Modern Control Theory 9-16 Liapunov's Stability Analysis
For system to be asymptotically stable Q must be negative definite i.e. - Q must be
positive definite
_ fe 2 176 2
“Q=-|, =2=6x3 | [-2 2+ 6x3
Using Sylvester's criterion, 6 > 0 and 12 + 36 x} ~ 4 > Oi.e. 12 (1 + 3x3) > 4 then the
equilibrium state x = 0 is asymptotically stable in the large.
‘im Example 9.5 : Investigate the stability of the following non-linerar system using direct
method of Liaupnav.
os]
‘ 2
OAT (TU: July ‘Aug. 2005, Jan/Feb -2005)
Solution : Given that x =X, %) = — X; - x3 x»
Let the Liapunov function be, V = x} + x3
V = 2x x t2xQ—%
f
2 xy q+ 2Q Gy - x7 xy)
2, Ny — Ixy Xp - 2x? XZ
22
2x2 x3
It can be seen that V <0 for all non-zero values of x, and x;. Hence the function is
negative definite. Therefore the origin of the system is asymptotically stable in large.
mm Example 9.6 : A second order system is represented by
: 01
te areiea[? 4]
Assuming matrix Q to be identity matrix, solve for matrix P in the equation
ATP + PA = ~ Q. Use Liapunov theorem anc determine the stability of the origin of the
system. Write the Liapunov function V(x). (VTU: July/Aug.-2005, Jan/Feb-2007)
a= [a a) af 3]
_ [Pu Pe] gif! &
ta rain rok eb a]Modern Control Theory
Consider
Ir “T)[Pu
1 =U LP
Piz ~P2
pe +
Px,
| |e
Pir~Pi2P12 P22} "P22
9-47 Liapunov's Stability Analysis
A'P+PA = -Q
Prif® W__ fa oO
Po f{-l -j> Lo a
Pu-Piz |e ‘|
Pi~Px} [0-1
[pe
Pai
[ ~pr2 Pu -Pi2 P22 i]
Pu-Pi2-P22-2(P12~P22) vl
-2Pp ppett/2
Pu-P2-Pn = 0 * Pum Pa = Pr = 5
1
2(P2- Py) = -1 “Pa Pa =z
+ P is positive definite. Hence the equilibrium state at origin is asymptotically stable in
the large. The Liapunov's function is
V(x)
Vo)
3h
22 BS
= xX Px=[y yl '
1, ba
2
= Bayete bxyex |]
= pitas ah |]
32,1 1
= ddehagy shee odModern Control Theory 9-18 Liapunov's Stability Analysis
Lia
= 3 (xj +2e)xp +29)
Imp Example 9.7 : A system is described by the following equation : (VTU: Jan/Feb.- 2008)
+ 1-2
Saeere Af a
Assuming matrix Q to be the identify matrix, solve for matrix P and comment on the
stability of the system using the equation AT P + PA =-Q.
Solution : To check the stability of the system described by equation x= Ax, We will solve
the equation, ATP+PA =-Q where for any symmetric, positive definite matrix Q, there
exists a symmetric, positive definite matrix Q, there exists a symmetric positive definite
matrix P.
We can find out matrix P for any arbitrary choice of positive, definite, real symmetric
matrix Q. Let us select Q = 1, where | is Identity matrix.
ATP+PA =-O
Let Pe (Fm |
Pa Pa
az(2 2) ate?
[1 aye 24
[2 ‘dl Pu Pi], [Pu Piz (r ae ‘I
2-4} [pa p2l* lpn p2tl1 -a]"lo =
[eee Pa Piz + Px }[Rt Pio Pa > ele ‘]
-Pu~ 4P2 > 2Pi2 ~ 4P22 -Pat Pe ~~ 4px} LO -1
Py tPi2tP2 Piz -2Pu*P22] _[-} 0
Pi -5Pa1 + P22 ~2P12~2P21~8P2] 0 ~
But P is symmetric matrix -.p,» =P) :
[sree ee 2p, “SP 2 +P } [o ‘J
—Pi-SPi2+P2 P2-2P2 8p} LO
pu tPiatPx =
2p -5Pi2 P22 = 0
2p12~2Pn-8Pp = A
Solving these three equations using Cramer's rule