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18 (de) vizualizări16 paginiNonlinear Control using Lyapunov Stability for autonomous and non-autonomous systems.

Nov 14, 2015

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Nonlinear Control using Lyapunov Stability for autonomous and non-autonomous systems.

© All Rights Reserved

18 (de) vizualizări

Nonlinear Control using Lyapunov Stability for autonomous and non-autonomous systems.

© All Rights Reserved

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M. S. Fadali

Professor of EE

Stability definitions.

Class

functions.

Equilibrium Point

Lyapunov Stability

x2

x1

The equilibrium

locally Lipschitz

Equilibrium point

is stable if

0 such that

Otherwise,

is unstable.

4

Convergence

The equilibrium

Independent properties.

Convergence does not imply stability.

Example: Trajectories always go to a circle

of radius r before converging. Unstable.

is convergent if

s.t.

_|

x2

x1

Asymptotic Stability

The equilibrium

if it is both

2.

Convergent.

is asymptotically stable

1.

W.l.og., assume

If equilibrium is at

axes:

of

, translate the

convergence.

Example

Exponential Stability

The equilibrium

s.t.

is exponentially stable if

The equilibrium

is globally exponentially

stable if the condition holds

exponentially stable

asymptotically stable stable

Equilibrium:

10

Directional Derivative

directly.

Generalize concept of energy function.

Gives sufficient stability or instability

conditions (in general).

Possible difficulty, choice of suitable

Lyapunov (generalized energy) function.

continuous partial derivatives.

Directional derivative of at in the

direction

_|

11

12

Lie Derivative

Definite Functions

along

Example

Positive Definite:

Negative Definite:

Positive Semidefinite:

Negative Semidefinite:

13

14

Lyapunov Function

Positive definite:

trajectories of the system.

Positive Definite

Negative Definite

Positive Semidefinite

Negative Semidefinite

15

16

Lyapunov Surface

10

space where

Surface

encloses all

if

surfaces

Shape of surface depends on

: may or may not be the

sphere

1

in

If the derivative of

along the

trajectories of the system is

0.5

-0.5

-1

10

-2

-1.5

-3

stable in the sense of Lyapunov.

b) negative definite then the equilibrium is

asymptotically stable.

c) positive definite then the equilibrium is

unstable.

-1

17

18

Asymptotic Stability

Lyapunov Stability

inside

If

has a negative derivative along the

trajectories, the Lyapunov surface shrinks.

The surface continues to shrink along the

trajectories until it converges to its

minimum zero value.

The minimum value of the function is

(at the equilibrium point).

never leaves it.

can choose s. t. the largest ball

is

x2

x1

19

20

Instability

Remarks

grows continuously.

any trajectory and

diverges along any trajectory.

Note: condition is very severe because an

unstable system may have some stable

trajectories (e.g. saddle point).

conditions for stability and sufficient

conditions for instability.

If the test fails, there is no conclusion.

It is often difficult to find a suitable

Lyapunov function for nonlinear systems.

For linear systems, the theorem can

provide a necessary and sufficient

condition.

21

22

for

use in stability analysis: Lyapunov function

candidate.

2. Evaluate the derivative

along the

system trajectories.

3. Use the stability theorem: success means

= Lyapunov function

that

If the test fails, no conclusion (sufficient)

Can try another function

(it may be

difficult to find one that works)

1.

stable.

Lyapunov function

,

23

24

Stability Analysis

Equilibrium:

Physically motivated choice: total energy

Stable equilibrium.

25

26

Stability Analysis

Equilibrium:

Physically motivated choice: total energy

Stable equilibrium (we know it is

asymptotically stable).

27

28

Using a Different

Requires

radially unbounded.

Radially unbounded

continuously differentiable and

as

uniformly in .

Example:

if either

locally

or

or

both.

29

1

0.8

0.6

1.6

1.6

1.2

1.6

30

1.2

8

0.

0.

8

1.2

4

0.

unbounded function

If the derivative of

along the

trajectories of the system is negative

then

is globally

definite

asymptotically stable.

0.4

0.4

0.

8

0.2

0

8

0.

0.4

-0.4

-0.6

-0.8

0.

4

Example:

-0.2

1.2

1.6

1.2

1.2

-1

2

-2.5

8

0.

0.

8

1.6

-2

-1.5

-1

1.6

-0.5

0.5

1.5

closed for

For

, trajectories can diverge while moving

towards a Lyapunov contour associated with a

lower value.

unbounded prevents pathological cases.

31

32

Example

Chetaevs Theorem

The equilibrium

of

,

continuously differentiable in

is unstable if a function

satisfying

Equilibrium

pos. def. and radially

unbounded.

I.

arbitrarily close to

II.

Equilibrium

stable.

s.t.

III.

is globally asymptotically

33

34

arbitrarily close to in the set will cross

the sphere

,

arbitrary.

Unstable: cannot find

s.t.

If

subset

x2

is continuous on a compact

, metric space, then

s. t.

>0

>0

x1

35

36

Proof

Proof Cont.

is nonempty

arbitrarily close to s.t.

since

bounded

Starting at

arbitrarily close to , the

trajectory leaves as

and crosses

For

bounded (compact) set

closed &

have bounds in

s.t.

37

38

Functions of Class

Class

with

I.

in

(

: continuous function

II.

Class

with

Equilibrium

strictly increasing.

: continuous function

I.

II.

is unstable

III.

39

strictly increasing.

as

40

Lemma 3.1

Example

only if class functions

and

s. t.

Choose

If

then

class

and

and

is radially unbounded,

can be chosen in

is positive definite and radially

unbounded.

41

Lemma 3.2

The equilibrium of

if and only if a class

and a constant s.t.

42

Class

is stable

function

Continuous function

s.t.

I. For fixed ,

is in class w.r.t. .

II. For fixed ,

is strictly decreasing

w.r.t. .

III.

as

Class function

: Upper bound

for stable trajectory.

43

44

Exponential Stability

Proof

. If

I.

is negative definite.

II.

s.t.

in

/

/

/

Then

is exponentially stable.

If the conditions hold globally,

is

globally exponentially stable.

/

45

Example

46

Invariance Principle

exponentially stable (obvious).

Lyapunov function

stability even if

.

Exploit the relationship between the state

variables of the system.

(Positively) Invariant Set :

is an

invariant set w.r.t. a dynamical system

if

Starting in , the system never leaves .

47

48

Limit Set

Equilibrium point

Limit cycle.

Any system trajectory.

= trajectory of

a time sequence

s.t.

as

, i.e.

if

_|

tends as

49

50

Example

Lemmas

limit set of any trajectory in its domain of

attraction.

Stable limit cycle

limit set of any sufficiently close trajectory.

If

Then

i

ii

iii

51

= bounded solution of

approaches

as

52

Theorem 3.7

Theorem 3.6

1.

2.

3.

asymptotically stable if

satisfying

of

a function

is

is positive definite

is negative semidefinite in a bounded

region

.

is only zero for the trivial trajectory

(nonzero on all nontrivial trajectories).

of

is

globally asymptotically stable if a function

satisfying

1.

is positive definite

2.

is negative semidefinite

3.

(nonzero on all nontrivial trajectories)

4.

is radially unbounded.

53

54

Theorem 3.7

The equilibrium

of of

globally asymptotically stable if

satisfying

1.

is positive definite

2.

Equilibrium:

asymptotically stable.

55

is

a function

.

region

3.

(nonzero on all nontrivial trajectories)

4.

is radially unbounded.

56

Example

La Salles Theorem

continuously differentiable

unbounded

, radially

of

approaches

as

57

58

Corollaries

Remarks

Unlike Lyapunov theory, La Salles Thm.

1. Requires

to be continuously

differentiable but not necessarily positive

definite.

2. Is applicable to any attractor and not just

an equilibrium point i.e. it can be used to

determine the stability of a limit cycle.

3. Largest invariant set =union of all

invariant sets.

definite in

.

is negative semidefinite in

in

no solution remains

other than the trivial trajectory.

is an asymptotically stable

Then

equilibrium of

59

If

then

and

is radially unbounded

is globally asymptotically stable

60

Example

pos. semidef. In

Equilibrium:

Invariant Set:

iff (a)

For

1st Quadrant

(b)

, or

on circle of radius

61

62

Refine Answer

Given

define

compact (closed & bounded) by construction

and any trajectory starting in

remains in , i.e. is an invariant set

Choose

Limit cycle is stable (attractive) while is

unstable because arbitrarily close points to

converge to the limit cycle.

and

invariant sets

= largest invariant set in ,

La Salles Thm.: every motion in converges to

or

(limit cycle)

63

64

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