
)exp
__
t
t
0
1
1 +
d
_
= x(t
0
)
1 + t
0
1 + t
if a = and (r ) as r .
Examples:
The function (r ) = r
c
, c > 0 belongs to class K
The function (r , s) = r
c
e
s
, c > 0 belong to class KL.
Farzaneh Abdollahi Nonlinear Control Lecture 5 9/41
Outline Nonautonomous systems LTV Systems Barbalats Lemma Boundedness and Ultimate Boundedness
Nonautonomous Systems
Theorem:
V W
3
(x)
where W
3
is a p.d. fcn. In other word,
V is n.d., then the origin is
uniformly asymptotically stable
Farzaneh Abdollahi Nonlinear Control Lecture 5 13/41
Outline Nonautonomous systems LTV Systems Barbalats Lemma Boundedness and Ultimate Boundedness
Lyapunov Theorem for Nonautonomous Systems
Theorem (continued):
Example: Consider
x = [1 + g(t)] x
3
where g(t) is cont. and g(t) 0 for all t 0.
Let V(x) = x
2
/2, then
V = [1 + g(t)] x
4
x
4
, x R & t 0
Example: Consider
x
1
= x
1
g(t)x
2
x
2
= x
1
x
2
where g(t) is cont. di, and satises
0 g(t) k, and g(t) g(t), t 0
Let V(t, x) = x
2
1
+ [1 + g(t)] x
2
2
Farzaneh Abdollahi Nonlinear Control Lecture 5 15/41
Outline Nonautonomous systems LTV Systems Barbalats Lemma Boundedness and Ultimate Boundedness
Nonautonomous Systems
Example (Contd)
x
2
1
+ x
2
2
V(t, x) x
2
1
+ (1 + k)x
2
2
, x R
2
V = 2x
2
1
+ 2x
1
x
2
[2 + 2g(t) g(t)] x
2
2
V 2x
2
1
+ 2x
1
x
2
2x
2
2
=
_
x
1
x
2
_
T
_
2 1
1 2
_ _
x
1
x
2
_
x
T
Qx
where Q is p.d. =
V(t, x) is n.d.
All assumptions of the theorem are satised globally with p.d. quadratic
fcns W
1
, W
2
,, and W
3
.
Consider
x(t) =
g(t)
g(t)
x
0
g
2
(r )dr <
_
0
e
r
dr +
n=1
1
2
n
= 2
Let V(x, t) =
x
2
g
2
(t)
[3
_
t
0
g
2
(r )dr ] V
is p.d (V(x, t) > x
2
)
V = x
2
is n.d.
But x(t) =
g(t)
g(t
0
)
x(t
0
)
Example:
x + c(t) x + k
0
x = 0
A mass-spring-damper system with t.v. damper c(t) 0.
Physical intuition may suggest that the origin is a.s. as long as the
damping c(t) remains strictly positive (implying a constant dissipation of
energy) as is for autonomous mass-spring-damper systems.
Farzaneh Abdollahi Nonlinear Control Lecture 5 18/41
Outline Nonautonomous systems LTV Systems Barbalats Lemma Boundedness and Ultimate Boundedness
Linear Time-Varying Systems
Example (contd)
Example:
_
1 + 1.5cos
2
t 1 1.5sint cost
1 1.5sint cost 1 + 1.5sin
2
t
_
7 =
1
&
2
are independent of t &
lie in LHP.
HOWEVER, x = 0 is unstable
(t, 0) =
_
e
.5t
cost e
t
sint
e
.5t
sint e
t
cost
_
Farzaneh Abdollahi Nonlinear Control Lecture 5 19/41
Outline Nonautonomous systems LTV Systems Barbalats Lemma Boundedness and Ultimate Boundedness
Linear Time-Varying Systems
V = x
T
x + x
T
x = x
T
(A(t) + A
T
(t)) x x
T
x = V
hence, t 0, 0 x
T
x = V(t) V(0)e
t
P(t) = (A
T
(t)P(t) + P(t)A(t) + Q(t))
Hence, V(t, x) = x
T
P(t)x is a Lyap. fcn for the system satisfying e.s.
theorem
c
1
x
2
V(t, x) c
2
x
2
V(t, x) = x
T
_
P(t) + P(t)A(t) + A
T
(t)P(t)
_
x = x
T
Q(t)x c
3
x
2
Choosing Q = Q
T
> 0, then P(t) is given by
P =
_
t
e
(t)A
T
Q e
(t)A
d =
_
0
e
A
T
s
Q e
As
ds
independent of t and is a solution to the Lyap. equation.
Farzaneh Abdollahi Nonlinear Control Lecture 5 22/41
Outline Nonautonomous systems LTV Systems Barbalats Lemma Boundedness and Ultimate Boundedness
Linearization for Nonautonomous Systems
f
x
(t, x) k x D, t 0
f
x
(t, x
1
)
f
x
(t, x
2
) Lx
1
x
2
x
1
, x
2
D, t 0
Let A(t) =
f
x
(t, x)
x=0
. Then, x = 0 is e.s. for the nonlinear system
if it is an e.s. Equ. pt. for the linear system x = A(t)x.
Farzaneh Abdollahi Nonlinear Control Lecture 5 23/41
Outline Nonautonomous systems LTV Systems Barbalats Lemma Boundedness and Ultimate Boundedness
x=0
. Then, x = 0 is an e.s. Equ. pt. for the
nonlinear system i it is an e.s. Equ. pt. for the linear system x = A(t)x.
Example:
x = x
3
P(t) = (A
T
(t)P(t) + P(t)A(t) + Q(t))
Hence, V(t, x) = x
T
P(t)x is a Lyap. fcn for the system satisfying e.s.
theorem
Farzaneh Abdollahi Nonlinear Control Lecture 5 26/41
Outline Nonautonomous systems LTV Systems Barbalats Lemma Boundedness and Ultimate Boundedness
Barbalats Lemma
For autonomous systems, invariant set theorems are power tools to study
asymptotic stability when
V is n.s.d.
For di. fcn f of time t, always keep in mond the following three facts!
1.
f 0 f converges
t sin(ln t),
f =
sin(ln t)
2
t
+
cos(ln t)
t
0 as t
Farzaneh Abdollahi Nonlinear Control Lecture 5 27/41
Outline Nonautonomous systems LTV Systems Barbalats Lemma Boundedness and Ultimate Boundedness
Asymptotic Properties of Functions and Their Derivatives:
2. f converges
f 0
The fact that f(t) has a nite limit at t does not imply that
f 0.
Example: f (t) = e
t
sin(e
2t
) 0 as t
However, it does not say whether the slope of the curve will diminish or not.
Given that a fcn tends towards a nite limit, what additional property
guarantees that the derivatives converges to zero?
Farzaneh Abdollahi Nonlinear Control Lecture 5 28/41
Outline Nonautonomous systems LTV Systems Barbalats Lemma Boundedness and Ultimate Boundedness
Barbalats Lemma
proved by contradiction
if g R
1
t 0, let =
R
R
1
independent of t
1
to verify the denition
above.
Example:
= ew(t)
where e is the tracking error, is the parameter error, and w(t) is a
bounded continuous fcn.
Farzaneh Abdollahi Nonlinear Control Lecture 5 31/41
Outline Nonautonomous systems LTV Systems Barbalats Lemma Boundedness and Ultimate Boundedness
Example (Contd)
V = 2e(e + w) + 2(ew(t)) = 2e
2
0
V = 4e(e + w)
V is bounded, since w is bounded by assumption and e and are shown
to be bounded
V is uniformly continuous
Example:
x = x + sint, x(t
0
) = a, a > > 0
which has no Equ. pt and
x(t) = e
(tt
0
)
a +
_
t
t
0
e
(t)
sind
x(t) e
(tt
0
)
a +
_
t
t
0
e
(t)
d
= e
(tt
0
)
a +
_
1 e
(tt
0
)
_
a, t t
0
b is also independent of t
0
V = x x = x
2
+ x sint x
2
+ |x|
V is not n.d., bc. near the origin, positive linear term |x| is dominant.
However,
V is negative outside the set {|x| }.
Choose, c >
2
/2, solutions starting in the set {V(x) < c} will remain
there in for all future time since
V is negative on the boundary V = c.
V(t, x) W
3
(x), x r , t t
0
(7)
1
(x) V(t, x)
2
(x) for some
class K functions
1
and
2
.
We have: V(x) c =
1
(x) c x
1
1
(c)
c =
1
(r ) ensures that
c
B
r
.
Hence, taking =
2
() ensures that B
Recall that =
2
(), hence: x
= x
1
1
(
2
())
The ultimate bound can be taken as b =
1
1
(
2
()).
Farzaneh Abdollahi Nonlinear Control Lecture 5 37/41
Outline Nonautonomous systems LTV Systems Barbalats Lemma Boundedness and Ultimate Boundedness
Ultimate Boundedness
Theorem: Let D R
n
be a domain containing the origin and
V : [0, ) D R be a cont. di. fcn s.t.
1
(x) V(t, x)
2
(x) (8)
V
t
+
V
x
f (t, x) W
3
(x), x > 0 (9)
t 0 and x in D, where
1
and
2
are class K fcns and W
3
(x) is a
cont. p.d. fcn. Take r > 0 s.t. B
r
D and suppose that
<
1
2
(
1
(r ))
Then, there exists a class KL fcn and for every initial state x(t
0
)
satisfying x(t
0
)
1
2
(
1
(r )), there is T 0 (dependent on x(t
0
) and
s.t.)
x(t) (x(t
0
), t t
0
), t
0
t t
0
+ T
x(t)
1
1
(
2
()) t t
0
+ T
Moreover, if D = R
n
and
1
K
Let V(x) = x
T
_
3
2
1
2
1
2
1
_
x +
1
2
x
4
1
= x
T
Px +
1
2
x
4
1
fcns.
1
and
2
satisfying (8).
V = x
2
1
x
4
1
x
2
2
+ (x
1
+ 2x
2
)M cos t x
2
2
x
4
1
+ M
5x
2
where (x
1
+ 2x
2
) = [1 2]
_
x
1
x
2
_
5x
2
5x
2
for large x
V (1 )x
2
2
x
4
1
x
2
2
+ M
5x
2
, for 0 < < 1
Then
V (1 )x
2
2
x
4
1
x
2
M
= M
5/
Farzaneh Abdollahi Nonlinear Control Lecture 5 40/41
Outline Nonautonomous systems LTV Systems Barbalats Lemma Boundedness and Ultimate Boundedness
Example for Ultimate Boundedness
1
(r ) =
min
(P)r
2
and
2
(r ) =
max
(P)r
2
+
1
2
r
4
ultimate bound: b =
1
1
(
2
()) =
_
max
(P)
2
+
4
/2
min
(P)
Farzaneh Abdollahi Nonlinear Control Lecture 5 41/41