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Stability definitions.
Class
functions.
Equilibrium Point
Lyapunov Stability
x2
x1
The equilibrium
is stable if
0 such that
Otherwise,
is unstable.
Convergence
The equilibrium
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
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:
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Directional Derivative
_|
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Lie Derivative
Definite Functions
along
Example
Positive Definite:
Negative Definite:
Positive Semidefinite:
Negative Semidefinite:
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Lyapunov Function
Positive definite:
Positive Definite
Negative Definite
Positive Semidefinite
Negative Semidefinite
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Lyapunov Surface
10
0.5
-0.5
-1
10
-2
-1.5
-3
-1
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Asymptotic Stability
Lyapunov Stability
inside
If
has a negative derivative along the
trajectories, the Lyapunov surface shrinks.
x2
x1
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Instability
Remarks
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22
,
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Stability Analysis
Equilibrium:
Physically motivated choice: total energy
Stable equilibrium.
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Stability Analysis
Equilibrium:
Physically motivated choice: total energy
Stable equilibrium (we know it is
asymptotically stable).
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Using a Different
Example:
if either
locally
or
or
both.
1.6
1.6
1.2
1.6
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1.2
8
0.
0.
8
1.2
4
0.
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.
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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
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If
subset
x2
is continuous on a compact
, metric space, then
s. t.
>0
>0
x1
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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.
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Functions of Class
Class
with
I.
: continuous function
II.
Class
with
Equilibrium
strictly increasing.
: continuous function
I.
II.
is unstable
III.
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strictly increasing.
as
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Lemma 3.1
Example
If
then
class
and
and
is radially unbounded,
can be chosen in
is positive definite and radially
unbounded.
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Lemma 3.2
The equilibrium of
if and only if a class
and a constant s.t.
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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.
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Exponential Stability
Proof
in
/
/
/
Then
is exponentially stable.
If the conditions hold globally,
is
globally exponentially stable.
/
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Example
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Invariance Principle
Lyapunov function
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Limit Set
Equilibrium point
Limit cycle.
Any system trajectory.
= trajectory of
if
_|
tends as
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Example
Lemmas
If
Then
i
ii
iii
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= bounded solution of
as
Theorem 3.7
Theorem 3.6
1.
2.
3.
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).
1.
is positive definite
2.
is negative semidefinite
3.
4.
is radially unbounded.
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Theorem 3.7
The equilibrium
of of
globally asymptotically stable if
satisfying
1.
is positive definite
2.
Equilibrium:
asymptotically stable.
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is
a function
3.
4.
is radially unbounded.
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Example
La Salles Theorem
continuously differentiable
unbounded
, radially
of
approaches
as
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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.
in
no solution remains
other than the trivial trajectory.
is an asymptotically stable
Then
equilibrium of
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If
then
and
is radially unbounded
is globally asymptotically stable
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Example
Equilibrium:
Invariant Set:
iff (a)
For
1st Quadrant
(b)
, or
on circle of radius
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Refine Answer
Given
define
compact (closed & bounded) by construction
and any trajectory starting in
remains in , i.e. is an invariant set
Choose
and
invariant sets
= largest invariant set in ,
La Salles Thm.: every motion in converges to
or
(limit cycle)
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