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# Lecture 4 Lyapunov Stability

Material

Lecture notes

Todays Goal

To be able to

Lyapunovs method

## show stability of a set (e.g., an equilibrium, or a limit cycle)

using La Salles invariant set theorem.

## Master thesis On the stability of ellipsoidal forms of equilibrium

of rotating fluids, St. Petersburg University, 1884.
Doctoral thesis The general problem of the stability of motion,
1892.

Main idea

## Lyapunov formalized the idea:

If the total energy is dissipated, then the system must be stable.

## Main benefit: By looking at how an energy-like function V (a so

called Lyapunov function) changes over time, we might
conclude that a system is stable or asymptotically stable
without solving the nonlinear differential equation.

Examples

...

V =


1 2
e2 + b e
b2
e + aa
2

## Analysis: Check if V is decreasing with time

Continuous time:

Discrete time:

dV
<0
dt
V ( k + 1) V ( k) < 0

## Synthesis: Choose, e.g., control law and/or parameter update

law to satisfy V 0

dV

ea
e + be
be
b=
= ee + a a
dt

eb
ea
e + be
=e
x(a e
xa
x+e
bu) + a a
be
b = ...

e = a .
If a is constant and a = a a then a
d a
dV
Choose update law
in a "good way" to influence
.
dt
dt

## (more on this later...)

A Motivating Example
m

m x = b x p x p k0 x k1 x3
| {z } | {z }
damping

spring

b, k0 , k1 > 0

## Total energy = kinetic + pot. energy: V =

mv2
2

Rx
0

V ( x, x ) = m x 2 /2 + k0 x2 /2 + k1 x4 /4 > 0,

Fsprin ds [

V (0, 0) = 0

d
V ( x, x ) = m x x + k0 x x + k1 x3 x = {plug in system dynamics 2 }
dt
= bp x p3 < 0, for x ,= 0

2

## Also referred to evaluate along system trajectories.

Stability Definitions

that
q x(0) x q < r

t0

q x(0) x q < r

q x(t) x q < R,

lim x(t) = x

all x(0) Rn .

## Lyapunov Theorem for Local Stability

Theorem Let x = f ( x), f ( x ) = 0 where x is in the interior of
Rn . Assume that V : R is a C 1 function. If
(1) V ( x ) = 0
(2) V ( x) > 0, for all x , x ,= x
(3) V ( x) 0 along all trajectories of the system in
=[

x is locally stable.

Furthermore, if also
(4) V ( x) < 0 for all x , x ,= x
=[

## Lyapunov Functions (( Energy Functions)

A function V that fulfills (1)(3) is called a Lyapunov function.
Condition (3) means that V is non-increasing along all
trajectories in :
X V
V
x =
fi ( x) 0
V ( x) =
x
xi
i

where

V
=
x

V V
V
,
,...
x1 x2
xn

V
x2
x1
level sets where V = const.

## Conservation and Dissipation

Conservation of energy: V ( x) = Vx f ( x) = 0, i.e., the vector
field f ( x) is everywhere orthogonal to the normal Vx to the
level surface V ( x) = c.
Example: Total energy of a lossless mechanical system or total
fluid in a closed system.
Dissipation of energy: V ( x) = Vx f ( x) 0, i.e., the vector
field f ( x) and the normal Vx to the level surface { z : V ( z) = c}
make an obtuse angle (Sw. trubbig vinkel).
Example: Total energy of a mechanical system with damping or
total fluid in a system that leaks.

Geometric interpretation

V
x

x(t)

V ( x)=constant
f ( x)

## Vector field points into sublevel sets

Trajectories can only go to lower values of V ( x)

Boundedness:

## For any trajectory x(t)

V ( x(t)) = V ( x(0)) +

V ( x( ))d V ( x(0))

## which means that the whole trajectory lies in the set

{ z p V ( z) V ( x(0))}

## For stability it is thus important that the sublevel sets

{ z p V ( z) c} bounded c 0 Z[ V ( x) as pp xpp .

2 min exercisePendulum
Show that the origin is locally stable for a mathematical
pendulum.
x 1 = x2 ,

x 2 = sin x1
{

## Use as a Lyapunov function candidate

V ( x) = (1 cos x1 ){ + {2 x22 /2

4
3
2
1
0
10

2
0

x1

0
10 2

x2

ExamplePendulum

(1) V (0) = 0
(2) V ( x) > 0 for 2 < x1 < 2 and ( x1 , x2 ) ,= 0
(3)
V ( x) = x 1 sin x1 { + {2 x2 x 2 = 0,

for all x

## Hence, x = 0 is locally stable.

Note that x = 0 is not asymptotically stable, because V ( x) = 0
and not < 0 for all x ,= 0.

## Positive Definite Matrices

Definition: Symmetric matrix M = M T is

## positive definite ( M > 0)

positive semidefinite ( M 0) if

if

x T M x > 0, x ,= 0
x T M x 0, x

Lemma:

M = MT > 0

M = MT 0

Z[
Z[

i ( M ) > 0, i
i ( M ) 0, i

M = MT > 0

V ( x ) := x T M x

W
V (0) = 0 ,

V ( x) > 0, x ,= 0

## min ( M )q xq2 xT M x max ( M )q xq2 ,

Proof idea: factorize M = U U T , unitary U (i.e.,
pp U xpp = pp xpp x), = diag( 1 , . . . , n )

## for any matrix M

q M xq

max ( M T M )q xq ,

 
1 4
x1
x = Ax =
0 3 x2

(1)

## Eigenvalues of A : {1, 3} [ (global) asymptotic stability.

Find a quadratic Lyapunov function for the system (1):
 

 p11 p12 x1

T
, P = PT > 0
V ( x) = x Px = x1 x2
p12 p22 x2
Take any Q = Q T > 0 , say Q = I2\$2 . Solve AT P + PA = Q.

Example contd
AT P + PA = I


1 0
p11
4 3 p12
2p11
4p12 + 4p11

 
p12
p
+ 11
p22
p12



p12 1 4
=
p22
0 3
 

4p12 + 4p11
1 0
=
8p12 6p22
0 1

2p11 = 1

4p12 + 4p11 = 0
8p12 6p22 = 1

p
=[ 11
p12

 

p12
1/2 1/2
=
>0
p22
1/2 5/6

(2)

x1 = x1 + 4 x2
x2 = 3 x2

x12+x228 = 0

x2

4
4

0
x1

## Phase plot showing that 

 
 0.5 0

x1
1 2
2
V = 2 ( x1 + x2 ) = x1 x2
does NOT work.
0 0.5 x2

x1 = x1 + 4 x2
x2 = 3 x2

1

4
4

0
x

## Lyapunov Stability for Linear Systems

Linear system: x = Ax
Lyapunov equation: Let Q = Q T > 0. Solve
PA + AT P = Q

## with respect to the symmetric matrix P.

Lyapunov function: V ( x) = xT Px, [
V ( x) = x T P x + x T Px = x T ( PA + AT P) x = x T Qx < 0

## Asymptotic Stability: If P = PT > 0, then the Lyapunov

Stability Theorem implies (local=global) asymptotic stability,
hence the eigenvalues of A must satisfy Re k( A) < 0, k

## If Re k( A) < 0 k, then for every Q = Q T > 0 there exists

P = PT > 0 such that PA + AT P = Q
Z
T
eA t QeAt dt. Then
Proof: Choose P =
0

AT P + PA =

lim

Z t
h


T
T
AT eA QeA + eA Q AeA d

lim eA QeA

= Q

it

Interpretation

## Assume x = Ax, x(0) = z. Then

Z
Z
T
T
x (t) Qx(t)dt = z
0

AT t


Qe dt z = zT Pz
At

## Thus V ( z) = zT Pz is the cost-to-go from z (with no input) and

integral quadratic cost function with weighting matrix Q.

Theorem Consider
x = f ( x)

x = Ax + ( x) ,

## pp( x)pp = o(pp xpp) as x 0 .

(1) Re k ( A) < 0, k

## x = 0 locally asympt. stable

(2) k : Re k ( A) > 0

x = 0 unstable

## Proof of (1) in Lyapunovs Linearization Method

Put V ( x) := xT Px. Then, V (0) = 0, V ( x) > 0 x ,= 0, and
V ( x) = x T P f ( x) + f T ( x) Px

= xT P[ Ax + ( x)] + [ xT AT + T ( x)] Px
= xT ( PA + AT P) x + 2xT P( x) = xT Qx + 2xT P( x)
x T Qx min ( Q)q xq2

q( x)q < q xq,

q xq < r

## Thus, choosing sufficiently small gives


V ( x) min ( Q) 2 max ( P) q xq2 < 0

## Theorem Let x = f ( x) and f ( x ) = 0.

If there exists a C 1 function V : Rn R such that
(1) V ( x ) = 0
(2) V ( x) > 0, for all x ,= x
(3) V ( x) < 0 for all x ,= x
(4) V ( x) as q xq
then x is a globally asymptotically stable equilibrium.

If the condition V ( x) as q xq is not fulfilled, then
global stability cannot be guaranteed.
Example Assume V ( x) = x12 /(1 + x12 ) + x22 is a Lyapunov
function for a system. Can have q xq even if V ( x) < 0.
Contour plot V ( x) = C:
2

Example [Khalil]:

1.5

6x1
+ 2x2
(1 + x12 )2
2( x1 + x2 )
x 2 =
(1 + x12 )2

x 1 =

x2

0.5

0.5

1.5

2
10

x1
0

10

## Theorem: Let x = f ( x) and f ( x ) = 0. If there exists a C 1

function V : Rn R such that
(1) V ( x ) = 0
(2) V ( x) > 0 for all x ,= x
(3) V ( x) V ( x) for all x
(4) V ( x) as q xq
then x is globally exponentially stable.

Proof Idea

## Assume x(t) ,= 0 ( otherwise we have x( ) = 0 for all > t).

Then
V ( x)

V ( x)
Integrating from 0 to t gives
log V ( x(t)) log V ( x(0)) t [ V ( x(t)) e t V ( x(0))

Hence, V ( x(t)) 0, t .
Using the properties of V it follows that x(t) 0, t .

Invariant Sets

## Definition: A set M is called invariant if for the system

x = f ( x),
x(0) M implies that x(t) M for all t 0.

x(t)
x(0)
M

## LaSalles Invariant Set Theorem

Theorem Let Rn compact invariant set for x = f ( x).
Let V : R be a C 1 function such that V ( x) 0, x ,
E := { x : V ( x) = 0}, M :=largest invariant subset of E
=[
x(0) , x(t) approaches M as t +
E

V ( x)
M

## Theorem: Let x = f ( x) and f (0) = 0. If there exists a C 1

function V : Rn R such that
(1) V (0) = 0, V ( x) > 0 for all x ,= 0
(2) V ( x) 0 for all x
(3) V ( x) as q xq
(4) The only solution of x = f ( x), V ( x) = 0 is x(t) = 0 t
=[

## A Motivating Example (contd)

m x = b x p x p k0 x k1 x3
V ( x) = (2m x 2 + 2k0 x2 + k1 x4 )/4 > 0,
V ( x) = bp x p3

V (0, 0) = 0

d
k0
k1 3
x (t) = x(t)
x (t) ,= 0,
dt
m
m

## which means that x (t) can not stay constant.

Hence, V ( x) = 0 Z[ x(t) " 0, and LaSalles theorem gives
global asymptotic stability.

## ExampleStable Limit Cycle

Show that M = { x : q xq = 1} is a asymptotically stable limit
cycle for (almost globally, except for starting at x=0):
x 1 = x1 x2 x1 ( x12 + x22 )
x 2 = x1 + x2 x2 ( x12 + x22 )

## Let V ( x) = ( x12 + x22 1)2 .

d
dV
= 2( x12 + x22 1) ( x12 + x22 1)
dt
dt
= 2( x12 + x22 1)2 ( x12 + x22 ) 0

for x

## ExampleStable Limit Cycle

E = { x : V ( x) = 0} = { x : q xq = 1}
M = E is an invariant set, because
d
V = 2( x12 + x22 1)( x12 + x22 ) = 0
dt

for x M

## We have shown that M is a asymtotically stable limit cycle

(globally stable in R {0})

## A Motivating Example (revisited)

m x = b x p x p k0 x k1 x3
V ( x, x ) = (2m x 2 + 2k0 x2 + k1 x4 )/4 > 0,

V (0, 0) = 0

V ( x, x ) = bp x p3 gives E = {( x, x ) : x = 0}.

## Assume there exists ( x,

x ) M such that x (t0 ) ,= 0. Then
m x (t0 ) = k0 x (t0 ) k1 x 3 (t0 ) ,= 0

## so x (t0 +) ,= 0 so the trajectory will immediately leave M . A

contradiction to that M is invariant.
Hence, M = {(0, 0)} so the origin is asymptotically stable.

u

b
s+ a

b
b
s+b
a

b
x

e
+ x

x + ax = bu

b
bb
x + a
x=b
bu

e= aa
b, e
Introduce e
x=xb
x, a
b= bb
b.

x0

1 2
e2 + be
b2 )
(e
x + aa
2

ea
e + be
be
b=
V = e
xe
x + a a
V =

eb
ea
e + be
=e
x(a e
xa
x+e
bu) + a a
be
b = a e
x2

1
e
e = a
b =
xb
x
a

Invariant set: e
x = 0.

## This proves that e

x 0.

e
b = b
b= e
xu
b

e and e
(The parameters a
b do not necessarily converge: u " 0.)
Demonstration if time permits

Results
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