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Lecture Analysis of Stability Using Lyapunov
Lecture Analysis of Stability Using Lyapunov
Outline
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Motivation
Definitions
Instability Theorem
Examples
ADVANCED CONTROL SYSTEM DESIGN
Dr. Radhakant Padhi, AE Dept., IISc-Bangalore
References
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Motivation
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Definitions
System Dynamics
X = f (X )
Xe = f ( Xe ) = 0
Definitions
Open Set
A set A
is open if
for every p A, Br ( p ) A
Connected Set
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Definitions
Stable Equilibrium
X (t ) X e <
t t0
Unstable Equilibrium
If the above condition is not satisfied, then the
equilibrium point is said to be unstable
ADVANCED CONTROL SYSTEM DESIGN
Dr. Radhakant Padhi, AE Dept., IISc-Bangalore
Definitions
Convergent Equilibrium
If :
X ( 0) X e <
lim X ( t ) = X e
t
Asymptotically Stable
If an equilibrium point is both stable and convergent,
then it is said to be asymptotically stable.
Definitions
Exponentially Stable
, > 0 :
X ( t ) X e X ( 0 ) X e e t t > 0
whenever
X (0) X e <
Convention
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Definitions
A function V : D R is said to be positive semi definite in
D if it satisfies the following conditions:
(i ) 0 D and V (0) = 0
(ii ) V ( X ) 0, X D
V : D R is said to be positive definite in D if condition
(ii) is replaced by V ( X ) > 0 in D {0}
V : D R is said to be negative definite (semi definite) in
D if V ( X ) is positive definite.
ADVANCED CONTROL SYSTEM DESIGN
Dr. Radhakant Padhi, AE Dept., IISc-Bangalore
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V ( X ) k2 X
(ii ) V ( X ) k3 X
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Example:
System dynamics
x1 , x2
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Lyapunov function
x2
x1
x = ( g / l ) sin x
1
2
V = KE + PE
1
2
= m (l ) + mgh
2
1 2 2
= ml x2 + mg (1 cos x1 )
2
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V
=
x1
V
f1 ( X )
x2
f 2 ( X )
V ( X ) 0 (nsdf )
Hence, it is a stable system.
ADVANCED CONTROL SYSTEM DESIGN
Dr. Radhakant Padhi, AE Dept., IISc-Bangalore
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ma = mg sin kl
Defining the same state variables as above
x1 = x2
g
k
x2 = sin x1 x2
l
m
ADVANCED CONTROL SYSTEM DESIGN
Dr. Radhakant Padhi, AE Dept., IISc-Bangalore
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V
=
x1
V
f1 ( X )
x2
= mgl sin x1
f 2 ( X )
ml x2 x2
g
k
sin x1 x2
l
m
= kl 2 x22
V (X ) 0
( nsdf )
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System dynamics:
X = AX ,
Lyapunov function:
V ( X ) = X T PX ,
P > 0 ( pdf )
Derivative analysis: V = X T PX + X T PX
= X T AT PX + X T PAX
= X T ( AT P + PA ) X
ADVANCED CONTROL SYSTEM DESIGN
Dr. Radhakant Padhi, AE Dept., IISc-Bangalore
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V = X T QX
(Q > 0)
X T ( AT P + PA ) X = X T QX
(Lyapunov Equation)
ADVANCED CONTROL SYSTEM DESIGN
Dr. Radhakant Padhi, AE Dept., IISc-Bangalore
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nn
satisfy Re ( i ) < 0
P = e Q e At dt
AT t
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Instability theorem
Consider the autonomous dynamical system and assume
X =0 is an equilibrium point. Let V : D R have the
following properties:
(i ) V (0) = 0
(ii ) X 0 R n , arbitrarily close to X = 0, such that V ( X 0 ) > 0
(iii ) V > 0 X U , where the set U is defined as follows
U = { X D : X and V ( X ) > 0}
Under these conditions, X =0 is unstable
ADVANCED CONTROL SYSTEM DESIGN
Dr. Radhakant Padhi, AE Dept., IISc-Bangalore
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Summary
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Motivation
Notions of Stability
Instability Theorem
Examples
ADVANCED CONTROL SYSTEM DESIGN
Dr. Radhakant Padhi, AE Dept., IISc-Bangalore
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References
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