Introduction to Lyapunov Stability (CHAP.

4)
As in the linear case, in the control of nonlinear systemsthe first issue that we have to address
is stability
(we have to take care of this before we can start worrying aboutperformance)
What does stability mean ???
In the linear case, we had several definitions
a. Bounded Input/ Bounded Output (BIBO) stability
b. Lyapunov stability
c. Asymptotic stability

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Under mild Conditions ( reachability and detectability) for LTI

systems all of these were equivalent to having all eigenvalues
(poles) in open left half plane
However, for nonlinear systems all these definitions ofstability might not be equivalent.
Need a precise statement of what kind of stability we have in mind
.

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Simplest prototype problem: Given

(no explicit time
dependence) find conditions that guarantee "stability" in some sense.

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Simplification: We will assume (without loss of generality ) that

Definition: Consider the non linear system

where

and f is locally LipschitzinD

The equilibrium point

STABLE: if for each
(Lyapunov)

is
there exists

if

such that
for all

UNSTABLE: if it is not stable

ASYMPTOTICALLY STABLE: if it is stable and

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How does one establish stability and/or asymptotic stability?

Lets look at a few examples....
Example 1: Massspringdamper system

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Example 2: Pendulum

damping

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Lyapunov's Stability Theorem

Consider the system

and assume that

equilibrium point. Let

be a domain containing

suppose that there exists a function

is an
and

such that

Vis continuously differentiable

and

(Vis positive definite)

is negative definite)

Then

is Lyapunov stable. Moreover, if

then

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is asymptotically stable

Formal Proof:

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Terminology :

is called a Lyapunov function

The surface

is Called a Lyapunovsurface

(or level)
Since
the system moves across nested Lyapunov
surfaces until it reaches the origin

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Question: The theorem states "suppose there exists a function...."

How do we find these functions?
Answer: Sometimes they are motivated by the problem itself,
sometimes we just try some classes of functions.

A class of functions commonly used are quadratic Lyapunovfunctions

where P is positive definite

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Recall that a symmetric matrix P is positive definite if any of the fallowing properties hold

All eigenvalues of Parestrictly positive

(Pis symmetric so all eigenvalues are real)
All leading minors of P are positive

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Example:

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Question: What happens if a simple quadratic Lyapunox function does not work?
Are there any other classes of Lyapunov functions available?
Answer: Yes (plenty). Acommonly used Lyapunov function is
the socalled LuriPopov type:

where

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Example (text)
With

all
locally Lipschitz in

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Example : Pendulum with friction

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Example: Hopfield neural network

nonlinearity g satisfies
differentiable
monotonically increasing

The dynamical model is

or, in terms of

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Before we look at alternative ways of dealing with problems

where Lyapunov theorem fails (either because
but cannot establish that
look at how can we generalize the Lyapunov functions in
the previous examples .

Suppose that we have

then

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or
we

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For the pendulum with friction, we chose

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For the Neural Net example we had

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LaSalle's InvariantPrinciple
Recall that, from physical arguments, we know thatthe
pendulum with friction ought to be asymptotically stable
However, using as Lyapunov function theenergy

we fail to establish this fact since

is only negative semidefinite.

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How does one generalize this argument?

Ingredients needed

differentiable
Need to establish that no trajectory
can "hide" in the region
for a nonzero lengthoftime
(except for the equilibrium point)

These ideas are the basis of LaSalle's invariance principle(LaSalle 1967)

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Before we formulate this principle, we need to introduce someadditional notation and

definitions
Notation: Given
with

denote by
Then

the solution

p is a positive limitpoint if there assists a sequence

Such that

as

Positive limit set

p: pisa positive limit point
Invariant (or positively invariant) set
If

all

We say that
there exists

as
such that

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if for each

for all

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Fundamental Property of Invariant Sets (Lemma 4.1)

Ifa solution

is bounded and belongs to D for

then there exists a positive limit set

Moreover

is

non empty
Compact (closed and bounded)

invariant
and

Proof: See AppendixC3

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LaSalle's theorem
Given:

invariant Compact
differentiable

Define

set of all points in

Where

largest invariant set contained in

Then every solution

starting in

as

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approaches

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Corollary (KrasovskiiTheorem): Assume that

equilibrium point of

Let

continuously differentiable radially unbounded function

such that
for all

Define the set

and assume that no trajectory can stay identically in S

(with the exception of
Then, the origin is globally asymptotically stable.

Remarks:

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is an
be a
(i.e.,
and

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Examples of Application of LaSalle's Principle

Example: Simple adaptive control system
Suppose we want to stabilize the following first order system
(open loop unstable)
If we know a, then we can take

with

But, what if we do not know a?

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Example: Back to Hopfield Neural Network

Recall that we had established that the net "tends" towards
alocal minimum of the energy function

Moreover ,

and

alli (eq.point). However,

standard Lyapunov arguments fail because V(x)is not necessarily positive definite
To establish that the net converges to one of the equilibrium points we need to
use LaSalle's principle.
Recall that our model is

with

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Instability Theorems
So far, Lyapunov(and LaSalle's) theorems can help in
establishing stability in the sense that if we find some
function V(x) with adequate properties then x=0 is stable
(or asymptotically stable.)
However, What happens if we cannot find V? Is it because
we are not smart enough or because the eq. point is not stable?
One cannot get this answer from Lyapunov ( i.e., We can
establish stability but not rule it out)

So,next we are going to look into some techniques for

rulingout stability.

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Chetaev's theorem (Theorem4.3text)

Suppose that

is an eq. point of

that there exists

and

continuously differentiable such that

for some

with

Define the set

and assume
Then,

for
is unstable.

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arbitrarily small

Before proving the theorem, lets lookintosome examples

Example: Consider a linear system

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Example: ( Homework problem revisited)

Claim:If

and pis even then the origin is an

unstable equilibrium point

Note: The fact that

immediately implies that

is indeed an eq.point

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Proof of Chetaev'sTheorem:

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Connections With Stability of Linear Time InvariantSystems

Consider the system
thus

it is asymptotically stable
all eigenvalues ofA have
strictly negative real parts
It is stable

bounded

but all eigenvectors on imaginary

axis havemultiplicity one.
(do not have terms
Can we get this from Lyapunov'sTheorem?
YES
Whydowe care?
Relevance is

we'llget Lyapunov more functions thatcan be

used to assess robust stability properties
We'll be able to prove RothHurwitz Criterion

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Theorem:

A system
if and only if for any

is asymptotically stable
the following

matrix equation
(Lyapunoveq.)
has a (unique) positive definite solution P

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Example of use of Lyapunov'sequation to assess robust stability margins

Suppose we have a system of the form

Where A represents the nominal dynamics and

represents model

uncertainty. We would like to find bounds (the larger the better)

on the largest uncertainty that we can tolerate without becoming
unstable.
We could try to exploit Lyapunov's equation as follows

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A few more comments on Lyapunov's equation

Lyapunov'sequation can be used to proveRothHurwitz stability criterion
E.g.,see Linear System theory and Design 2ndEdition
Author:CT Chen,

Implications of Lyapunov's equation for linearization (Thm.4.7text)

Suppose we have a system
and linearize it around

Let

It can be shown that (see texbook)

asymp stable if

for alli

unstable if
As before if
which

for some i
and there existsan i for
then the linearization fails to

establish the stability properties of x=0.

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