Applied Nonlinear Control

Applied Nonlinear Control Nguyen Tan Tien - 2002.
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C.1 Introduction
Why Nonlinear Control ?
Nonlinear control is a mature subject with a variety of powerful methods and a long history of
successful industrial applications ⇒ Why so many researchers have recently showed an active
interest in the development and applications of nonlinear control methodologies ?
• Improvement of existing control systems

Linear control methods rely on the key assumption of small range operation for the linear model
to be valid. When the required operation range is large, a linear controller is likely to perform very
poorly or to be unstable, because the nonlinearities in the system cannot be properly compensated
for.
Nonlinear controllers may handle the nonlinearities in large range operation directly.
Ex: pendulum
• Analysis of hard nonlinearities

One of the assumptions of linear control is that the system model is indeed linearizable. However,
in control systems, there are many nonlinearities whose discontinuous nature does not allow linear
approximation.
Ex: Coulomb friction, backlash
• Dealing with model uncertainties

In designing linear controllers, it is usually necessary to assume that the parameters of the system
model are reasonably well known. However in many control problems involve uncertainties in the
model parameters. Nonlinearities can be intentionally introduced into the control part of a control
system so that model uncertainties can be tolerated.
Two classes of nonlinear controllers for this purpose are robust controllers and adaptive
controllers.
Ex: parameter variations
• Design simplicity
Good nonlinear control designs may be simpler and more intuitive than their linear counterparts.
Ex: x& = Ax + Bu
x& = f + gu
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Chapter 1 Introduction 1
Applied Nonlinear Control Nguyen Tan Tien - 2002.3
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2. Phase Plane Analysis
Phase plane analysis is a graphical method for studying The nature of the system response corresponding to various
second-order systems. This chapter’s objective is to gain initial conditions is directly displayed on the phase plane. In
familiarity of the nonlinear systems through the simple the above example, we can easily see that the system
graphical method. trajectories neither converge to the origin nor diverge to
infinity. They simply circle around the origin, indicating the
2.1 Concepts of Phase Plane Analysis marginal nature of the system’s stability.
2.1.1 Phase portraits A major class of second-order systems can be described by the
The phase plane method is concerned with the graphical study differential equations of the form
of second-order autonomous systems described by
&x& = f ( x, x& ) (2.3)
x&1 = f1 ( x1 , x 2 ) (2.1a)
x& 2 = f 2 ( x1 , x 2 ) (2.1b) In state space form, this dynamics can be represented
with x1 = x and x 2 = x& as follows
where
x1 , x 2 : states of the system x&1 = x2
f1 , f 2 : nonlinear functions of the states x& 2 = f ( x1 , x 2 )
Geometrically, the state space of this system is a plane having 2.1.2 Singular points
x1 , x 2 as coordinates. This plane is called phase plane. The A singular point is an equilibrium point in the phase plane.
Since an equilibrium point is defined as a point where the
solution of (2.1) with time varies from zero to infinity can be
represented as a curve in the phase plane. Such a curve is system states can stay forever, this implies that x& = 0 , and
called a phase plane trajectory. A family of phase plane using (2.1)
trajectories is called a phase portrait of a system.
 f1 ( x1 , x 2 ) = 0
 (2.4)
Example 2.1 Phase portrait of a mass-spring system_______
 f 2 ( x1 , x 2 ) = 0
x& For a linear system, there is usually only one singular point
although in some cases there can be a set of singular points.
k =1 x Example 2.2 A nonlinear second-order system____________

0
x&
9
m =1
6
(a ) (b)
Fig. 2.1 A mass-spring system and its phase portrait convergence
area
3
-6 -3 3 6 x
The governing equation of the mass-spring system in Fig. 2.1
is the familiar linear second-order differential equation
unstable
-3
&x& + x = 0 (2.2)
-6
Assume that the mass is initially at rest, at length x0 . Then the divergence
area
to infinity
solution of this equation is -9
x(t ) = x0 cos(t )
Fig. 2.2 A mass-spring system and its phase portrait
x& (t ) = − x0 sin(t )
Consider the system &x& + 0.6 x& + 3x + x 2 = 0 whose phase
Eliminating time t from the above equations, we obtain the portrait is plot in Fig. 2.2.
equation of the trajectories
The system has two singular points, one at (0,0) and the other
x + x& 2 = x02
2 at (−3,0) . The motion patterns of the system trajectories in the
vicinity of the two singular points have different natures. The
This represents a circle in the phase plane. Its plot is given in trajectories move towards the point x = 0 while moving away
Fig. 2.1.b. from the point x = −3 .
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Chapter 2 Phase Plane Analysis 1
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Why an equilibrium point of a second order system is called a f ( x1 , x2 ) = f ( x1 ,− x 2 ) ⇒ symmetry about the x1 axis.
singular point ? Let us examine the slope of the phase portrait. f ( x1 , x2 ) = − f ( x1 ,− x2 ) ⇒ symmetry about the x2 axis.
The slope of the phase trajectory passing through a point
( x1 , x 2 ) is determined by f ( x1 , x2 ) = − f (− x1 ,− x 2 ) ⇒ symmetry about the origin.
dx2 f (x , x ) 2.2 Constructing Phase Portraits

= 2 1 2 (2.5)
dx1 f1 ( x1 , x 2 ) There are a number of methods for constructing phase plane
trajectories for linear or nonlinear system, such that so-called
where f1 , f 2 are assumed to be single valued functions. This analytical method, the method of isoclines, the delta method,
implies that the phase trajectories will not intersect. At Lienard’s method, and Pell’s method.
singular point, however, the value of the slope is 0/0, i.e., the
slope is indeterminate. Many trajectories may intersect at such Analytical method
point, as seen from Fig. 2.2. This indeterminacy of the slope There are two techniques for generating phase plane portraits
accounts for the adjective “singular”. analytically. Both technique lead to a functional relation
between the two phase variables x1 and x2 in the form
Singular points are very important features in the phase plane.
Examining the singular points can reveal a great deal of g ( x1 , x 2 ) = 0 (2.6)
information about the properties of a system. In fact, the
stability of linear systems is uniquely characterized by the
where the constant c represents the effects of initial conditions
nature of their singular points.
(and, possibly, of external input signals). Plotting this relation
Although the phase plane method is developed primarily for
in the phase plane for different initial conditions yields a phase
second-order systems, it can also be applied to the analysis of
portrait.
first-order systems of the form
The first technique involves solving (2.1) for x1 and x2 as a
x& + f ( x) = 0
function of time t , i.e., x1 (t ) = g1 (t ) and x2 (t ) = g 2 (t ) , and
The difference now is that the phase portrait is composed of a then, eliminating time t from these equations. This technique
single trajectory. was already illustrated in example 2.1.
Example 2.3 A first-order system_______________________ The second technique, on the other hand, involves directly
dx f (x , x )
Consider the system x& = −4 x + x there are three singular 3 eliminating the time variable, by noting that 2 = 2 1 2
dx1 f1 ( x1 , x 2 )
points, defined by − 4 x + x 3 = 0 , namely, x = 0, − 2, 2 . The and then solving this equation for a functional relation
phase portrait of the system consists of a single trajectory, and between x1 and x2 . Let us use this technique to solve the mass-
is shown in Fig. 2.3. spring equation again.
x&
Example 2.4 Mass-spring system_______________________
stable unstable By noting that &x& = (dx& / dx) /( dx / dt ) , we can rewrite (2.2) as
unstable
dx&
x x& + x = 0 . Integration of this equation yields x& 2 + x 2 = x02 .
-2 0 2
dx
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Most nonlinear systems cannot be easily solved by either of

the above two techniques. However, for piece-wise linear
Fig. 2.3 Phase trajectory of a first-order system systems, an important class of nonlinear systems, this can be
conveniently used, as the following example shows.
The arrows in the figure denote the direction of motion, and
whether they point toward the left or the right at a particular Example 2.5 A satellite control system___________________
point is determined by the sign of x& at that point. It is seen
from the phase portrait of this system that the equilibrium Jets Sattellite
point x = 0 is stable, while the other two are unstable. θd = 0 u θ& θ
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U
1 1
-U p p
2.1.3 Symmetry in phase plane portrait
Let us consider the second-order dynamics (2.3): &x& = f ( x, x& ) .

Fig. 2.4 Satellite control system
The slope of trajectories in the phase plane is of the form
Fig. 2.4 shows the control system for a simple satellite model.
dx2 f ( x1 , x2 ) The satellite, depicted in Fig. 2.5.a, is simply a rotational unit
=−
dx1 x& inertia controlled by a pair of thrusters, which can provide
either a positive constant torque U (positive firing) or negative
Since symmetry of the phase portraits also implies symmetry torque (negative firing). The purpose of the control system is
of the slopes (equal in absolute value but opposite in sign), we to maintain the satellite antenna at a zero angle by
can identify the following situations: appropriately firing the thrusters.
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The mathematical model of the satellite is θ&& = u , where u is The method of isoclines (ñöôø ng ñaú ng khuynh)
the torque provided by the thrusters and θ is the satellite angle. The basic idea in this method is that of isoclines. Consider the
dynamics in (2.1): x&1 = f1 ( x1 , x 2 ) and x& 2 = f 2 ( x1 , x 2 ) . At a
Let us examine on the phase plane the behavior of the control point ( x1 , x2 ) in the phase plane, the slope of the tangent to the
system when the thrusters are fired according to the control trajectory can be determined by (2.5). An isocline is defined to
law be the locus of the points with a given tangent slope. An
isocline with slope α is thus defined to be
−U if θ >0
u (t ) =  (2.7)
U if θ <0 dx2 f (x , x )
= 2 1 2 =α
dx1 f1 ( x1 , x 2 )
which means that the thrusters push in the counterclockwise
direction if θ is positive, and vice versa. This is to say that points on the curve
As the first step of the phase portrait generation, let us f 2 ( x1 , x 2 ) = α f1 ( x1 , x2 )

consider the phase portrait when the thrusters provide a
positive torque U . The dynamics of the system is θ&& = U , all have the same tangent slope α .
which implies that θ& dθ& = U dθ . Therefore, the phase portrait
trajectories are a family of parabolas defined by In the method of isoclines, the phase portrait of a system is
generated in two steps. In the first step, a field of directions of
θ& 2 = 2U θ + c1 , where c1 is constant. The corresponding tangents to the trajectories is obtained. In the second step,
phase portrait of the system is shown in Fig. 2.5.b. phase plane trajectories are formed from the field of directions.
When the thrusters provide a negative torque −U , the phase Let us explain the isocline method on the mass-spring system
in (2.2): &x& + x = 0 . The slope of the trajectories is easily seen
trajectories are similarly found to be θ& 2 = −2U x + c1 , with the
to be
corresponding phase portrait as shown in Fig. 2.5.c.
dx2 x
=− 1
θ x& x& dx1 x2
antenna
x x Therefore, the isocline equation for a slope α is
x1 + α x 2 = 0
i.e., a straight line. Along the line, we can draw a lot of short
u u =U u = −U
line segments with slope α . By taking α to be different values,
Fig. 2.5 Satellite control using on-off thrusters a set of isoclines can be drawn, and a field of directions of
tangents to trajectories are generated, as shown in Fig. 2.7. To
The complete phase portrait of the closed-loop control system obtain trajectories from the field of directions, we assume that
can be obtained simply by connecting the trajectories on the the tangent slopes are locally constant. Therefore, a trajectory
left half of the phase plane in 2.5.b with those on the right half starting from any point in the plane can be found by
of the phase plane in 2.5.c, as shown in Fig. 2.6. connecting a sequence of line segments.
parabolic x& α =1 x& α = −1

trajectories
x x
α =∞
u = +U u = −U
switching line
Fig. 2.7 Isoclines for the mass-spring system
Fig.2.6 Complete phase portrait of the control system
Example 2.6 The Van der Pol equation__________________
The vertical axis represents a switching line, because the
control input and thus the phase trajectories are switched on For the Van der Pol equation
that line. It is interesting to see that, starting from a nonzero
initial angle, the satellite will oscillate in periodic motions &x& + 0.2( x 2 − 1) x& + x = 0
under the action of the jets. One can concludes from this phase
portrait that the system is marginally stable, similarly to the an isocline of slope α is defined by
mass-spring system in Example 2.1. Convergence of the
system to the zero angle can be obtained by adding rate dx& 0.2( x 2 − 1) x& + x
feedback. =− =α
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Therfore, the points on the curve where x corresponding to time t and x0 corresponding to
time t 0 . This implies that, if we plot a phase plane portrait
0.2( x 2 − 1) x& + x + α x& = 0 with new coordinates x and (1 / x& ) , then the area under the
resulting curve is the corresponding time interval.
all have the same slope α .
2.4 Phase Plane Analysis of Linear Systems
By taking α of different isoclines can be obtained, as plot in
Fig. 2.8. The general form of a linear second-order system is
x2 α = 0 α = −1
x&1 = a x1 + b x2 (2.9a)
α = −5
α =1 x& 2 = c x1 + d x 2 (2.9b)
Transform these equations into a scalar second-order

trajectory x1 differential equation in the form b x& 2 = b c x1 + d ( x&1 − a x1 ) .
-2 2 Consequently, differentiation of (2.9a) and then substitution of
limit cycle (2.9b) leads to &x&1 = (a + d ) x&1 + (c b − a d ) x1 . Therefore, we
will simply consider the second-order linear system described
by
isoclines &x& + a x& + b x = 0 (2.10)
Fig. 2.8 Phase portrait of the Van der Pol equation
To obtain the phase portrait of this linear system, we solve for
Short line segments are drawn on the isoclines to generate a the time history
field of tangent directions. The phase portraits can be obtained,
as shown in the plot. It is interesting to note that there exists a x(t ) = k1e λ1 t + k 2 e λ2 t for λ1 ≠ λ2 (2.11a)
closed curved in the portrait, and the trajectories starting from
λ1 t λ2 t
both outside and inside converge to this curve. This closed x(t ) = k1e + k2 t e for λ1 = λ2 (2.11b)
curve corresponds to a limit cycle, as will be discussed further
in section 2.5. whre the constant λ1 , λ2 are the solutions of the characteristic
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equation
2.3 Determining Time from Phase Portraits
s 2 + as + b = ( s − λ1 )( s − λ2 ) = 0
Time t does not explicitly appear in the phase plane having
x1 and x 2 as coordinates. We now to describe two techniques The roots λ1 , λ2 can be explicitly represented as
for computing time history from phase portrait. Both of
techniques involve a step-by step procedure for recovering
time. − a + a 2 − 4b − a − a 2 − 4b
λ1 = and λ2 =
2 2
Obtaining time from ∆t ≈ ∆x / x&
In a short time ∆t , the change of x is approximately For linear systems described by (2.10), there is only one
singular point (b ≠ 0) , namely the origin. However, the
∆x ≈ x& ∆t (2.8) trajectories in the vicinity of this singularity point can display
quite different characteristics, depending on the values of
where x& is the velocity corresponding to the increment ∆x . a and b . The following cases can occur
• λ1 , λ2 are both real and have the same sign (+ or -)
From (2.8), the length of time corresponding to the
• λ1 , λ2 are both real and have opposite sign
increment ∆x is ∆t ≈ ∆x / x& . This implies that, in order to
• λ1 , λ2 are complex conjugates with non-zero real parts
obtain the time corresponding to the motion from one point to
another point along the trajectory, we should divide the • λ1 , λ2 are complex conjugates with real parts equal to 0
corresponding part of the trajectory into a number of small We now briefly discuss each of the above four cases
segments (not necessarily equally spaced), find the time
associated with each segment, and then add up the results. To Stable or unstable node (Fig. 2.9.a -b)
obtain the history of states corresponding to a certain initial The first case corresponds to a node. A node can be stable or
condition, we simply compute the time t for each point on the unstable:
phase trajectory, and then plots x with respects to t and x& λ1 , λ2 < 0 : singularity point is called stable node.
with respects to t . λ1 , λ2 > 0 : singularity point is called unstable node.
There is no oscillation in the trajectories.
Obtaining time from t ≈ (1 / x& ) dx
∫
Since x& = dx / dt , we can write dt = dx / x& . Therefore, Saddle point (Fig. 2.9.c)
The second case ( λ1 < 0 < λ2 ) corresponds to a saddle point.
x Because of the unstable pole λ2 , almost all of the system
∫
t − t 0 ≈ (1 / x& ) dx
x0 trajectories diverge to infinity.
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jω stable node x& Local behavior of nonlinear systems

If the singular point of interest is not at the origin, by defining
the difference between the original state and the singular point
σ x as a new set of state variables, we can shift the singular point
to the origin. Therefore, without loss of generality, we may
simply consider Eq.(2.1) with a singular point at 0. Using
(a) Taylor expansion, Eqs. (2.1) can be rewritten in the form
jω unstable node x&
x&1 = a x1 + b x 2 + g1 ( x1 , x 2 )
x& 2 = c x1 + d x 2 + g 2 ( x1 , x 2 )
σ x
where g1 , g 2 contain higher order terms.
(b)
jω saddle point x& In the vicinity of the origin, the higher order terms can be
neglected, and therefore, the nonlinear system trajectories
essentially satisfy the linearized equation
σ x
x&1 = a x1 + b x2
(c ) x& 2 = c x1 + d x 2
jω stable focus x&
As a result, the local behavior of the nonlinear system can be
approximated by the patterns shown in Fig. 2.9.
σ x
Limit cycle
In the phase plane, a limit cycle is defied as an isolated closed
(d ) curve. The trajectory has to be both closed, indicating the
jω unstable focus x& periodic nature of the motion, and isolated, indicating the
limiting nature of the cycle (with near by trajectories
converging or diverging from it).
σ x
Depending on the motion patterns of the trajectories in the
vicinity of the limit cycle, we can distinguish three kinds of
(e)
limit cycles.
jω center point x& • Stable Limit Cycles: all trajectories in the vicinity of the
limit cycle converge to it as t → ∞ (Fig. 2.10.a).
• Unstable Limit Cycles: all trajectories in the vicinity of
σ x the limit cycle diverge to it as t → ∞ (Fig. 2.10.b)
• Semi-Stable Limit Cycles: some of the trajectories in
(f) the vicinity of the limit cycle converge to it as
Fig. 2.9 Phase-portraits of linear systems t → ∞ (Fig. 2.10.c)
Stable or unstable locus (Fig. 2.9.d-e) x2 converging x2 diverging x2

The third case corresponds to a focus. trajectories trajectories diverging
Re(λ1 , λ2 ) < 0 : stable focus converging
Re(λ1 , λ2 ) > 0 : unstable focus
x1 x1 x1
Center point (Fig. 2.9.f)
The last case corresponds to a certain point. All trajectories limit cycle limit cycle limit cycle
are ellipses and the singularity point is the centre of these
ellipses. (a ) (b) (c)
⊗ Note that the stability characteristics of linear systems are Fig. 2.10 Stable, unstable, and semi-stable limit cycles
uniquely determined by the nature of their singularity points.
This, however, is not true for nonlinear systems. Example 2.7 Stable, unstable, and semi-stable limit cycle___
Consider the following nonlinear systems
2.5 Phase Plane Analysis of Nonlinear Systems
 x& = x2 − x1 ( x12 + x 22 − 1)
In discussing the phase plane analysis of nonlinear system, (2.12) (a)  1
two points should be kept in mind:  x& 2 = − x1 − x 2 ( x12 + x 22 − 1)
• Phase plane analysis of nonlinear systems is related to  x& = x 2 + x1 ( x12 + x 22 − 1)
that of liner systems, because the local behavior of (b)  1 (2.13)
nonlinear systems can be approximated by the behavior  x& 2 = − x1 + x 2 ( x12 + x22 − 1)
of a linear system.
• Nonlinear systems can display much more complicated  x&1 = x 2 − x1 ( x12 + x 22 − 1) 2
patterns in the phase plane, such as multiple equilibrium (c)  (2.14)
 x& 2 = − x1 − x2 ( x12 + x22 − 1) 2
points and limit cycles.
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By introducing a polar coordinates
x 
r = x12 + x22 θ (t ) = tan −1  2 
 x1 
the dynamics of (2.12) are transformed as
dr dθ
= − r (r 2 − 1) = −1
dt dt
When the state starts on the unicycle, the above equation

shows that r&(t ) = 0 . Therefore, the state will circle around the
origin with a period 1 / 2π . When r < 1 , then r& > 0 . This
implies that the state tends to the circle from inside.
When r > 1 , then r& < 0 . This implies that the states tend to the
unit circle from outside. Therefore, the unit circle is a stable
limit cycle. This can also be concluded by examining the
analytical solution of (2.12)
1 1
r (t ) = and θ (t ) = θ 0 − t , where c0 = −1
1 + c0 e − 2t r02
Similarly, we can find that the system (b) has an unstable limit
cycle and system (c) has a semi-stable limit cycle.
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2.6 Existence of Limit Cycles
Theorem 2.1 (Pointcare) If a limit cycle exists in the second-

order autonomous system (2.1), the N=S+1.
Where, N represents the number of nodes, centers, and foci

enclosed by a limit cycle, S represents the number of enclosed
saddle points.
This theorem is sometime called index theorem.
Theorem 2.2 (Pointcare-Bendixson) If a trajectory of the

second-order autonomous system remains in a finite region
Ω , then one of the following is true:
(a) the trajectory goes to an equilibrium point
(b) the trajectory tends to an asymptotically stable limit
cycle
(c) the trajectory is itself a limit cycle
Theorem 2.3 (Bendixson) For a nonlinear system (2.1), no

limit cycle can exist in the region Ω of the phase plane in
which ∂f1 / ∂x1 + ∂f 2 / ∂x 2 does not vanish and does not change
sign.
Example 2.8________________________________________
Consider the nonlinear system
x&1 = g ( x 2 ) + 4 x1 x 22
x& 2 = h( x1 ) + 4 x12 x2
∂ f1 ∂ f 2
Since + = 4( x12 + x 22 ) , which is always strictly
∂x1 ∂x 2
positive (except at the origin), the system does not have any
limit cycles any where in the phase plane.
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3. Fundamentals of Lyapunov Theory
The objective of this chapter is to present Lyapunov stability has a single equilibrium point (the origin 0) if A is nonsingular.
theorem and illustrate its use in the analysis and the design of If A is singular, it has an infinity of equilibrium points, which
nonlinear systems. contained in the null-space of the matrix A, i.e., the subspace
defined by Ax = 0. A nonlinear system can have several (or
3.1 Nonlinear Systems and Equilibrium Points infinitely many) isolated equilibrium points.
Nonlinear systems Example 3.1 The pendulum___________________________

A nonlinear dynamic system can usually be presented by the
set of nonlinear differential equations in the form
x& = f (x, t ) (3.1) R
θ
where
n
f ∈R : nonlinear vector function
x ∈ Rn : state vectors Fig. 3.1 Pendulum
n : order of the system
Consider the pendulum of Fig. 3.1, whose dynamics is given
The form (3.1) can represent both closed-loop dynamics of a by the following nonlinear autonomous equation
feedback control system and the dynamic systems where no
control signals are involved. MR 2θ&& + bθ& + MgR sin θ = 0 (3.5)
A special class of nonlinear systems is linear system. The where R is the pendulum’s length, M its mass, b the friction
dynamics of linear systems are of the from x& = A(t ) x with coefficient at the hinge, and g the gravity constant. Leting
x1 = θ , x2 = θ& , the corresponding state-space equation is
A ∈ R n×n .
x&1 = x2 (3.6a)
Autonomous and non-autonomous systems
Linear systems are classified as either time-varying or time- g b
x& 2 = − x − sin x1
2 2
(3.6b)
invariant. For nonlinear systems, these adjectives are replaced MR R
by autonomous and non-autonomous.
Therefore the equilibrium points are given by x2 = 0,
Definition 3.1 The nonlinear system (3.1) is said to be
sin( x1 ) = 0, which leads to the points (0 [2π ], 0) and
autonomous if f does not depend explicitly on time, i.e., if the
system’s state equation can be written (π [2π ], 0) . Physically, these points correspond to the
pendulum resting exactly at the vertical up and down points.
x& = f (x) (3.2) __________________________________________________________________________________________
In linear system analysis and design, for notational and

Otherwise, the system is called non-autonomous. analytical simplicity, we often transform the linear system
equations in such a way that the equilibrium point is the origin
Equilibrium points of the state-space.
It is possible for a system trajectory to only a single point.
Such a point is called an equilibrium point. As we shall see Nominal motion
later, many stability problems are naturally formulated with
Let x* (t ) be the solution of x& = f (x) , i.e., the nominal motion
respect to equilibrium points.
trajectory, corresponding to initial condition x* (0) = x 0 . Let
*
Definition 3.2 A state x is an equilibrium state (or us now perturb the initial condition to be x(0) = x 0 + δ x 0 , and
equilibrium points) of the system if once x(t ) is equal to x * , it study the associated variation of the motion error
remains equal to x * for all future time. e(t ) = x(t ) − x* (t ) as illustrated in Fig. 3.2.
x2
Mathematically, this means that the constant vector x *
satisfies
x(t ) e(t )
*
0 = f (x ) (3.3) x* (t )
x1
Equilibrium points can be found using (3.3).
A linear time-invariant system xn
x& = A x Fig. 3.2 Nominal and perturbed motions (3.4)

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Chapter 3 Fundamentals of Lyapunov Theory 7
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Since both x * (t ) and x(t ) are solutions of (3.2): x& = f (x) , we ∀R > 0, ∃r > 0, x(0) < r ⇒ ∀t ≥ 0, x(t ) < R
have or, equivalently
x& * = f (x * ) x * (0) = x 0
∀R > 0, ∃r > 0, x(0) ∈ B r ⇒ ∀t ≥ 0, x(t ) ∈ B r
x& = f (x) x ( 0) = x 0 + δ x 0
Essentially, stability (also called stability in the sense of
then e(t ) satisfies the following non-autonomous differential Lyapunov, or Lyapunov stability) means that the system
equation trajectory can be kept arbitrarily close to the origin by starting
sufficiently close to it. More formally, the definition states that
e& = f (x * + e, t ) − f (x * , t ) = g (e, t ) (3.8) the origin is stable, if, given that we do not want the state
trajectory x(t ) to get out of a ball of arbitrarily specified radius
with initial condition e(0) = δ x(0) . Since g (0, t ) = 0 , the new B R . The geometrical implication of stability is indicated in
dynamic system, with e as state and g in place of f, has an Fig. 33.
equilibrium point at the origin of the state space. Therefore, 3 curve 1 - asymptotically stable
instead of studying the deviation of x(t ) from x * (t ) for the 1 curve 2 - marginally stable
original system, we may simply study the stability of the 2 curve 3 - unstable
perturbation dynamics (3.8) with respect to the equilibrium
point 0. However, the perturbation dynamics non-autonomous 0
system, due to the presence of the nominal trajectory x * (t ) on x(0) S r
the right hand side.
Example 3.2________________________________________
SR
Consider the autonomous mass-spring system Fig. 3.3 Concepts of stability
Asymptotic stability and exponential stability

m &x& + k1 x& + k 2 x 3 = 0
In many engineering applications, Lyapunov stability is not
enough. For example, when a satellite’s attitude is disturbed
which contains a nonlinear term reflecting the hardening effect
from its nominal position, we not only want the satellite to
of the spring. Let us study the stability of the motion
maintain its attitude in a range determined by the magnitude of
x* (t ) which starts from initial point x0 . Assume that we the disturbance, i.e., Lyapunov stability, but also required that
slightly perturb the initial position to be x(0) = x0 + δ x0 . The the attitude gradually go back to its original value. This type
of engineering requirement is captured by the concept of
resulting system trajectory is denoted as x(t ) . Proceeding as asymptotic stability.
before, the equivalent differential equation governing the
motion error e is Definition 3.4 An equilibrium points 0 is asymptotically stable
if it is stable, and if in addition there exist some r > 0 such
m &e& + k1e + k 2 [e 3 + 3e 2 x * (t ) + 3e x *2 (t )] = 0 that x(0) ≤ r implies that x(t ) → 0 as t → ∞ .
Clearly, this is a non-autonomous system. Asymptotic stability means that the equilibrium is stable, and
__________________________________________________________________________________________
in addition, states start close to 0 actually converge to 0 as
3.2 Concepts of Stability time goes to infinity. Fig. 3.3 shows that the system
trajectories starting form within the ball B r converge to the
Notation origin. The ball B r is called a domain of attraction of the
B R : spherical region (or ball) defined by x ≤ R equilibrium point.
S R : spherical itself defined by x = R
In many engineering applications, it is still not sufficient to
∀ : for any know that a system will converge to the equilibrium point
∃ : there exist after infinite time. There is a need to estimate how fast the
∈ : in the set system trajectory approaches 0. The concept of exponential
⇒ : implies that stability can be used for this purpose.
⇔ : equivalent
Definition 3.5 An equilibrium points 0 is exponential stable if
Stability and instability there exist two strictly positive number α and λ such that
Definition 3.3 The equilibrium state x = 0 is said to be stable
if, for any R > 0 , there exist r > 0 , such that if x(0) ≤ r then ∀t > 0, x(t ) ≤ α x(0) e −λt (3.9)
x(t ) ≤ R for all t ≥ 0 . Otherwise, the equilibrium point is
unstable. in some ball B r around the origin.
Using the above symbols, Definition 3.3 can be written in the (3.9) means that the state vector of an exponentially stable
form system converges to the origin faster than an exponential
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_________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________
function. The positive number λ is called the rate of A similar procedure can be applied for a controlled system.
exponential convergence. Consider the system &x& + 4 x& 5 + ( x 2 + 1) u = 0 . The system can
For example, the system x& = −(1 + sin 2 x) x is exponentially be linearly approximated about x = 0 as &x& + 0 + (0 + 1) u = 0 or
convergent to x = 0 with the rate λ = 1 . Indeed, its solution is &x& = u . Assume that the control law for the original nonlinear
− ∫0t −[1+sin 2 x (τ )] dτ system has been selected to be u = sin x + x 3 + x cos 2 x , then
x(t ) = x(0) e , and therefore x(t ) ≤ x(0) e −t .
the linearized closed-loop dynamics is &x& + x& + x = 0 .
__________________________________________________________________________________________
Note that exponential stability implies asymptotic stability.
But asymptotic stability does not implies guarantee The following result makes precise the relationship between
exponential stability, as can be seen from the system the stability of the linear system (3.2) and that of the original
nonlinear system (3.2).
x& = − x 2 , x(0) = 1 (3.10)
Theorem 3.1 (Lyapunov’s linearization method)
whose solution is x = 1 /(1 + t ) , a function slower than any • If the linearized system is strictly stable (i.e., if all
exponential function e − λt . eigenvalues of A are strictly in the left-half complex plane),
then the equilibrium point is asymptotically stable (for the
Local and global stability actual nonlinear system).
Definition 3.6 If asymptotic (or exponential) stability holds • If the linearizad system is un stable (i.e., if at least one
for any initial states, the equilibrium point is said to be eigenvalue of A is strictly in the right-half complex plane),
asymptotically (or exponentially) stable in the large. It is also then the equilibrium point is unstablle (for the nonlinear
called globally asymptotically (or exponentially) stable. system).
3.3 Linearization and Local Stability • If the linearized system is marginally stable (i.e., if all
Lyapunov’s linearization method is concerned with the local eigenvalues of A are in the left-half complex plane but at
stability of a nonlinear system. It is a formalization of the least one of them is on the jω axis), then one cannot
intuition that a nonlinear system should behave similarly to its conclude anything from the linear approximation (the
linearized approximation for small range motions. equilibrium point may be stable, asymptotically stable, or
unstable for the nonlinear system).
Consider the autonomous system in (3.2), and assumed that
f(x) is continuously differentiable. Then the system dynamics Example 3.5________________________________________
can be written as
Consider the equilibrium point (θ = π ,θ& = 0) of the pendulum
 ∂f 
x& =   x + f h.o.t . (x) (3.11) in the example 3.1. Since the neighborhood of θ = π , we can
 ∂ x  x =0 write
where f h.o.t . stands for higher-order terms in x. Let us use the sin θ = sin π + cos π (θ − π ) + h.o.t. = π − θ + h.o.t.
constant matrix A denote the Jacobian matrix of f with respect ~
 ∂f  thus letting θ = θ − π , the system’s linearization about the
to x at x = 0: A =   . Then, the system
equilibrium point (θ = π ,θ& = 0) is
 ∂ x  x =0
x& = A x (3.12) ~
&& ~& g ~
b
θ + θ − θ =0
2
MR R
is called the linearization (or linear approximation) of the
original system at the equilibrium point 0.
Hence its linear approximation is unstable, and therefore so is
In practice, finding a system’s linearization is often most the nonlinear system at this equilibrium point.
__________________________________________________________________________________________
easily done simply neglecting any term of order higher than 1
in the dynamics, as we now illustrate. Example 3.5________________________________________
Example 3.4________________________________________ Consider the first-order system x& = a x + b x 5 . The origin 0 is
one of the two equilibrium of this system. The linearization of
Consider the nonlinear system this system around the origin is x& = a x . The application of
Lyapunov’s linearization method indicate the following
x&1 = x22 + x1 cos x 2 stability properties of the nonlinear system
x& 2 = x 2 + ( x1 + 1) x1 + x1 sin x 2
• a < 0 : asymptotically stable
Its linearized approximation about x = 0 is • a > 0 : unstable
• a = 0 : cannot tell from the linearization
x&1 = 0 + x1.1
x& 2 = x 2 + 0 + x1 + x1 x2 ≈ x2 + x1 In the third case, the nonlinear system is x& = b x 5 . The
1 0 linearization method fails while, as we shall see, the direct
The linearized system can thus be written x& =  x . method to be described can easily solve this problem.
1 1 __________________________________________________________________________________________
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_________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________
3.4 Lyapunov’s Direct Method 3.4.1. Positive definite functions and Lyapunov functions
Definition 3.7 A scalar continuous function V (x) is said to be
The basic philosophy of Lyapunov’s direct method is the locally positive definite if V (0) = 0 and, in a ball B R0
mathematical extension of a fundamental physical
observation: if the total energy of a mechanical (or electrical)
system is continuous dissipated, then the system, whether x≠0 ⇒ V ( x) > 0
linear or nonlinear, must eventually settle down to an
equilibrium point. Thus, we may conclude the stability of a If V (0) = 0 and the above property holds over the whole state
system by examining the variation of a single scalar function. space, then V (x) is said to be globally positive definite.
Let consider the nonlinear mass-damper-spring system in Fig. 1

For instance, the function V (x) = MR 2 x22 + MR(1 − cos x1 )
3.6, whose dynamic equation is 2
which is the mechanical energy of the pendulum in Example
m &x& + b x& x& + k 0 x + k1 x 3 = 0 (3.13) 3.1, is locally positive definite.
Let us describe the geometrical meaning of locally positive

with definite functions. Consider a positive definite function
b x& x& : nonlinear dissipation or damping V (x) of two state variables x1 and x2 . In 3-dimensional space,
k 0 x + k1 x 3 : nonlinear spring term V (x) typically corresponds to a surface looking like an
upward cup as shown in Fig. 3.7. The lowest point of the cup
is located at the origin.
nonlinear spring
and damper m V = V3
V
V = V2
Fig. 3.6 A nonlinear mass-damper-spring system
V = V1
Total mechanical energy = kinetic energy + potential energy x2
1 2 x 1 1 1 0
∫ (k x + k x )dx = 2 mx& x1
3 2
V ( x) = mx& + k 0 x 2 + k1 x 4
0 1 + V3 > V2 > V1
0 2 2 4
(3.14)
Comparing the definitions of stability and mechanical energy, Fig. 3.7 Typical shape of a positive definite function V ( x1 , x 2 )
we can see some relations between the mechanical energy and
the concepts described earlier: The 2-dimesional geometrical representation can be made as
follows. Taking x1 and x2 as Cartesian coordinates, the level
• zero energy corresponds to the equilibrium point
(x = 0, x& = 0) curves V ( x1 , x 2 ) = Vα typically present a set of ovals
• assymptotic stability implies the convergence of surrounding the origin, with each oval corresponding to a
mechanical energy to zero positive value of Vα .These ovals often called contour curves
• instability is related to the growth of mechanical energy may be thought as the section of the cup by horizontal planes,
projected on the ( x1 , x 2 ) plane as shown in Fig. 3.8.
The relations indicate that the value of a scalar quantity, the
mechanical energy, indirectly reflects the magnitude of the
V = V2 x2 V = V1
state vector, and furthermore, that the stability properties of
the system can be characterized by the variation of the
mechanical energy of the system. x1
0
The rate of energy variation during the system’s motion is
obtained by differentiating the first equality in (3.14) and
using (3.13) V = V3 V3 > V2 > V1
3
V& (x) = m x& &x& + (k 0 x + k1 x 3 ) x& = x& (−b x& x& ) = −b x& (3.15) Fig. 3.8 Interpreting positive definite functions using contour
curves
(3.15) implies that the energy of the system, starting from
some initial value, is continuously dissipated by the damper Definition 3.8 If, in a ball B R0 , the function V (x) is positive
until the mass is settled down, i.e., x& = 0 . definite and has continuous partial derivatives, and if its time
derivative along any state trajectory of system (3.2) is
The direct method of Lyapunov is based on generalization of
negative semi-definite, i.e., V& (x) ≤ 0 then, V (x) is said to be a
the concepts in the above mass-spring-damper system to more
complex systems. Lyapunov function for the system (3.2).
___________________________________________________________________________________________________________
_________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________
A Lyapunov function can be given simple geometrical Obviously, this function is locally positive definite. As a mater
interpretations. In Fig. 3.9, the point denoting the value of of fact, this function represents the total energy of the
V ( x1 , x2 ) is seen always point down an inverted cup. In Fig. pendulum, composed of the sum of the potential energy and
3.10, the state point is seen to move across contour curves the kinetic energy. Its time derivative yields
corresponding to lower and lower value of V .
V& (x) = θ& sin θ + θ&θ&& = −θ& 2 ≤ 0
V Therefore, by involving the above theorem, we can conclude

that the origin is a stable equilibrium point. In fact, using
physical meaning, we can see the reason why V& (x) ≤ 0 ,
namely that the damping term absorbs energy. Actually,
V
V& (x) is precisely the power dissipated in the pendulum.
However, with this Lyapunov function, we cannot draw
0 x2 conclusion on the asymptotic stability of the system,
because V& (x) is only negative semi-definite.
x1 __________________________________________________________________________________________
x(t )
Example 3.8 Asymptotic stability_______________________
Fig. 3.9 Illustrating Definition 3.8 for n=2
Let us study the stability of the nonlinear system defined by
V = V2 x2 V = V1 x&1 = x1 ( x12 + x 22 − 2) − 4 x1 x 22
x& 2 = 4 x12 x2 + x 2 ( x12 + x22 − 2)
x1
0 around its equilibrium point at the origin.
V ( x1 , x 2 ) = x12 + x22
V = V3 V3 > V2 > V1
Fig. 3.10 Illustrating Definition 3.8 for n=2 using contour its derivative V& along any system trajectory is
curves
V& = 2( x12 + x 22 )( x12 + x 22 − 2)
3.4.2 Equilibrium point theorems
Lyapunov’s theorem for local stability Thus, is locally negative definite in the 2-dimensional ball B 2 ,
Theorem 3.2 (Local stability) If, in a ball B R0 , there exists a i.e., in the region defined by ( x12 + x22 ) < 2 . Therefore, the
scalar function V (x) with continuous first partial derivatives above theorem indicates that the origin is asymptotically
such that stable.
__________________________________________________________________________________________
• V (x) is positive definite (locally in B R0 )

Lyapunov theorem for global stability
• V& (x) is negative semi-definite (locally in B R0 )
Theorem 3.3 (Global Stability) Assume that there exists a
then the equilibrium point 0 is stable. If, actually, the scalar function V of the state x, with continuous first order
derivative V& (x) is locally negative definite in B R0 , then the derivatives such that
stability is asymptotic. • V (x) is positive definite
• V& (x) is negative definite
In applying the above theorem for analysis of a nonlinear • V (x) → ∞ as x → ∞
system, we must go through two steps: choosing a positive
Lyapunov function, and then determining its derivative along then the equilibrium at the origin is globally asymptotically
the path of the nonlinear systems. stable.
Example 3.7 Local stability___________________________ Example 3.9 A class of first-order systems_______________
A simple pendulum with viscous damping is described as Consider the nonlinear system
x& + c( x) = 0
θ&& + θ& + sin θ = 0
Consider the following scalar function where c is any continuous function of the same sign as its
scalar argument x , i.e., such as x c( x) > 0 ∀x ≠ 0 . Intuitively,
1 this condition indicates that − c(x ) ’pushes’ the system back
V (x) = (1 − cosθ ) + θ& 2
2 towards its rest position x = 0 , but is otherwise arbitrary.
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_________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________
Since c is continuous, it also implies that c(0) = 0 (Fig. 3.13). Local invariant set theorem
Consider as the Lyapunov function candidate the square of The invariant set theorem reflect the intuition that the decrease
distance to the origin V = x 2 . The function V is radially of a Lyapunov function V has to graduate vanish (i.e., ) V&
has to converge to zero) because V is lower bounded. A
unbounded, since it tends to infinity as x → ∞ . Its derivative
precise statement of this result is as follows.
is V& = 2 x x& = −2 x c ( x) . Thus V& < 0 as long as x ≠ 0 , so
that x = 0 is a globally asymptotically stable equilibrium point. Theorem 3.4 (Local Invariant Set Theorem) Consider an
autonomous system of the form (3.2), with f continuous, and
let V (x) be a scalar function with continuous first partial
c (x )
derivatives. Assume that
• for some l > 0 , the region Ω l defined by V (x) < l is
bounded
0 x • V& (x) ≤ 0 for all x in Ω l
Let R be the set of all points within Ω where V& (x) = 0 , and l
M be the largest invariant set in R. Then, every solution x(t )
originating in Ω l tends to M as t → ∞ .
Fig. 3.13 The function c(x )
⊗ Note that:
For instance, the system x& = sin 2 x − x is globally convergent - M is the union of all invariant sets (e.g., equilibrium
to x = 0 , since for x ≠ 0 , sin 2 x ≤ sin x ≤ x . Similarly, the points or limit cycles) within R
- In particular, if the set R is itself invariant (i.e., if once
system x& = − x 3 is globally asymptotically convergent to x = 0 .
V& = 0 , then ≡ 0 for all future time), then M=R
Notice that while this system’s linear approximation ( x& ≈ 0) is
inconclusive, even about local stability, the actual nonlinear The geometrical meaning of the theorem is illustrated in Fig.
system enjoys a strong stability property (global asymptotic 3.14, where a trajectory starting from within the bounded
stability). region Ω l is seen to converge to the largest invariant set M.
__________________________________________________________________________________________
Note that the set R is not necessarily connected, nor is the set
Example 3 .10______________________________________ M.
The asymptotic stability result in the local Lyapunov theorem
Consider the nonlinear system can be viewed a special case of the above invariant set
theorem, where the set M consists only of the origin.
x&1 = x2 − x1 ( x12 + x22 )
x& 2 = − x1 − x 2 ( x12 + x22 ) V =l
V
The origin of the state-space is an equilibrium point for this
Ωl
system. Let V be the positive definite function V = x12 + x22 .
Its derivative along any system trajectory is V& = −2( x12 + x 22 ) 2 R
which is negative definite. Therefore, the origin is a globally
asymptotically stable equilibrium point. Note that the
globalness of this stability result also implies that the origin is M
the only equilibrium point of the system. x0 x2
__________________________________________________________________________________________
x1
⊗ Note that:
Fig. 3.14 Convergence to the largest invariant set M
- Many Lyapunov function may exist for the same system.
- For a given system, specific choices of Lyapunov
Let us illustrate applications of the invariant set theorem using
functions may yield more precise results than others.
some examples.
- Along the same line, the theorems in Lyapunov analysis
are all sufficiency theorems. If for a particular choice of
Example 3 .11______________________________________
Lyapunov function candidate V , the condition on V& are
not met, we cannot draw any conclusions on the stability Asymptotic stability of the mass-damper-spring system
or instability of the system – the only conclusion we
For the system (3.13), we can only draw conclusion of
should draw is that a different Lyapunov function
marginal stability using the energy function (3.14) in the local
candidate should be tried.
equilibrium point theorem, because V& is only negative semi-
3.4.3 Invariant set theorem definite according to (3.15). Using the invariant set theorem,
Definition 3.9 A set G is an invariant set for a dynamic system however, we can show that the system is actually
if every system trajectory which starts from a point in G asymptotically stable. TO do this, we only have to show that
remains in G for all future time. the set M contains only one point.
___________________________________________________________________________________________________________
_________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________
The set R defined by x& = 0 , i.e., the collection of states with x2

zero velocity, or the whole horizontal axis in the phase
plane ( x, x& ) . Let us show that the largest invariant set M in limit cycle
this set R contains only the origin. Assume that M contains a
point with a non-zero position x1 , then, the acceleration at that
x1
point is &x& = −(k 0 / m) x − (k1 / m) x 3 ≠ 0 . This implies that the 0
trajectory will immediately move out of the set R and thus
also out of the set M, a contradiction to the definition.
__________________________________________________________________________________________
Example 3 .12 Domain of attraction____________________

Consider again the system in Example 3.8. For l = 1 , the Fig. 3.15 Convergence to a limit circle
region Ω l , defined by V ( x1 , x 2 ) = x12 + x22 < 1 , is bounded.
Moreover, the equilibrium point at the origin can actually be
The set R is simply the origin 0, which is an invariant set shown to be unstable. Any state trajectory starting from the
(since it is an equilibrium point). All the conditions of the region within the limit cycle, excluding the origin, actually
local invariant set theorem are satisfied and, therefore, any converges to the limit cycle.
trajectory starting within the circle converges to the origin. __________________________________________________________________________________________
Thus, a domain of attraction is explicitly determined by the
invariant set theorem. Example 3.11 actually represents a very common application
__________________________________________________________________________________________
of the invariant set theorem: conclude asymptotic stability of
Example 3 .13 Attractive limit cycle_____________________ an equilibrium point for systems with negative semi-definite V& .
The following corollary of the invariant set theorem is more
Consider again the system specifically tailored to such applications.
x&1 = x2 − x17 ( x14 + 2 x 22 − 10) Corollary: Consider the autonomous system (3.2), with f
continuous, and let V (x) be a scalar function with continuous
x& 2 = − x13 − 3 x 25 ( x14 + 2 x 22 − 10)
partial derivatives. Assume that in a certain neighborhood Ω
of the origin
Note that the set defined by x14 + 2 x22 = 10 is invariant, since • is locally positive definite
• V& (x) is negative semi-definite
d 4
( x1 + 2 x 22 − 10) = −(4 x110 + 12 x 26 )( x14 + 2 x22 − 10) • the set R defined by V& (x) = 0 contains no trajectories of
dt (3.2) other than the trivial trajectory x ≡ 0
Then, the equilibrium point 0 is asymptotically stable.
which is zero on the set. The motion on this invariant set is Furthermore, the largest connected region of the form
described (equivalently) by either of the equations (defined by V (x) < l ) within Ω is a domain of attraction of the
equilibrium point.
x&1 = x 2
x& 2 = − x13 Indeed, the largest invariant set M in R then contains only the
equilibrium point 0.
Therefore, we see that the invariant set actually represents a
⊗ Note that:
limit circle, along which the state vector moves clockwise. Is
- The above corollary replaces the negative definiteness
this limit circle actually attractive ? Let us define a Luapunov
condition on V& in Lyapunov’s local asymptotic stability
function candidate V = ( x14 + 2 x22 − 10) 2 which represents a
theorem by a negative semi-definiteness condition on V& ,
measure of the “distance” to the limit circle. For any arbitrary
combined with a third condition on the trajectories within
positive number l , the region Ω l , which surrounds the limit
R.
circle, is bounded. Its derivative - The largest connected region of the form Ω l within Ω is a
domain of attraction of the equilibrium point, but not
V& = −8( x110 + 3x 26 )( x14 + 2 x22 − 10) 2 necessarily the whole domain of attraction, because the
function V is not unique.
Thus V& is strictly negative, except if x14 + 2 x 22 = 10 or - The set Ω itself is not necessarily a domain of attraction.
Actually, the above theorem does not guarantee that Ω is
x110 + 3 x 26 = 0 , in which cases V& = 0 . The first equation is invariant: some trajectories starting in Ω but outside of
simply that defining the limit cycle, while the second equation the largest Ω l may actually end up outside Ω .
is verified only at the origin. Since both the limit circle and the
origin are invariant sets, the set M simply consists of their Global invariant set theorem
union. The above invariant set theorem and its corollary can be
simply extended to a global result, by enlarging the involved
Thus, all system trajectories starting in Ω l converge either to region to be the whole space and requiring the radial
the limit cycle or the origin (Fig. 3.15) unboundedness of the scalar function V .
___________________________________________________________________________________________________________
_________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________
Theorem 3.5 (Global Invariant Set Theorem) Consider an as long as x ≠ 0 . Thus the system cannot get “stuck” at an
autonomous system of the form (3.2), with f continuous, and equilibrium value other than x = 0 ; in other words, with R
let V (x) be a scalar function with continuous first partial being the set defined by x& = 0 , the largest invariant set M in R
derivatives. Assume that contains only one point, namely [ x = 0, x& = 0] . Use of the
• V& (x) ≤ 0 over the whole state space local invariant set theorem indicates that the origin is a locally
asymptotically stable point.
• V (x) → ∞ as x → ∞
Let R be the set of all points where V& (x) = 0 , and M be the b(x& ) c (x )
largest invariant set in R. Then all solutions globally
asymptotically converge to M as t → ∞
For instance, the above theorem shows that the limit cycle
0 x& 0 x
convergence in Example 3.13 is actually global: all system
trajectories converge to the limit cycle (unless they start
exactly at the origin, which is an unstable equilibrium point).
Fig. 3.17 The functions b(x& ) and c(x )
Because of the importance of this theorem, let us present an
additional (and very useful) example.
x
Example 3 .14 A class of second-order nonlinear systems___

Furthermore, if the integral c(r )dr is unbounded as x → ∞ ,
∫
0
then V is a radially unbounded function and the equilibrium
Consider a second-order system of the form point at the origin is globally asymptotically stable, according
to the global invariant set theorem.
&x& + b( x& ) + c( x) = 0 __________________________________________________________________________________________
where b and c are continuous functions verifying the sign Example 3 .15 Multimodal Lyapunov Function___________
conditions x& b( x& ) > 0 for x& ≠ 0 and x c( x& ) > 0 for x ≠ 0 . The Consider the system
dynamics of a mass-damper-spring system with nonlinear
damper and spring can be described by the equation of this πx
&x& + x 2 − 1 x& 3 + x = sin
form, with the above sign conditions simply indicating that the 2
otherwise arbitrary function b and c actually present π y 1 2 x
“damping” and “spring” effects. A nonlinear R-L-C (resistor-
inductor-capacitor) electrical circuit can also be represented by
Chose the Lyapunov function V =
2 
 dy .
2
x& +
∫  y − sin
0
the above dynamic equation (Fig. 3.16) This function has two minima, at x = ±1, x& = 0 , and a local
maximum in x (a saddle point in the state-space) at
vC = c (x ) v L = &x& v R = b(x& ) x = 0, x& = 0 . Its derivative V& = − x 2 − 1 x& 4 , i.e., the virtual
power “dissipated” by the system. Now V& = 0 ⇒ x& = 0 or

x = ±1 . Let us consider each of cases:
πx
Fig. 3.16 A nonlinear R-L-C circuit x& = 0 ⇒ &x& = sin − x ≠ 0 except if x = 0 or x = ±1
2
Note that if the function b and c are actually linear x = ±1 ⇒ &x& = 0
(b( x& ) = α1 x& , c( x) = α x ) , the above sign conditions are simply
Thus the invariant set theorem indicates that the system
the necessary and sufficient conditions for the system’s
converges globally to or ( x = −1, x& = 0) . The first two of these
stability (since they are equivalent to the conditions
α1 > 0,α 0 > 0 ). equilibrium points are stable, since they correspond to local
minima of V (note again that linearization is inconclusive
about their stability). By contrast, the equilibrium point
Together with the continuity assumptions, the sign conditions
( x = 0, x& = 0) is unstable, as can be shown from linearization
b and c are simply that b(0) = 0 and c = 0 (Fig. 3.17). A
positive definite function for this system is ( &x& = (π / 2 − 1) x) , or simply by noticing that because that point
1 2 x is a local maximum of V along the x axis, any small deviation
2 0 ∫
V = x& + c( y ) dy , which can be thought of as the sum of in the x direction will drive the trajectory away from it.
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the kinetic and potential energy of the system. Differentiating
V , we obtain ⊗ Note that: Several Lyapunov function may exist for a given
system and therefore several associated invariant sets may be
V& = x& &x& + c( x) x& = − x& b( x& ) − x& c( x) + c( x) x& = − x& b( x& ) ≤ 0 derived.
which can be thought of as representing the power dissipated 3.5 System Analysis Based on Lyapunov’s Direct Method
in the system. Furthermore, by hypothesis, x& b( x& ) = 0 only if
How to find a Lyapunov function for a specific problem ?
x& = 0 . Now x& = 0 implies that &x& = −c (x) , which is non-zero
There is no general way of finding Lyapunov function for
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nonlinear system. Faced with specific systems, we have to use Lyapunov functions for linear time-invariant systems
experience, intuition, and physical insights to search for an Given a linear system of the form x& = A x , let us consider a
appropriate Lyapunov function.
quadratic Lyapunov function candidate V& = xT P x , where P
In this section, we discuss a number of techniques which can is a given symmetric positive definite matrix. Its derivative
facilitate the otherwise blind of Lyapunov functions. yields
3.5.1 Lyapunov analysis of linear time-invariant systems V& = x& T P x + x T P x& = -xT Q x (3.18)
Symmetric, skew-symmetric, and positive definite matrices where
Definition 3.10 A square matrix M is symmetric if M=MT (in
other words, if ∀i, j M ij = M ji ). A square matrix M is skew- A T P + P A = -Q (3.19)
symmetric if M = −M T (i.e., ∀i, j M ij = − M ji ). (3.19) is so-called Lyapunov equation. Note that Q may be not
p.d. even for stable systems.
⊗ Note that:
Example 3 .17 ______________________________________
- Any square n × n matrix can be represented as the sum of
a symmetric and a skew-symmetric matrix. This can be
Consider the second order linear system with A =  0 4 .
shown in the following decomposition − 8 − 12
M + MT M - MT
M= + If we take P = I , then - Q = P A + A T P =  0 −4  . The
142 243 142 243 − 4 − 24
symmetric skew− symmetric matrix Q is not p.d.. Therefore, no conclusion can be draw
- The quadratic function associated with a skew-symmetric from the Lyapunov function on whether the system is stable or
matrix is always zero. Let M be a n × n skew-symmetric not.
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matrix and x is an arbitrary n × 1 vector. The definition of
skew-symmetric matrix implies that xT M x = − xT M T x . A more useful way of studying a given linear system using
T T T quadratic functions is, instead, to derive a p.d. matrix P from a
Since x M x is a scalar, x M x = − x M x which yields given p.d. matrix Q, i.e.,
∀x, x T M x = 0 (3.16)
• choose a positive definite matrix Q
In the designing some tracking control systems for robot, • solve for P from the Lyapunov equation
this fact is very useful because it can simplify the control • check whether P id p.d.
law.
- (3.16) is a necessary and sufficient condition for a matrix
M to be skew-symmetric. If P is p.d., then (1 / 2)x T P x is a Lyapunov function for the
linear system. And the global asymptotical stability is
Definition 3.11 A square matrix M is positive definite (p.d.) if guaranteed.
x ≠ 0 ⇒ xT M x > 0 .
Theorem 3.6 A necessary and sufficient condition for a LTI
⊗ Note that: system x& = A x to be strictly stable is that, for any symmetric
- A necessary condition for a square matrix M to be p.d. is p.d. matrix Q, the unique matrix P solution of the Lyapunov
that its diagonal elements be strictly positive. equation (3.19) be symmetric positive definite.
- A necessary and sufficient condition for a symmetric
matrix M to be p.d. is that all its eigenvalues be strictly Example 3 .18 ______________________________________
positive. Consider again the second order linear system in Example
- A p.d. matrix is invertible.
p p 
- A .d. matrix M can always be decomposed as 3.18. Let us take Q = I and denote P by P =  11 12  ,
 p 21 p 22 
M = U T ΛU (3.37)
where due to the symmetry of P, p 21 = p12 . Then the
where U T U = I , Λ is a diagonal matrix containing the
Lyapunov equation is
eigenvalues of M
- There are some following facts
 p11 p12   0 4  0 − 8   p11 p12  − 1 0 
 p 21 p 22  − 8 − 12 + 4 − 12  p 21 p 22  =  0 − 1
2 2
• λmin (M ) x ≤ xT Mx ≤ λmax (M ) x
• x T Mx = xT U T ΛUx = z T Λz where Ux = z
• λmin (M ) I ≤ Λ ≤ λmax (M ) I whose solution is p11 = 5 , p12 = p 22 = 1 . The corresponding
• zT z = x
2
matrix P = 5 1 is p.d., and therefore the linear system is
1 1
globally asymptotically stable.
The concepts of positive semi-definite, negative definite, and __________________________________________________________________________________________
negative semi-definite can be defined similarly. For instance, a
square n × n matrix M is said to be positive semi-definite 3.5.2 Krasovskii’s method
(p.s.d.) if ∀x, x T M x ≥ 0 . A time-varying matrix M(t) is Krasovskii’s method suggests a simplest form of Lyapunov
uniformly positive definite if ∃α > 0, ∀t ≥ 0, M (t ) ≥ α I . function candidate for autonomous nonlinear systems of the
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form (3.2), namely, V = f T f . The basic idea of the method is function for this system. If the region Ω is the whole state
simply to check whether this particular choice indeed leads to space, and if in addition, V (x) → ∞ as x → ∞ , then the
a Lyapunov function. system is globally asymptotically stable.
Theorem 3.7 (Krasovkii) Consider the autonomous system 3.5.3 The Variable Gradient Method
defined by (3.2), with the equilibrium point of interest being The variable gradient method is a formal approach to
the origin. Let A(x) denote the Jacobian matrix of the system, constructing Lyapunov functions.
i.e.,
∂f To start with, let us note that a scalar function V (x) is related
A(x ) =
∂x to its gradient ∇V by the integral relation
If the matrix F = A + A T is negative definite in a
x
neighborhood Ω , then the equilibrium point at the origin is
asymptotically stable. A Lyapunov function for this system is
V ( x ) = ∇V dx
∫ 0
V (x ) = f T ( x) f ( x) where ∇V = {∂V / ∂x1 ,K, ∂V / ∂x n }T . In order to recover a

unique scalar function V from the gradient ∇V , the gradient
If Ω is the entire state space and, in addition, V (x) → ∞ as function has to satisfy the so-called curl conditions
x →∞ , then the equilibrium point is globally
asymptotically stable. ∂∇Vi ∂∇V j
= (i, j = 1,2,K, n)
∂x j ∂xi
Example 3 .19 ______________________________________
Consider the nonlinear system Note that the ith component ∇Vi is simply the directional
derivative ∂V / ∂xi . For instance, in the case n = 2 , the above
x&1 = −6 x1 + 2 x 2 simply means that
x& 2 = 2 x1 − 6 x2 − 2 x 23
∂∇V1 ∂∇V2
=
We have ∂x2 ∂x1
∂ f −6 2  −12 4  The principle of the variable gradient method is to assume a

A= F = A + AT = 
∂ x  2 − 6 − 6 x 2   4 − 12 − 12 x 2 
2 2 specific form for the gradient ∇V , instead of assuming a
specific form for a Lyapunov function V itself. A simple way
The matrix F is easily shown to be negative definite. Therefore, is to assume that the gradient function is of the form
the origin is asymptotically stable. According to the theorem, a
n
Lyapunov function candidate is
∇Vi = ∑a x
j =1
ij j (3.21)
2
V (x) = (−6 x1 + 2 x 2 ) + (2 x1 − 6 x 2 − 2 x 23 ) 2
where the aij ’s are coefficients to be determined. This leads

Since V (x) → ∞ as x → ∞ , the equilibrium state at the
to the following procedure for seeking a Lyapunov function V
origin is globally asymptotically stable.
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• assume that ∇V is given by (3.21) (or another form)
The applicability of the above theorem is limited in practice, • solve for the coefficients aij so as to sastify the curl
because the Jcobians of many systems do not satisfy the
equations
negative definiteness requirement. In addition, for systems of
higher order, it is difficult to check the negative definiteness of • assume restrict the coefficients in (3.21) so that V& is
the matrix F for all x. negative semi-definite (at least locally)
• compute V from ∇V by integration
Theorem 3.7 (Generalized Krasovkii Theorem) Consider • check whether V is positive definite
the autonomous system defined by (3.2), with the equilibrium
point of interest being the origin, and let A(x) denote the Since satisfaction of the curl conditions implies that the above
Jacobian matrix of the system. Then a sufficient condition for integration result is independent of the integration path, it is
the origin to be asymptotically stable is that there exist two usually convenient to obtain V by integrating along a path
symmetric positive definite matrices P and Q, such that which is parallel to each axis in turn, i.e.,
∀x ≠ 0 , the matrix
x1 x2
F (x) = A T P + PA + Q V ( x) =
∫ 0
∇V1 ( x1 ,0,K,0) dx1 +
∫ 0
∇V2 ( x1 ,0,K,0) dx2 + K +
xn
is negative semi-definite in some neighborhood Ω of the ∫ 0
∇Vn ( x1 ,0,K,0) dx n
origin. The function V (x) = f T (x) f (x) is then a Lyapunov
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Example 3 .20 ______________________________________ Estimating convergence rates for linear system

Let denote the largest eigenvalue of the matrix P by λmax (P ) ,
Let us use the variable gradient method top find a Lyapunov
function for the nonlinear system the smallest eigenvalue of the matrix Q by λmin (Q) , and their
ratio λmax (P) / λmin (Q) by γ . The p.d. of P and Q implies
x&1 = −2x1 that these scalars are all strictly positive. Since matrix theory
x& 2 = −2 x 2 + 2 x1 x22 shows that P ≤ λmax (P ) I and λmin (Q) I ≤ Q , we have
λmin (Q) T
xT Q x ≥ x [ λmax (P ) I ] x ≥ γ V
We assume that the gradient of the undetermined Lyapunov λmax (P )
function has the following form
This and (3.18) implies that V& ≤ −γ V .This, according to
∇V1 = a11 x1 + a12 x 2 lemma, means that x T Q x ≤ V (0) e −γ t . This together with the
∇V2 = a 21 x1 + a 22 x2 2
fact xT P x ≥ λmin (P) x(t ) , implies that the state x
The curl equation is converges to the origin with a rate of at least γ / 2 .
∂∇V1 ∂∇V2 ∂a12 ∂a The convergence rate estimate is largest for Q = I . Indeed, let
= ⇒ a12 + x 2 = a 21 + x1 21
∂x2 ∂x1 ∂x 2 ∂x1 P0 be the solution of the Lyapunov equation corresponding to
Q = I is
If the coefficients are chosen to be a11 = a 22 = 1, a12 = a 21 = 0
A T P0 + P0 A = −I
which leads to ∇V = x , ∇V = x then V& can be computed
1 1 2 2 and let P the solution corresponding to some other choice of
as Q
x1 x2 x12 + x 22 A T P + PA = −Q1
V ( x) =
∫ 0
x1 dx1 +
∫ 0
x2 dx 2 =
2
(3.22)
Without loss of generality, we can assume that λmin (Q1 ) = 1
since rescaling Q1 will rescale P by the same factor, and
This is indeed p.d., and therefore, the asymptotic stability is
guaranteed. therefore will not affect the value of the corresponding γ .
Subtract the above two equations yields
If the coefficients are chosen to be a11 = 1, a12 = x 22 , A T (P - P0 ) + (P - P0 ) A = −(Q1 - I )
a 21 = 3 x22 , a 22 = 3 , we obtain the p.d. function Now since λmin (Q1 ) = 1 = λmax (I ) , the matrix (Q1 - I) is
positive semi-definite, and hence the above equation implies
x12 3 2 that (P - P0 ) is positive semi-definite. Therefore
V ( x) = + x2 + x1 x 23 (3.23)
2 2
λmax (P ) ≥ λmax (P0 )
Since λmin (Q1 ) = 1 = λmin (I ) , the convergence rate estimate
whose derivative is V& = −2 x12 − 6 x 22 − 2 x 22 ( x1 x 2 − 3 x12 x22 ) .
γ = λmin (Q) / λmax (P )
corresponding to Q = I the larger than (or equal to) that
We can verify that V& is a locally negative definite function
(noting that the quadratic terms are dominant near the origin), corresponding to Q = Q1 .
and therefore, (3.23) represents another Lyapunov function for
the system. Estimating convergence rates for nonlinear systems
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The estimation convergence rate for nonlinear systems also
3.5.4 Physically motivated Lyapunov functions involves manipulating the expression of V& so as to obtain an
explicit estimate of V . The difference lies in that, for
3.5.5 Performance analysis nonlinear systems, V and V& are not necessarily quadratic
function of the states.
Lyapunov analysis can be used to determine the convergence
rates of linear and nonlinear systems. Example 3 .22 ______________________________________
A simple convergence lemma Consider again the system in Example 3.8

Lemma: If a real function W (t ) satisfies the inequality
x&1 = x1 ( x12 + x 22 − 2) − 4 x1 x 22
W& (t ) + α W (t ) ≤ 0 (3.26) x& 2 = 4 x12 x2 + x 2 ( x12 + x22 − 2)
where α is a real number. Then W (t ) ≤ W (0) e −α t Choose the Lyapunov function candidate V = x
2
, its
dV
The above Lemma implies that, if W is a non-negative derivative is V& = 2V (V − 1) . That is = −2dt . The
function, the satisfaction of (3.26) guarantees the exponential V (1 − V )
convergence of W to zero. solution of this equation is easily found to be
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α e −2dt V ( 0)
V (x) = , where α = .
1 + α e −2dt 1 − V (0)
2
If x(0) = V (0) < 1 , i.e., if the trajectory starts inside the
unit circle, then α > 0 , and V (t ) < α e −2t . This implies that
the norm x(t ) of the state vector converges to zero
exponentially, with a rate of 1.
However, if the trajectory starts outside the unit circle, i.e., if
V (0) > 1 , then α < 0 , so that V (t ) and therefore x tend to
infinity in a finite time (the system is said to exhibit finite
escape time, or “explosion”).
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3.6 Control Design Based on Lyapunov’s Direct Method
There are basically two ways of using Lyapunov’s direct

method for control design, and both have a trial and error
flavor:
• Hypothesize one form of control law and then finding a
Lyapunov function to justify the choice
• Hypothesize a Lyapunov function candidate and then
finding a control law to make this candidate a real
Lyapunov function
Example 3 .23 Regulator design_______________________
Consider the problem of stabilizing the system &x& − x& 3 + x 2 = u .

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4. Advanced Stability Theory
The objective of this chapter is to present stability analysis for

non-autonomous systems. Definition 4.2 The equilibrium point 0 is asymptotically stable
at t 0 if
4.1 Concepts of Stability for Non-Autonomous Systems
• it is stable
Equilibrium points and invariant sets • ∃r (t 0 ) > 0 such that x(t 0 ) < r (t 0 ) ⇒ x(t ) → 0 as
For non-autonomous systems, of the form t →∞
x& = f (x, t ) (4.1) The asymptotic stability requires that there exists an attractive
region for every initial time t 0 .
equilibrium points x* are defined by
Definition 4.3 The equilibrium point 0 is exponentially stable
f (x* , t ) ≡ 0 ∀t ≥ t 0 (4.2) if there exist two positive numbers, α and λ , such that for
sufficiently small x(t 0 ) ,
Note that this equation must be satisfied ∀t ≥ t 0 , implying that x(t ) ≤ α x 0 e −λ (t −t0 ) ∀t ≥ t 0
the system should be able to stay at the point x* all the time.
For instance, we can easily see that the linear time-varying
Definition 4.4 The equilibrium point 0 is global stable ∀x(t 0 ) ,
system
x(t ) → 0 as t → ∞
x& = A(t ) x (4.3)
Example 4.2 A first-order linear time-varying system_______
has a unique equilibrium point at the origin 0 unless A(t) is
always singular. Consider the first-order system x& (t ) = −a(t ) x(t ) . Its solution is
t
Example 4.1________________________________________ x(t ) = x(t 0 ) e

− ∫t0 a (r )dr . Thus system is stable if
The system ∞
a (t ) ≥ 0, ∀t ≥ t 0 . It is asymptotically stable if a (r )dr = +∞ .
∫ 0
a (t ) x It is exponentially stable if there exists a strictly positive
x& = − (4.4)
1+ x2 t +T
number T such that ∀t ≥ 0 ,
∫ a(r )dr ≥ γ , with γ
t
being a
has an equilibrium point at x = 0 . However, the system positive constant.
For instance
a (t ) x
x& = − + b(t ) (4.5) • The system x& = − x /(1 + t ) 2 is stable (but not
1+ x2 asymptotically stable)
• The system x& = − x /(1 + t ) is asymptotically stable
with b(t ) ≠ 0 , does not have an equilibrium point. It can be
• The system x& = −t x is exponentially stable
regarded as a system under external input or disturbance b(t ) .
x
Since Lyapunov theory is mainly developed for the stability of Another interesting example is the system x& (t ) = −
nonlinear systems with respect to initial conditions, such 1 + sin x 2
problem of forced motion analysis are more appropriately t x
treated by other methods, such as those in section 4.9.
− ∫t0 1+sin x2 (r ) dr
The solution can be expressed as x(t ) = x(t 0 ) e
__________________________________________________________________________________________
t x t − t0
Extensions of the previous stability concepts Since
∫ 1 + sin x (r ) dr ≥
t0 2 2
, the system is exponentially
Definition 4.1 The equilibrium point 0 is stable at t 0 if for convergent with rate 1 / 2 .
__________________________________________________________________________________________
any R > 0 , there exists a positive scalar r ( R, t 0 ) such that
Uniformity in stability concepts
x (t 0 ) < r ⇒ x(t ) < R ∀t ≥ t 0 (4.6) The previous concepts of Lyapunov stability and asymptotic
stability for non-autonomous systems both indicate the
importance effect of initial time. In practice, it is usually
Otherwise, the equilibrium point 0 is unstable. desirable for the systems to have a certain uniformity in its
behavior regardless of when the operation starts. This
The definition means that we can keep the state in ball of motivates us to consider the definitions of uniform stability
arbitrarily small radius R by starting the state trajectory in a and uniform asymptotic stability. Non-autonomous systems
ball of sufficiently small radius r . with uniform properties have some desirable ability to
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Chapter 4 Advanced Stability Theory 19
_________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________
withstand disturbances. The behavior of autonomous systems Definition 4.7 A scalar time-varying function V (x, t ) is locally
is dependent of the initial time, all the stability properties of an positive definite if V (0, t ) = 0 and there exits a time-variant
autonomous system are uniform.
positive definite function V0 (x) such that
Definition 4.5 The equilibrium point 0 is locally uniformly
stable if the scalar r in Definition 4.1 can be chosen ∀t ≥ t 0 , V (x, t ) ≥ V0 (x) (4.7)
independent of t 0 , i.e., if r = r (R) .
Thus, a time-variant function is locally positive definite if it
Definition 4.6 The equilibrium point at the origin is locally dominates a time-variant locally positive definite function.
uniformly asymptotically stable if Globally positive definite functions can be defined similarly.
• it is uniformly stable
• there exits a ball of attraction B R0 , whose radius is Definition 4.8 A scalar time-varying function V (x, t ) is said to
be decrescent if V (0, t ) = 0 , and if there exits a time-variant
independent of t 0 , such that any trajectory with initial
positive definite function V1 (x) such that
states in B R0 converges to 0 uniformly in t 0 .
∀t ≥ 0, V (x, t ) ≥ V1 (x) (4.7)
By uniform convergence in terms of t 0 , we mean that for
all R1 and R2 satisfying 0 < R2 < R1 ≤ R0 , ∃T ( R1 , R2 ) > 0 such In other word, a scalar function V (x, t ) is decrescent if it is
dominated by a time-invariant p.d. function.
that, ∀t ≥ t 0
Example 4.4________________________________________
x(t 0 ) < R1 ⇒ x(t ) < R2 ∀t ≥ t 0 + T ( R1 , R2 )
Consider time-varying positive definite functions as follows
i.e., the trajectory, starting from within a ball B R1 , will
V (x, t ) = (1 + sin 2 t )( x12 + x22 )
converges into a smaller ball B R2 after a time period T which
V0 (x) = x12 + x22
is independent of t 0 .
V1 (x) = 2( x12 + x22 )
By definition, uniform asymptotic stability always implies
asymptotic stability. The converse (ñaû o ñeà ) is generally not ⇒ V (x, t ) dominates V0 (x) and is dominated by V1 (x)
true, as illustrated by the following example. because V0 (x) ≤ V (x, t ) ≤ V1 (x) .
__________________________________________________________________________________________
Example 4.3________________________________________
x Given a time-varying scalar function V (x, t ), its derivative
Consider the first-order system x& = − . This system has
1+ t along a system trajectory is
1 + t0
general solution x(t ) = x(t 0 ). The solution asymptotically d V ∂V ∂V ∂V ∂V
1+ t = + x& = + f ( x, t ) (4.8)
converges to zero. But the convergence is not uniform. dt ∂t ∂x ∂t ∂x
Intuitively, this is because a larger t 0 requires a longer time to
Lyapunov theorem for non-autonomous system stability
get close to the origin.
__________________________________________________________________________________________ The main Lyapunov stability results for non-autonomous
systems can be summarized by the following theorem.
The concept of globally uniformly asymptotic stability can be
defined be replacing the ball of attraction B R0 by the whole Theorem 4.1 (Lyapunov theorem for non-autonomous
systems)
state space.
Stability: If, in a ball B R0 around the equilibrium point 0,
4.2 Lyapunov Analysis of Non-Autonomous Systems there exits a scalar function V (x, t ) with continuous partial
derivatives such that
In this section, we extend the Lyapunov analysis results of
chapter 3 to the stability of non-autonomous systems. 1. V is positive definite
2. V& is negative semi-definite
4.2.1 Lyapunov’sdirect method for non-autonomous systems
then the equilibrium point 0 is stable in the sense of
The basic idea of the direct method, i.e., concluding the
Lyapunov.
stability of nonlinear systems using scalar Lyapunov functions,
can be similarly applied to non-autonomous systems. Besides
Uniform stability and uniform asymptotic stability: If,
more mathematical complexity, a major difference in non-
furthermore
autonomous systems is that the powerful La Salle’s theorems
do not apply. This drawback will partially be compensates by 3. V is decrescent
a simple result in section 4.5 called Barbalat’s lemma.
then the origin is uniformly stable. If the condition 2 is
Time-varying positive definite functions and decrescent strengthened by requiring that V& be negative definite, then
functions the equilibrium point is asymptotically stable.
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_________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________
Global uniform asymptotic stability: If, the ball B R0 is A simple result, however, is that the time-varying system
(4.17) is asymptotically stable if the eigenvalues of the
replaced by the whole state space, and condition 1, the
strengthened condition 2, condition 3, and the condition symmetric matrix A(t ) + A T (t ) (all of which are real) remain
strictly in the left-half complex plane
4. V (x, t ) is radially unbounded
∃λ > 0, ∀i, ∀t ≥ 0, λi ( A(t ) + A T (t )) ≤ −λ (4.19)
are all satisfied, then the equilibrium point at 0 is globally
uniformly asymptotically stable. This can be readily shown using the Lyapunov function
Similarly to the case of autonomous systems, if in a certain V = x T x , since
neighborhood of the equilibrium point, V is positive definite
and V& , its derivative along the system trajectories, is negative V& = x T x& + x& T x = x T ( A(t ) + A T (t )) ≤ −λ xT x& = −λ V
semi-definite, then V is called Lyapunov function for the non-
autonomous system. so that ∀t ≥ 0, 0 ≤ xT x = V (t ) ≤ V (0) e − λt and therefore x
tends to zero exponentially.
Example 4.5 Global asymptotic stability_________________ It is important to notice that the result provides a sufficient
Consider the system defined by
condition for any asymptotic stability.
x&1 (t ) = − x1 (t ) − e −2t x2 (t ) Perturbed linear systems

x& 2 (t ) = x1 (t ) − x2 (t ) Consider a linear time-varying system of the form
x& = [ A1 + A 2 (t )] x (4.20)
Chose the Lyapunov function candidate
where A1 is constant and Hurwitz and the time-varying matrix

V (x, t ) = x12 + (1 + e −2t ) x 22
A 2 (t ) is such that A 2 (t ) → 0 as t → ∞ and
This function is p.d., because it dominates the time-invariant
∞
p.d. function x12 + x 22 . It is also decrescent, because it is
∫ 0
A2 (t ) dt < ∞ (i.e., the integral exists and is finite)
dominated by the time-invariant p.d. function x12 + 2x 22 .
Furthermore, Then the system (4.20) is globally stable exponentially stable.
V& (x, t ) = −2 [ x12 − x1 x2 + x 22 (1 + e −2t )] Example 4.8________________________________________

Consider the system defined by
This shows that
x&1 = −(5 + x 25 + x38 ) x1
V& (x, t ) ≤ −2 ( x12 − x1 x2 + x 22 ) = −( x1 − x2 ) 2 − x12 − x 22
x& 2 = − x 2 + 4x32
x&3 = −(2 + sin t ) x3
Thus, V& (x, t ) is negative definite, and therefore, the point 0 is
globally asymptotically stable.
Since x3 tends to zero exponentially, so does x32 , and
4.2.2 Lyapunov analysis of linear time-varying systems therefore, so does x 2 . Applying the above result to the first
Consider linear time-varying systems of the form
equation, we conclude that the system is globally
exponentially stable.
x& = A(t ) x (4.17) __________________________________________________________________________________________
Since LTI systems are asymptotically stable if their Sufficient smoothness conditions on the A(t ) matrix
eigenvalues all have negative real parts ⇒ Will the system
(4.17) be stable if any time t ≥ 0 , the eigenvalues of A(t ) all Consider the linear system (4.17), and assume that at any time
have negative parts ? t ≥ 0 , the eigenvalues of A(t ) all have negative real parts
Consider the system ∃α > 0, ∀i, ∀t ≥ 0, λi [ A(t )] ≤ −α (4.21)
 x&1  − 1 e 2t   x1 
 x& 2  =  0 − 1   x 2  (4.18) If, in addition, the matrix A(t ) remains bounded, and
 
∞
Both eigenvalues of A(t ) equal to -1 at all times. The solution
−t t
∫ 0
A T (t ) A(t ) dt < ∞ (i.e., the integral exists and is finite)
of (4.18) can be rewritten as x2 = x 2 (0) e , x&1 + x1 = x 2 (0) e .
Hence, the system is unstable. then the system is globally exponentially stable.
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_________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________
4.2.3 The linearization method for non-autonomous systems Therem 4.3 If the Jacobian matrix A(t ) is constant,
Lyapunov’s linearization method can also be developed for A(t ) = A 0 , and if (4.23) is satisfied, then the instability of the
non-autonomous systems. Let a non-autonomous system be
described by (4.1) and 0 be an equilibrium point. Assume that linearized system implies that of the original non-autonomous
f is continuously differentiable with respect to x. Let us denote nonlinear system, i.e., (4.1) is unstable if one or more of the
eigenvalues of A 0 has a positive real part .
 ∂f 
A(t ) =   (4.22) 4.3 Instability Theorems
 ∂ x  x =0
4.4 Existence of Lyapunov Functions
The for any fixed time t (i.e., regarding t as a parameter), a
Taylor expansion of f leads to 4.5 Lyapunov-Like Analysis Using Barbalat’s Lemma
x& = A(t ) x + f h.o.t . (x, t ) Asymptotic stability analysis of non-autonomous systems is

generally much harder than that of autonomous systems, since
it is usually very difficult to find Lyapunov functions with a
If f can be well approximated by A(t ) x for any time t , i.e., negative definite derivative. An important and simple result
which partially remedies (khaé c phuï c) this situation is
f h.o.t . (x, t ) Barbalat’s lemma. When properly used for dynamic systems,
lim sup =0 ∀t ≥ 0 (4.23) particularly for non-autonomous systems, it may lead to the
x →0 x
satisfactory solution of many asymptotic stability problem.
then the system
4.5.1 Asymptotic properties of functions and their derivatives
x& = A(t ) x (4.24) Before discussing Barbalat’s lemma itself, let us clarify a few
points concerning the asymptotic properties of functions and
is said to be the linearization (or linear approximation) of the their derivatives. Given a differentiable function f of time t ,
nonlinear non-autonomous system (4.1) around equilibrium the following three facts are important to keep in mind
point 0.
• f& → 0 ≠> f converges
⊗ Note that:
- The Jacobian matrix A thus obtained from a non- The fact that f& → 0 does not imply that f (t ) has a limit
autonomous nonlinear system is generally time-varying, as t → ∞ .
contrary to what happens for autonomous nonlinear
systems. But in some cases A is constant. For example, • f converges ≠> f& → 0
the nonlinear system x& = − x + x 2 / t leads to the linearized The fact that f (t ) has a limit as t → ∞ does not imply
system x& = − x . that f& → 0 .
- Our late results require that the uniform convergence
condition (4.23) be satisfied. Some non-autonomous • If f is lower bounded and decreasing ( f& ≤ 0) , then it
systems may not satisfy this condition, and Lyapunov’s converges to a limit.
linearization method cannot be used for such systems.
For example, (4.23) is not satisfied for the system 4.5.2 Barbalat’s lemma
x& = − x + t x 2 . Lemma 4.2 (Barbalat) If the differentiable function f (t ) has
a finite limit as t → ∞ , and if f& is uniformly continuous, then
Given a non-autonomous system satisfying condition (4.23), f& (t ) → 0 as t → ∞ .
we can assert its (local) stability if its linear approximation is
uniformly asymptotically stable, as stated in the following
theorem: ⊗ Note that:
- A function g (t ) is continuous on [0, ∞) if
Therem 4.2 If the linearized system (with condition (4.23) ∀t1 ≥ 0, ∀R > 0, ∃η ( R, t1 ) > 0, ∀t ≥ 0, t − t1 < η
satisfied) is uniformly asymptotically stable, then the
equilibrium point 0 of the original non-autonomous system is ⇒ g (t ) − g (t1 ) < R
also uniformly asymptotically stable. - A function g (t ) is said to be uniformly continuous on
[0, ∞) if
⊗ Note that:
∀R > 0, ∃η ( R ) > 0, ∀t1 ≥ 0, ∀t ≥ 0, t − t1 < η
- The linearized time-varying system must be uniformly
asymptotically stable in order to use this theorem. If the ⇒ g (t ) − g (t1 ) < R
linearized system is only asymptotically stable, no
or in other words, g (t ) is uniformly continuous if we can
conclusion can be draw about the stability of the original
nonlinear system. always find an η which does not depend on the specific
- Unlike Lyapunov’s linearization method for autonomous point t1 - and in particular, such that η does not shrink
system, the above theorem does not relate the instability as t → ∞. t and t1 play a symmetric role in the definition
of the linearized time-varying system to that of the
nonlinear system. of uniform continuity.
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_________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________
- A simple sufficient condition for a differentiable function This implies that V (t ) ≤ V (0) , and therefore, that e and θ are
to be uniformly continuous is that its derivative be bound. bounded. But the invariant set cannot be used to conclude the
This can be seen from the finite different theorem: ∀t , t1 , convergence of e , because the dynamics is non-autonomous.
∃t 2 (t ≤ t 2 ≤ t1 ) such that g (t ) − g (t1 ) = g& (t 2 )(t − t1 ) . To use Barbalat’s lemma, let us check the uniform continuity
And therefore, if R1 > 0 is an upper bound on the of V& . The derivative of V& is V&& = −4e (−e + θ w) . This shows
function g& , we can always use η = R / R1 independently that V&& is bounded, since w is bounded by hypothesis, and e
of t1 to verify the definition of uniform continuity. and θ were shown above to be bounded. Hence, V& is
uniformly continuous. Application of Babarlat’s lemma then
Example 4.12_______________________________________ indicates that e → 0 as t → ∞ .
Note that, although e converges to zero, the system is not
Consider a strictly stable linear system whose input is bounded. asymptotically stable, because θ is only guaranteed to be
Then the system output is uniformly continuous. bounded.
__________________________________________________________________________________________
Indeed, write the system in the standard form

x& = A x + B u ⊗ Note that: Such above analysis based on Barbalat’s lemma
shall be called a Lyapunov-like analysis. There are two
y = Cx important differences with Lyapunov analysis:
Since u is bounded and the linear system is strictly stable, thus
the state x is bounded. This in turn implies from the first - The function V can simply be a lower bounded function
equation that x& is bounded, and therefore from the second of x and t instead of a positive definite function.
equation that y& = C x& is bounded. Thus the system output y is - The derivative V& must be shown to be uniformly
uniformly continuous. continuous, in addition to being negative or zero. This is
__________________________________________________________________________________________
typically done by proving that V&& is bounded.
Using Barbalat’s lemma for stability analysis
To apply Barbalat’s lemma to the analysis of dynamic systems, 4.6 Positive Linear Systems
one typically uses the following immediate corollary, which
looks very much like an invariant set theorem in Lyapunov In the analysis and design of nonlinear systems, it is often
analysis: possible and useful to decompose the system into a linear
subsystem and a nonlinear subsystem. If the transfer function
Lemma 4.3 (Lyapunov-Like Lemma) If a scalar function of the linear subsystem is so-called positive real, then it has
V (x, t ) satisfies the following conditions important properties which may lead to the generation of a
• V (x, t ) is lower bounded Lyapunov function for the whole system. In this section, we
study linear systems with positive real transfer function and
• V& (x, t ) is negative semi-definite their properties.
• V& (x, t ) is uniformly continuous in time
4.6.1 PR and SPR transfer function
then V& (x, t ) → 0 as t → ∞ . Consider rational transfer function of nth-order SISO linear
systems, represented in the form
Indeed, V the approaches a finite limiting value V∞ , such that
V∞ ≤ V (x(0),0) (this does not require uniform continuity). The bm p m + bm−1 p m−1 + K + b0
h( p ) =
above lemma then follows from Barbalat’s lemma. p n + a n−1 p n−1 + K + a0
Example 4.13_______________________________________ The coefficients of the numerator and denominator

polynomials are assumed to be real numbers and n ≥ m . The
Consider the closed-loop error dynamics of an adaptive
difference n − m between the order of the denominator and
control system for a first-order plant with unknown parameter
that of the numerator is called the relative degree of the system.
e& = −e + θ w(t )
Definition 4.10 A transfer function h(p) is positive real if
θ& = −e w(t )
Re[h( p )] ≥ 0 for all Re[ p ] ≥ 0 (4.33)
where e and θ are the two states of the closed-loop dynamics,
representing tracking error and parameter error, and w(t ) is a It is strictly positive real if h( p − ε ) is positive real for
bounded continuous function. some ε > 0
Consider the lower bounded function
Condition (4.33) is called the positive real condition, means
V = e2 +θ 2 that h( p ) always has a positive (or zero) real part when p has
positive (or zero) real part. Geometrically, it means that the
Its derivative is
rational function h( p ) maps every point in the closed RHP (i.e.,
V& = 2e [−e + θ w(t )] + 2θ [−e w(t )] = −2e 2 ≤ 0 including the imaginary axis) into the closed RHP of h( p) .
___________________________________________________________________________________________________________
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Example 4.14 A strictly positive real function_____________ which shows that h4 is SPR (since it is also strictly stable). Of
course, condition (4.34) can also be checked directly on a
1 computer.
Consider the rational function h( p ) = , which is the
p+λ __________________________________________________________________________________________
transfer function of a first-order system, with λ > 0 . ⊗ The basic difference between PR and SPR transfer
Corresponding to the complex variable p = σ + jω , functions is that PR transfer functions may tolerate poles on
the jω axis, while SPR functions cannot.
1 σ + λ − jω
h( p ) = =
(σ + jω ) + λ (σ + λ ) 2 + ω 2 Example 4.16_______________________________________
1
Consider the transfer function of an integrator h( p ) = . Its
Obviously, Re[ h( p )] ≥ 0 if σ ≥ 0 . Thus, h( p ) is a positive real p
function. In fact, one can easily see that h( p ) is strictly σ − jω
value corresponding to p = σ + jω is h( p ) = . We
positive real, for example by choosing ε = λ / 2 in Definition σ 2 +ω 2
4.9. can easily see from Definition 4.9 that h( p ) is PR but not SPR.
__________________________________________________________________________________________
__________________________________________________________________________________________
Theorem 4.10 A transfer function h( p) is strictly positive real

Theorem 4.11 A transfer function h( p ) is positive real if, and
(SPR) if and only if
only if,
i. h( p) is a strictly stable transfer function
• h( p ) is a stable transfer function
ii. the real part of h( p ) is strictly positive along the jω axis,
• The poles of h( p ) on the jω axis are simple (i.e., distinct)
i.e.,
and the associated residues are real and non-negative
∀ω ≥ 0 Re[h( jω )] > 0 (4.34)
• Re[ h( jω )] ≥ 0 for any ω ≥ 0 such that jω is not a pole of
h( p )
The above theorem implies necessary conditions for asserting
whether a given transfer function h( p) is SPR:
The Kalman-Yakubovich lemma
• h( p ) is strictly stable If a transfer function of a system is SPR, there is an important
• The Nyquist plot of h( jω ) lies entirely in the RHP. mathematical property associated with its state-space
Equivalently, the phase shift of the system in response to representation, which is summarized in the celebrated
sinusoidal inputs is always less than 900 Kalman-Yakubovich (KY) lemma.
• h( p) has relative degree of 0 or 1
• h( p ) is strictly minimum-phase (i.e., all its zeros are in Lemma 4.4 (Kalman-Yakubovich) Consider a controllable
linear time-invariant system
the LHP)
x& = A x + b u
Example 4.15 SPR and non-SPR functions______________
y = cT x
Consider the following systems
The transfer function
p −1 p −1
h1 ( p ) = h2 ( p ) =
p 2 + ap + b p2 − p +1 h( p ) = cT [ pI − A]−1 b (4.35)
1 p +1
h3 ( p ) = h4 ( p ) = is strictly positive real if, and only if, there exist positive
p 2 + ap + b p2 + p +1
matrices P and Q such that
The transfer function h1 , h2 and h3 are not SPR, because h1 is

A T P + PA = -Q (4.36a)
non-minimum phase, h2 is unstable, and h3 has relative degree
Pb = c (4.36b)
larger than 1.
Is the (strictly stable, minimum-phase, and of relative degree
In the KY lemma, the involved system is required to be
1) function h4 actually SPR ? We have
asymptotically controllable. A modified version of the KY
lemma, relaxing the controllability condition, can be stated as
jω + 1 ( jω + 1)(−ω 2 − jω + 1) follows
h4 ( jω ) = 2
=
− ω + jω + 1 (1 − ω 2 ) 2 + ω 2
Lemma 4.5 (Meyer-Kalman-Yakubovich) Given a scalar
γ ≥ 0 , vector b and c , any asymptotically stable matrix A ,
(where the second equality is obtained by multiplying
numerator and denominator by the complex conjugate of the and a symmetric positive definite matrix L , if the transfer
denominator) and thus function
−ω 2 +1+ ω 2 1 γ
Re[h4 ( jω )] = = H (p ) = + c T [ pI − A]−1 b
(1 − ω 2 ) 2 + ω 2 (1 − ω 2 ) 2 + ω 2 2
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_________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________
is SPR, then there exist a scalar ε > 0 , a vector q , and a

symmetric positive definite matrix P such that
A T P + P A = -q q T − ε L
Pb = c + γ q
This lemma is different from Lemma 4.4 in two aspects.

• the involved system now has the output equation
γ
y = cT x +
u
2
• the system is only required to be stabilizable (but not
necessary controllable)
4.6.3 Positive real transfer matrices

The concept of positive real transfer function can be
generalized to rational positive real matrices. Such generation
is useful for the analysis and design of MIMO systems.
Definition 4.11 An m × m matrix H ( p ) is call PR if
• H ( p ) has elements which are analytic for Re( p ) > 0

• H ( p ) + H T ( p*) is positive semi-definite for Re( p ) > 0
where the asterisk * denote the complex conjugate transpose.

H ( p ) is SPR if H ( p − ε ) is PR for some ε > 0 .
4.7 The Passivity Formalism
4.8 Absolute Stability
4.9 Establishing Boundedness of Signal
4.10 Existence and Unicity of Solutions
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6. Feedback Linearization
Feedback linearization is an approach to nonlinear control ~

This implies that h (t ) → 0 as t → ∞ . From (6.2) and (6.3),
design.
the actual input flow is determined by the nonlinear control
- The central idea of the approach is to algebraically
law
transform a nonlinear system dynamics in to a fully or
partly one, so that the linear control theory can be applied.
- This differs entirely from conventional linearization u (t ) = a 2 gh − A(h) α (h) (6.5)
(such as Jacobian linearization) in that the feedback,
rather than by linear approximations of the dynamics. Note that in the control law (6.5)
- Feedback linearization technique can be view as ways of a 2 gh : used provide the output flow
transforming original system models into equivalent
models of a simpler form. A(h) α (h) : used to rise the fluid level according to
the desired linear dynamics (6.4)
6.1 Intuitive Concepts If the desired level is a known time-varying function hd (t), the
This section describes the basic concepts of feedback ~
equivalent input v can be chosen as v = h& (t ) − α h so as to d
linearization intuitively, using simple examples.
~
still yield h (t ) → 0 when t → ∞ . □
6.1.1 Feedback linearization and the canonical form
Example 6.1: Controlling the fluid level in a tank ⊗ The idea of feedback linearization is to cancel the
Consider the control of the level h of fluid in a tank to a nonlinearities and imposing the desired linear dynamics.
specified level hd. The control input is the flow u into the tank
and the initial value is h0. Feedback linearization can be applied to a class of nonlinear
u system described by the so-called companion form, or
controllability canonical form.
Consider the system in companion form

h
output
flow  x&1   x2 
&   
x
 2 =  x 3 
Fig. 6.1 Fluid level control in a tank (6.6)
 M   M 
   
 x n   f ( x ) + b( x) u 
&
The dynamic model of the tank is
where
h 
d  x : the state vector
dt  ∫
A(h)dh  = u (t ) − a 2 gh

(6.1)
f ( x), b( x) : nonlinear function of the state
o  u : scalar control input
where, A(h) is the cross section of the tank, a is the cross
section of outlet pipe. The dynamics (6.1) can be rewritten as For this system, using the control input of the form
u = (v − f ) / b (6.7)
A(h) h& = u − a 2 gh (6.2)
we can cancel the nonlinearities and obtain the simple input-
If u(t) is chosen as output relation (multiple-integrator form) x ( n) = v . Thus, the
control law v = − k 0 x − k1 x& − K − k n −1 x ( n −1) with the ki chosen
u (t ) = a 2 gh + A(h)v (6.3)
so that the polynomial p n + k n −1 p n −1 + K + k 0 has its roots
with v being an “equivalent input” to be specified, the strictly in the left-half complex plane, lead to exponentially
resulting dynamics is linear h& = v stable dynamics x ( n ) + k n −1 x ( n −1) + K + k 0 x = 0 which
Choosing v as implies that x(t ) → 0 . For tasks involving the tracking of the
~ desired output xd (t), the control law
v = −α h (6.4)
~
with h = h(t ) − hd is the level error, α is a strictly positive v = x d ( n) − k 0 e − k1e& − K − k n −1e ( n −1) (6.8)
constant. Now, the close loop dynamics is
(where e(t ) = x(t ) − x d (t ) is the tracking error) leads to
~
h& + α h = 0 (6.4) exponentially convergent tracking.
___________________________________________________________________________________________________________
Chapter 6 Feedback linearization 26
_________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________
Example 6.2: Feedback linearization of a two-link robot first put the dynamics into the controllability canonical form
Consider the two-link robot as in the Fig. 6.2 before using the above feedback linearization design.
6.1.2 Input-State Linearization

Consider the problem of design the control input u for a
single-input nonlinear system of the form
I2, m2
lc2 x& = f ( x,u )
l2
l1 q 2, τ 2
The technique of input-state linearization solves this problem
into two steps:
lc1
I 1, m 1
- Find a state transformation z = z ( x ) and an input trans-
q1,τ1 formation u = u( x, v ) , so that the nonlinear system
dynamics is transformed into an equivalent linear time-
invariant dynamics, in the familiar form z& = A z + b v .
Fig. 6.2 A two-link robot - Use standard linear technique to design v .
The dynamics of a two-link robot Example: Consider a simple second order system
 H 11 H 12   q&&1  − h q& 2 − h q&1 − h q& 2   q&1   g1  τ 1  x&1 = −2 x1 + a x 2 + sin x1 (6.11a)

   =   &  +   =  
 H 21 H 22  q&&2   h q&1 0  q 2   g 2  τ 2  x& 2 = − x 2 cos x1 + u cos(2 x1 ) (6.11b)
(6.9)
where, Even though linear control design can stabilize the system in a
q = [q1 q 2 ]T : joint angles
small region around the equilibrium point (0,0), it is not
obvious at all what controller can stabilize it in a large region.
τ = [τ 1 τ 2 ]T : joint inputs (torques) A specific difficulty is the nonlinearity in the first equation,
which cannot be directly cancelled by the control input u.
H 11 = m1l c21 + I 1 + m 2 (l12 + l c22 + 2l1l c 2 cos q 2 ) + I 2 Consider the following state transformation
H 12 = H 21 = m2 l1c 2 cos q 2 + m2 lc22 + I 2
z1 = x1 (6.12a)
H 22 = m 2 l c22 + I 2 z 2 = a x 2 + sin x1 (6.12b)
h = m 2 l1l c 2 sin q 2
g1 = m1l c1 g cos q1 + m 2 g[l c 2 cos(q1 + q 2 ) + l1 cos q1 ] which transforms (6.11) into
g 2 = m 2 l c 2 g cos(q1 + q 2 )
z&1 = −2 z1 + z 2 (6.13b)
Control objective: to make the joint position q1 and q 2 z& 2 = −2 z1 cos z1 + cos z1 sin z1 + a u cos(2 z1 ) (6.13b)
follows desired histories q d1 (t ) and q d 2 (t )
The new state equations also have an equilibrium point at (0,0).
Now the nolinearities can be canceled by the control law of
To achieve tracking control tasks, one can use the follow the form
control law
1
τ 1   H 11 H 12   v1  − h q& 2 − h q&1 − h q& 2   q&1   g1  u= (v − cos z1 sin z1 + 2 z1 cos z1 ) (6.14)
 =   =   &  +   a cos(2 z1 )
τ 2   H 21 H 22  v 2   h q&1 0  q 2   g 2 
(6.10) where v is equivalent input to be designed (equivalent in the
sense that determining v amounts to determining u, and vise
where,
versa), leading to a linear input-state relation
v& = q&&d − 2λq~& − λ 2 q~
z&1 = −2 z1
v = [v1 v 2 ]T : the equivalent input
(6.15a)
z& 2 = v (6.15b)
q~ = q − q d : position tracking error
λ : a positive number
Thus,
state
The tracking error satisfies the equation q&~& + 2λq~& + λ 2 q~ = 0 the problem of
transformation
the problem of
and therefore converges to zeros exponentially. stabilizing the original stabilizing the new
(6.12)
nonlinear dynamics dynamics (6.15)
(6.11) using the original input using the new
⊗ When the nonlinear dynamics is not in a controllability transformation
canonical form, one may have to use algebraic transforms to control input u input v
(6.14)
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_________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________
Now, consider the new dynamics (6.15). It is linear and &y& = ( x 2 + 1) u + f1 ( x ) (6.21)
controllable. Using the well known linear state feedback
control law v = − k1 z1 − k 2 z 2 , one could chose k1 = 2, k 2 = 0 f1 ( x ) = ( x15 + x 3 )( x 3 + cos x 2 ) + ( x 2 + 1) x12 (6.22)
or
Clearly, (6.21) represents an explicit relationship between y
v = −2 z 2 (6.16) and u . If we choose the control input to be in the form
1
resulting in the stable closed-loop dynamics z&1 = −2 z1 + z 2 u= (v − f 1 ) (6.23)
x2 +1
and z& 2 = −2 z 2 . In term of the original state, this control law
corresponds to the original input where v is the new input to be determined, the nonlinearity in
(6.21) is canceled, and we apply a simple linear double-
1 integrator relationship between the output and the new input v,
u= (−2 a x 2 − 2 sin x1 − cos x1 sin x1 + 2 x1 cos x1 )
a cos(2 x1 ) &y& = v . The design of tracking controller for this double-
(6.17) integrator relation is simple using linear technique. For
The original state x is given from z by instance, letting e = y (t ) − y d (t ) be the tracking error, and
choosing the new input v such as
x1 = z1 (6.18a)
x 2 = ( z 2 − sin z1 ) / a (6.18b) v = &y&d − k1e − k 2 e& (6.24)
The closed-loop system under the above control law is where k1 , k 2 are positive constant. The tracking error of the
represented in the block diagram in Fig. 6.3. closed-loop system is given by
0 x &e& + k 2 e& + k1e = 0 (6.25)

v=- k Tz u=u (x,v) x& =f(x,u)
linearization loop which represents an exponentially stable error dynamics.

Therefore, if initially e(0) = e&(0) = 0 , then e(t ) ≡ 0, ∀t ≥ 0 ,
pole-placement loop z i.e., perfect tracking is achieved; otherwise, e(t ) converge to
z=z (x)
zero exponentially.
Fig. 6.3 Input-State Linearization ⊗ Note that:
⊗ To generalize the above method, there are two equations: - The control law is defined anywhere, except at the
- What classes of nonlinear systems can be transformed singularity point such that x 2 = −1 .
into linear systems ? - Full state measurement is necessary in implementing the
- How to find the proper transformations for those which control law.
can ? - The above controller does not guarantee the stability of
internal dynamics.
6.1.3 Input-Ouput Linearization
Consider a tracking control problem with the following system Example 6.3: Internal dynamics
Consider the nonlinear control system
x& = f ( x,u ) (6.19a)
y = h( x ) (6.19b)  x&1   x 23 + u 
&  =   (6.27a)
 x 2   u 
Control objective: to make the output y (t ) track a desired
y = x1 (6.27b)
trajectory y d (t ) while keeping the whole state bounded.
y d (t ) and its time derivatives are assumed to be known and Control objective: to make y track to y d (t )
bounded.
y& = x&1 = x 23 + u ⇒ u = − x 23 − e(t ) + y& d (t ) (6.28)
Consider the third-order system
yields exponential convergence of e to zero.
x&1 = sin x 2 + ( x 2 + 1) x 3 (6.20a)
x& 2 = x15 + x 3 (6.20b) e& + e = 0 (6.29)
x& 3 = x12 +u (6.20c) Apply the same control law to the second dynamic equation,
y = x1 (6.20d) leading to the internal dynamics
To generate a direct relationship between the output and input, x& 2 + x 23 = y& d − e (6.30)
let us differentiate the output y& = x&1 = sin x 2 + ( x 2 + 1) x 3 .
Since y& is still not directly relate to the input u , let us which is non-autonomous and nonlinear. However, in view of
differentiate again. We now obtain the facts that e is guaranteed to be bound by (6.29) and y& d is
___________________________________________________________________________________________________________
_________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________
assumed to be bounded, we have y& d (t ) − e ≤ D , where D is

positive constant. Thus we can conclude from (6.30) that
x 2 ≤ D1 / 3 , since x& 2 < 0 when x 2 > D1 / 3 , and x& 2 > 0 when
x 2 < − D1 / 3 . Therefore, (6.28) does represent a satisfactory

tracking control law for the system (6.27), given any trajectory
y d (t ) whose derivative y& d (t ) is bounded.
⊗ Note: if the second state equation in (6.27a) is replaced by

x& 2 = −u , the resulting internal dynamics is unstable.
▲ The internal dynamics of linear systems

⇒ refer the test book
▲ The zero-dynamics
Definition: The zeros-dynamics is defined to be the internal
dynamics of the systems when the system output is kept at
zero by the input.
For instance, for the system (6.27)
 x&1   x 23 + u 
&  =   (6.27a)
 x 2   u 
y = x1 (6.27b)
the out put y = x1 ≡ 0 → y& = x&1 ≡ 0 → u ≡ − x 23 , hence the

zero-dynamics is
x& 2 + x 23 = 0 (6.45)
This zero-dynamics is easily seen to be asymptotically stable

by using Lyapunov function V = x 22 .
⊗ The reason for defining and studying the zero-dynamics is

that we want to find a simpler way of determining the stability
of the internal dynamics.
- In linear systems, the stability of the zero-dynamics
implies the global stability of the internal dynamics.
- In nonlinear systems, if the zero-dynamics is globally
exponentially stable only local stability is guaranteed for
the internal dynamics.
⊗ To summarize, control design based on input-output

linearization can be made in three steps:
- differentiate the output y until the input u appears.
- choose u to cancel the nonlinearities and guarantee
tracking convergence.
- study the stability of the internal dynamics.
6.2 Mathematical Tools
6.3 Input-State Linearization of SISO Systems
6.4 Input-Output Linearization of SISO System
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_________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________
7. Sliding Control
In this chapter: By definition (7.3), the tracking error ~ x is obtained from

- The nonlinear system with structured or unstructured s through a sequence of first order low-pass filter as shown in
uncertainties (model imprecision) is considered. Fig. 7.1.a, where p = ( d / dt ) is the Laplace operator.
- A so-called sliding control methodology is introduced.
s 1 1 1 ~
x
7.1 Sliding Surfaces L
p+λ p+λ p+λ
14444444444244444444443
Consider the SI dynamic system n −1blocks
Fig. 7.1.a Computing bounds on ~
x
x ( n ) = f ( x ) + b( x ) u (7.1)
y=x t
∫e
−λ (t −T )
Let y1 be the output of the first filter y1 = s (T ) dT .
where, 0
u : scalar control input t
∫
−λ (t −T )
[
x = x x& L x ( n −1) T
] : state vector
From s ≤ Φ we thus get y (t ) = Φ e
1
0
s (T ) dT
f ( x ) : unknown, bounded nonlinear function = (Φ / λ )(1 − e − λt ) ≤ Φ / λ . Apply the same procedure, we get
b ( x ) : control gain, unknown bounded but known sign ~
x ≤ Φ/ λ−λt = ε .
Control objective: To get the state x to track a specific time- Similarly, ~

x (i ) can be thought of as obtained through the
varying state x d = x d x& d L x d( n −1) [ ]T

in the presence of
sequence of Fig. 7.1.b.
model imprecision on f ( x ) and b ( x ) . s z1 ~

x (i)
1 1 1 1
L L
p+λ p+λ p+λ p+λ
Condition: For the tracking task to be achievable using a 1444442444443 14444 42444443
n − i −1 blocks i blocks
finite control u , the initial desired state must be such that
Fig. 7.1.a Computing bounds on ~
x (i )
x d (0) = x (0) (7.2)
7.1.1 A Notation Simplification From previous results, one has z1 ≤ φ / λn −1−i , where z1 is
- Tracking error in the variable x
~ the output of the ( n − i − 1) th filter. Furthermore, noting that
x ≡ x − xd
i
- Tracking error vector p λ ~  Φ  λ 
= 1− ⇒ x (i ) ≤  1 +  = ( 2 λ ) i ε is
x~ ≡ x − x = ~ x ~ x& L ~ x ( n −1)
d [ ]T p+λ p+λ  λn −1−i  λ 
bounded. In the case that x~(0) ≠ 0 , bounds (7.4) are obtained
- Time-varying surface S (t ) in the state-space R (n) by the asymptotically, i.e., within a short time-constant ( n − 1) /λ .
scalar equation s ( x; t ) = 0 , where The simplified, 1st-order problem of keeping the scalar s at
n −1
zero can now be achieved by choosing the control law u of
d  ~ (7.1) such that outside of S (t )
s ( x; t ) =  + λ  x , λ is positive constant (7.3)
 dt 
1 d 2
For example, n = 2 → s = ~
x& + λ ~
x , n = 3 → s = &~
x& + 2 λ ~
x& + λ2 ~
x. 2 dt
s ≤ −η s (7.5)
⊗ Given initial condition (7.2), the problem of tracking where η is a strictly positive constant. Essentially, (7.5) states
x ≡ x d is equivalent to that of remaining on the surfaces
that the squared “distance” to the surface, as measured by s 2 ,
S (t ) for all t > 0 ; indeed s ≡ 0 represents a linear differential decrease along system trajectories. Thus it constrains
equation whose unit solution is ~ x ≡ 0 , given initial condition trajectories to point towards the surface S (t ) , as illustrated in
(7.2). ⇒ The problem of tracking the n-dimensional vector Fig. 7.2.
x d can be reduced to that of keeping the scalar quantity s at
zero.
S (t )
Bounds on s can be directly translated into bounds on the
tracking error vector ~x , and therefore the scalar s represents
a true measure of tracking performance. Assume that
x~ ( 0) = 0 , we have
∀t ≥ 0, s (t ) ≤ Φ ⇒ ∀t ≥ 0, ~
x (i ) t ≤ (2 λ ) i ε, i = 0, L , n − 1
(7.4)
n −1
where ε = Φ/ λ . Fig. 7.2 The sliding condition
___________________________________________________________________________________________________________
Chapter 7 Sliding Control 30
_________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________
Condition (7.5) is called sliding condition. S (t ) verifying (7.5) Geometrically, the equivalent control can be constructed as
is referred to as sliding surface. The system‘s behavior once
on the surface is called sliding regime or sliding mode. The u eq = α u + + (1 − α )u −
other interesting aspect of the invariant set S (t ) is that once on
it, the system trajectories are defined by the equation of the set i.e., as a convex combination of the values of u on both side of
itself, namely (d / dt + λ )n −1 ~
x = 0 . Satisfying (7.5) guarantees the surface S (t ) . The value of α can be obtained formally
that if condition (7.2) is not exactly verified, from (7.6), which corresponds to requiring that the system
i.e., x (0) ≠ x d (0) , the surface S (t ) will be reach in a finite trajectories be tangent to the surface. This intuitive
construction is summarized in Fig. 7.5
time smaller that s (t = 0) / η .
s<0
s=0
The typical system behavior implied by satisfying sliding f+
condition (7.5) is illustrated in Fig. 7.3 for n = 2 . feq
x&
f- s>0
sliding mode
exponential convergence
finite -time xd (t)
reaching phase Fig. 7.5 Filippov’s construction of the equivalent
x
slope - λ dynamics in sliding mode
s=0
7.1.3 Perfect Performance – At a Price
Fig. 7.3 Graphical interpretation of Eqs. (7.3) and (7.5),n=2
A Basic Example:
When the switching control is imperfect, there is chattering as Consider the second-order system
shown in Fig. 7.4
&x& = −a(t ) x& 2 cos 3x + u (7.10)
x&
where,
sliding mode u : control input
exponential convergence y=x : scalar output of interest
finite -time xd (t)
reaching phase f = − a (t ) x& 2 cos 3 x : unknown bounded nonlinear function
x
slope - λ with 1 ≤ a ≤ 2 . Let fˆ be an estimation value of f , assume
s=0 that the estimation error is bounded by some known function
F = F ( x, x& ) as follows
Fig. 7.4 Chattering as a result of imperfect control switchings.
fˆ − f ≤ F (7.9)
7.1.2 Filippov’s Construction of the Equivalent Dynamics
The dynamics while in sliding mode can be written as assume that fˆ = −1.5 x& 2 cos 3x ⇒ F = 0.5 x& 2 cos 3 x . In
order to have the system track x(t ) = x d (t ) , we define a
s& = 0 (7.6) sliding surface s = 0 according to (7.3), namely
By solving (7.6), we obtain an expression for u called the
d 
equivalent control, u eq , which can be interpreted as the s =  + λ ~
x=~
x& + λ ~
x (7.11)
 dt 
continuous control law that would maintain s& = 0 if the
dynamics were exactly known. Fro instance, for a system of We then have
the form &x& = f + u , we have
s& = ~
&x& + λ ~
x& = ( &x& − &x&d ) + λ ~
x& = f + u − &x&d + λ ~
x& (7.12)
u eq → u = − f + &x& = − f + ( &x&d + ~
&x&)
To achieve s& = 0 , we choose control law as u = − f + &x&d − λ ~
x& .
From (7.6)
Because f is unknown and replaced by its estimation fˆ , the
control is chosen as
s& = ~ x = 0 ⇒ &~
x& + λ ~ x& = −λ ~
x&
u → uˆ = − fˆ + &x&d − λ ~
x& (7.13)
Hence,
û can be seen as our best estimate of the equivalent control. In
u eq = − f + &x&d − λ ~
x& (7.7) order to stratify the sliding condition (7.5), despite the
uncertainty on the dynamics f , we add to û a term
And the system dynamics while in sliding mode is, of course, discontinuous across the surface s = 0
&x& = f + u eq = &x&d − λ ~
x& (7.8) u = uˆ − k sgn( s) (7.14)
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_________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________
sgn = +1 if s>0 where, β = bmax / bmin . Since the control law will be
where “sgn” is the sign function: 
sgn = −1 if s<0 designed to be robust to the bounded multiplicative
uncertainty (7.18), we shall call β the gain margin of our
By choosing k = k ( x, x& ) in (7.14) to be large enough, we can design. With s and û defined as before, one can then easily
now guarantee that (7.5) is verified. Indeed, from (7.12) and show that the control law
1 d 2
(7.14), s = s& s = [ f − fˆ − k sgn( s )] s = ( f − fˆ ) s − k s .
2 dt u = bˆ −1 [uˆ − k sgn( s )] (7.19)
So that, letting
with
k = F +η (7.15)
k ≥ β ( F + η ) + ( β − 1) uˆ (7.20)
1 d 2
we get from (7.9): s ≤ −η s as desired.
2 dt satisfies the sliding condition. Indeed, using (7.19) in the
⊗ Note that: expression of s& leads to
- from (7.15), the control discontinuity k across the
s& = ( f − b bˆ −1 fˆ ) + (1 − b bˆ −1 )(− &x&d + λ ~
x& ) − b bˆ −1k sgn( s )
surface s = 0 increases with the extent of parametric
uncertainty.
Condition (7.5) can be rewritten as s& s ≤ −η s = −η s sgn(s ) .
- fˆ and F need not depend only on x or x& . They may
Hence we have
more generally be functions of any measured variables
external to system (7.8), and may also depend explicitly
on time. (( f − bbˆ −1
fˆ ) + (1 − b bˆ −1 )(− &x&d + λ ~
x& ) − b bˆ −1k sgn( s ) s )
- To the first order system, the sliding mode can be ≤ −η s sgn( s )
interpreted that “if the error is negative, push hard or
enough in the positive direction, and conversely”. It does
not for higher-order systems. (
b bˆ −1k s sgn( s) ≥ ( f − b bˆ −1 fˆ ) + (1 − b bˆ −1 )(− &x&d + λ ~
x& ) s )
+ η s sgn( s)
Integral Control
A similar result would be obtained by using integral control, (
⇒ k ≥ (bˆb −1 f − fˆ ) + (bˆb −1 − 1)(− &x&d + λ ~
x& ) sgn( s) + bˆb −1η )
t
i.e., formally letting
∫ ~x (r )dr be the variable of interest. The
0
so that k must verify
system (7.8) now third-order relative to this variable, and (7.3)

k ≥ bˆ b −1 f − fˆ + (bˆ b −1 − 1)(− &x&d + λ ~
x& ) + bˆ b −1η
2
d   t  & t
gives s =  + λ   ~
 dt   0
x dr  = ~

x + 2λ ~
x + λ2 ~
0 ∫
x dr . Then, we
∫ Since f = fˆ + ( f − fˆ ), where f − fˆ ≤ F , this in turn leads to
obtain, instead of (7.13), uˆ = − fˆ + &x& − 2 λ ~ x& − λ2 ~
x with d
t
k ≥ bˆ b −1 F + η bˆ b −1 + bˆ b −1 − 1 fˆ − &x&d + λ ~
x&
(7.14) and (7.15) formally unchanged. Note that
∫ ~x (r )dr can
0
t
∫
be replaced by ~
x (r )dr , i.e., the integral can be defined and thus to (7.20). Note that the control discontinuity has been
increased in order to account for the uncertainty on the control
within a constant. The constant can be chosen to obtain gain b .
s (t = 0) = 0 regardless of x d (0) , by letting
Example 7.1________________________________________
t
s=~
x& + 2 λ ~
x + λ2
∫ ~x dr − ~x& (0) − 2 λ ~x (0)
0
A simplified model of the motion of an under water vehicle
can be written
Gain Margin
Assume now that (7.8) is replaced by m &x& + c x& x& = u (7.21)
&x& = f + b u where
(7.16)
x : position of vehicle
where the (possibly time-varying or state-dependent) control u : control input (force provided by a propeller)
gain b is unknown but of known bounds m : mass of the vehicle
c : drag coefficient
0 < bmin ≤ b ≤ bmax (7.16) In practice, m and c are not known accurately, because they
only describe loosely the complex hydrodynamic effects that
Since the control input enters multiplicatively in the dynamics, govern the vehicle’s motion. From (7.3),
it is natural to choose our estimate b̂ of gain b as the
s=~
x& + λ ~
x
geometric mean of the above bounds bˆ = bmin bmax . Bound
⇒ s& = x + λ ~
~
&& x& = ( &x& − &x&d ) + λ ~
x&
(7.17) can then be written in the form
⇒ m s& = m &x& − m &x&d + m λ ~ x& = −c x& x& + u − m &x&d + m λ ~
x&
b̂
β −1 ≤ ≤β (7.18)
b The estimated controller is chosen as
___________________________________________________________________________________________________________
_________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________
uˆ = mˆ ( &x&d − λ ~
x& ) + cˆ x& x& u
boundary
and a control law satisfying the sliding condition can be layer
derived as
û
u = uˆ − k sgn( s ) = mˆ ( &x&d − λ ~
x& ) + cˆ x& x& − k sgn( s ) (7.22)
−φ φ s
where k is calculated from (7.20)
k ≥ β ( F + η ) + ( β − 1) uˆ
≥ β ( F + η ) + ( β − 1) mˆ ( &x&d − λ ~
x& ) + cˆ x& x&
Fig. 7.6.b Control interpolation in the boundary layer
Hence k can be chosen as follows
Given the results of section 7.1.1, this leads to tracking to
k = ( F + β η ) + mˆ ( β − 1) ( &x&d − λ ~
x& ) (7.23) within a guaranteed precision ε , and more generally
guarantees that for all trajectories starting inside B(t = 0)
Note that the expression (7.23) is “tighter” than the general
form (7.20), reflecting the simpler structure of parametric ∀t ≥ 0, ~
x i (t ) ≤ (2 λ ) i ε i = 0, K , n − 1
uncertainty: intuitively, u can compensate for c x& x& directly,
regardless of uncertainty on m . In general, for a given Example 7.2________________________________________
problem, it is a good idea to quickly rederive a control law
Consider again the system (7.10): &x& = − a (t ) x& 2 cos 3 x + u ,
satisfying the sliding condition, rather than apply some pre-
packed formula. and assume that the desired trajectory is x d = sin(π t / 2) . The
__________________________________________________________________________________________
constants are chosen as λ = 20, η = 0.1 , sampling time
7.1.4 Direct Implementations of Switching Control Laws dt = 0.001 sec.
Switching control law:
The main direct applications of the above switching controller
include the control of electric motors, and the use of artificial u = uˆ − k sgn( s)
dither to reduce stiction effects.
= 1.5 x& 2 cos 3 x + &x&d − 20 ~
x&
- Switching control in place of pulse-width modulation
- Switching control with linear observer − (0.5 x& 2 cos 3 x + 0.1) sgn( ~
x& + 20 ~
x)
- Switching control in place of dither Smooth control law with a thin boundary layer φ = 0.1 :
7.2 Continuous Approximations of Switching Control

u = uˆ − k sat ( s / φ)
Laws
= 1.5 x& 2 cos 3 x + &x&d − 20 ~
x&
In general, chattering must be eliminated for the controller to
perform properly. This can be achieved by smoothing out the − (0.5 x& 2 cos 3 x + 0.1) sat[( ~
x& + 20 ~
x ) / φ]
control discontinuity in a thin boundary layer neighboring the
switching surface The tracking performance with switching control law is given
in Fig. 7.7 and with smooth control law is given in Fig. 7.8.
B (t ) = {x, s(x; t ) ≤ Φ} Φ>0 (7.25) 6 1.5
5
1.0
4
where, Φ is boundary layer thickness, and ε = Φ/λ n-1 is the 3

Tracking Error
0.5
Control input
boundary layer width. Fig. 7.6.a illustrates boundary layer for 1

0
0.0
the case n = 2 .
-0.5
-1
-2
-1.0
-3
-4 -1.5
x& 0 0.5 1.0 1.5 2.0

Time (s)
2.5 3.0 3.5 4 0 0.5 1.0 1.5 2.0
Time (s)
2.5 3.0 3.5 4
φ Fig. 7.7 Switched control input and tracking performance
bo ε 6 5
un 5 4
da
ry
3
Tracking Error (x10-3)
lay 3 2
Control Input
er x 2
1
1
0
0 -1
-1 -2
ε -2
-3
-3
-4
-4 -5
0 0.5 1.0 1.5 2.0 2.5 3.0 3.5 4 0 0.5 1.0 1.5 2.0 2.5 3.0 3.5 4
Time (s) Time (s)
Fig. 7.6.a The boundary layer Fig. 7.8 Smooth control input and tracking performance
__________________________________________________________________________________________
Fig. 7.6.b illustrates this concept:

- Out side of B (t ) , choose the control law u as before (7.5) ⊗ Note that:
- Inside of B (t ) , interpolate to get u - for instance, replacing in - The smoothing of control discontinuity inside B (t )
essentially assigns a low-pass filter structure to the local
the expression of u the term sgn(s ) by s / Φ .
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_________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________
dynamics of the variable s , thus eliminating chattering. s

+ (− ∆ f (x) + O(ε ) )
s& = −k (x) (7.29)
Recognizing this filter-like structure then allows us, in φ
essence, to tune up the control law so as to achieve a We can see from (7.29) that the variable s (which is a
trade-off between tracking precision and robustness to
un-modeled dynamics. measure of the algebraic distance to the surface S (t ) ) can be
- Boundary layer thickness φ can be made time-varying, view as the output of the first order filter, whose dynamics
and can be monitored so as to well exploit the control only depend on the desired state x d , and whose input are, to
“bandwidth” available. the first order, “perturbations”, i.e., uncertainty ∆ f (x d ) .
Thus chattering can be eliminated, as long as high-frequency
Consider again the system (7.1): x ( n ) = f (x) + b(x) u , with un-modeled dynamics are not excited.
b = bˆ = 1 . In order to maintain attractiveness of the boundary Conceptually, the perturbations are filtered according to (7.29)
layer now that φ is allowed to vary with time, we must to give s , which in turn provides tracking error ~ x by further
actually modify condition (7.5). Indeed, we now need to low-pass filtering, according to definition (7.3)
guarantee that the distance to the boundary layer always
decreases. ~
− ∆ f (x d ) + O (ε ) 1storder filter s 1 x
d
s≥φ ⇒ ( s − φ) ≤ −η (7.29) ( p + λ ) n −1
dt
d choice of φ definition of s
s ≤ −φ ⇒ ( s − φ) ≥ η
dt
Fig. 7.9 Structure of the closed-loop error dynamics
Thus, instead of simply required that (7.5) be satisfy outside
the boundary layer, we now required that
Control action is a function of x and x d . Since λ is break-
1 d 2 frequency of filter (7.3), it must be chosen to be “small” with
s ≥φ ⇒ s ≤ (φ& - η ) s (7.26) respect to high-frequency un-modeled dynamics (such as un-
2 dt modeled structural modes or neglected time-delays).
Furthermore, we can now turn the boundary layer thickness φ
The additional term φ& s in (7.26) reflects the fact that the so that (7.29) also presents a first-order filter of bandwidth λ .
boundary layer attraction condition is more stringent during It suffices to let
boundary layer contraction ( φ& < 0 ) and less stringent during
k (x d )
boundary layer expansion ( φ& > 0 ).In order to satisfy (7.26), =λ (7.30)
φ
the quantity −φ& is added to control discontinuity gain k (x) ,
i.e., in our smooth implementation the term which can be written from (7.27) as
k (x) sgn( s ) obtained from switched control law u is actually
φ& + λ φ = k (x d ) (7.31)
replaced by k (x) sat( s / φ) , where
k (x) = k (x) − φ& (7.27) (7.27) can be rewritten as
sat( y ) = y if y ≤ 1 k ( x) = k ( x) − k ( x d ) + λ φ (7.32)
and sat is the saturation function 
sat( y ) = sgn( y ) otherwise
and can be seen graphically as in the following figure ⊗ Note that:
- The s-trajectory is a compact descriptor of the closed-
loop behavior: control activity directly depends on s ,
sat( y )
while tracking error ~x is merely a filtered version of s
- The s-trajectory represents a time-varying measure of the
y validity of the assumptions on model uncertainty.
−1 1
- The boundary layer thickness φ describes the evolution
of dynamics model uncertainty with time. It is thus
particularly informative to plot s (t ) , φ(t ) , and −φ(t ) on
a single diagram as illustrated in Fig. 7.11b.
Accordingly, control law becomes u = uˆ − k (x) sat( s / φ) . Now, Example 7.3________________________________________

we consider the system trajectories inside the boundary layer. Consider again the system described by (7.10):
They can be expressed directly in terms of the variable s as &x& = − a (t ) x& 2 cos 3 x + u . Assume that φ(0) = η / λ with η = 0.1 ,
s λ = 20 . From (7.31) and (7.32)

s& = −k (x) − ∆ f ( x) (7.28)
φ ( )(
k ( x ) = 0.5 x& 2 cos 3 x + η − 0.5 x& d2 cos 3 x d + η + λ φ )
= 0.5 x& 2 cos 3 x + η − φ&
where ∆ f = fˆ − f . Since k and ∆ f are continuous in x ,
using (7.4) to rewrite (7.28) in the form where, φ& = −λ φ + (0.5 x& d2 cos 3 x + η ) . The control law is now
___________________________________________________________________________________________________________
_________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________
u = uˆ − k ( x) sat ( s / φ) s& = &x& − &x&d + λ ~

x&
= 1.5 x& 2 cos 3x + &x&d − λ ~
x& m s& = −c x& x& + u − m ( &x&d − λ ~
x& )
− (0.5 x cos 3x + η − φ& ) sat[( ~
&2 x& + 20 ~
x ) / φ] u → uˆ = cˆ x& x& + mˆ ( &x&d − λ ~
x& )
⊗ Note that:
u = uˆ − k sgn( s)
- The arbitrary constant η (which formally, reflects the
time to reach the boundary layer starting from the = cˆ x& x& + mˆ ( &x&d − λ ~
x& ) − k sgn( s)
outside) is chosen to be small as compared to the average
m s& = −c x& x& + cˆ x& x& + mˆ ( &x&d − λ ~
x& ) − k sgn( s ) − m ( &x&d − λ ~
x& )
value of k (x d ) , so as to fully exploit our knowledge of
the structure of parametric uncertainty. = (cˆ − c) x& x& + (mˆ − m) ( &x& − λ ~ x& ) − k sgn( s) d
- The value of λ is selected based on the frequency range
of un-modeled dynamics. Condition (7.5): s& s ≤ −η s
The control input, tracking error, and s -trajectories are m s& s ≤ − mη s

plotted in Fig. 7.11. ((cˆ − c) x& x& + (mˆ − m) (&x& − λ ~x& ) − k sgn(s)) s ≤ −mη s d
k s sgn( s ) ≥ ((cˆ − c) x& x& + cˆ x& x& + (mˆ − m) ( &x& − λ ~x& ) ) s + mη s

6 5
5 4
4 3 d
k ≥ ((cˆ − c) x& x& + (mˆ − m) ( &x& − λ ~ x& ) ) sgn( s ) + mη

3 2
Control Input
2 1
1 0
d
0 -1
k ≥ (cˆ − c) x& x& + (mˆ − m) ( &x&d − λ ~

x& ) sgn( s ) + mη
-1 -2
-2 -3
-3 -4
-4 -5
0 0.5 1.0 1.5 2.0 2.5 3.0 3.5 4 0 0.5 1.0 1.5 2.0 2.5 3.0 3.5 4
Time (s) Time (s)
And the controller is
Fig. 7.11a Control input and resulting tracking performance
uˆ = cˆ x& x& + mˆ ( &x&d − λ ~
x& )
8
6
φ

S-trajectories (x10-2)
2
k ( x) = max cˆ − c x& 2 + max mˆ − m &x& − λ ~
x& + max(m)η
0 s
 d
-2
φ& = k ( x ) − λ φ
-4
−φ  d
-6
-8 k = k ( x) − φ&

0 0.5 1.0 1.5 2.0 2.5 3.0 3.5 4
Time (s)
Fig. 7.11b s-trajectories with time-varying boundary layer s = ~x& + λ ~

x

u = uˆ − k sat( s / φ)
We see that while the maximum value of the time-varying
boundary layer thickness φ is the same as that originally The results are given in Fig. 7.12
chosen (purposefully) as the constant value of φ in Example
5 35
7.2, the tracking error is consistently better (up to 4 times 4

3
30
better) than that in Example 7.2, because varying the thickness

25
Desired Trajectories
2
20
Control Input
1
of the boundary layer allow us to make better use of the 0
15
10
available bandwidth.
-1
acceleration (m/s2 )
5
-2
velocity (m/s)
__________________________________________________________________________________________ -3
distance (m)
0
-4 -5
In the case that β ≠ 1 , one can easily show that (7.31) and
-5 -10
0 0.5 1.0 1.5 2.0 2.5 4 0 0.5 1.0 1.5 2.0 2.5 3.0 3.5 4
Time (s) Time (s)
(7.32) become (with β d = β (x d ) ) a. References b. Control input

15 1.5
λφ 10
φ
k (x d ) ≥ ⇒ φ& + λ φ = β d k (x d )
1.0
(7.33)
S-trajectories (x10-2)
βd 0
0.5
s
-5 0
λφ λφ k (x d ) -10
k (x d ) ≤ ⇒ φ& + =
-0.5
(7.34) -15
βd β d2 βd -20
-1.0
−φ
-25 -1.5
0 1 2 3 4 5 6 0 1 2 3 4 5 6
k (x) = k (x) − k (x d ) + λ φ/β d (7.35) Time (s) Time (s)
c. Tracking error b. s- trajectories

with initial condition φ(0) defined as: Fig.12
__________________________________________________________________________________________
φ(0) = β d k (x d (0)) / λ (7.36)

⊗ Remark:
Example 7.4________________________________________ - The desired trajectory x d must itself be chosen smooth
A simplified model of the motion of an under water vehicle enough not to excite the high frequency un-modeled
dynamics.
can be written (7.21): m &x& + c x& x& = u . The a priori bounds
- An argument similar to that of the above discussion
on m and c are: 1 ≤ m ≤ 5 and 0.5 ≤ c ≤ 1.5 . Their estimate shows that the choice of dynamics (7.3) used to define
values are mˆ = 5 and cˆ = 1 . λ = 20 , η = 0.1 . The smooth sliding surfaces is the “best-conditioned” among linear
dynamics, in the sense that it guarantees the best tracking
control input using time-varying boundary layer, as describe performance given the desired control bandwidth and the
above is designed as follows: extent of parameter uncertainty.
- If the model or its bounds are so imprecise that F can
s=~
x& + λ ~
x only be chosen as a large constant, then φ from (7.31) is
___________________________________________________________________________________________________________
_________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________
constant and large, so that the term k sat( s / φ) simply where T A is the largest un-modeled time-delay (for
equals λ s / β in the boundary layer. instance in the actuators).
- A well-designed controller should be capable of
iii. sampling rate: with a full-period processing delay, one
gracefully handling exceptional disturbances, i.e.,
gets a condition of the form
disturbances of intensity higher than the predicted
bounds which are used in the derivation of the control 1
λ ≤ λS ≈ ν sampling (7.43)
law. 5
- In the case that λ is time-varying, the term
where, ν sampling is the sampling rate.
u ′ = −λ& ~
x should be added to the corresponding û , while
the augmenting gain k (x) according by the quantity The desired control bandwidth λ is the minimum of three
u ′ ( β − 1) . It will be discussed in next section. bounds (7.41-43). Ideally, the most effective design
corresponds to matching these limitations, i.e., having
7.3 The Modeling/Performance Trade-Offs
λR ≈ λ A ≈ λS ≈ λ (7.44)
The balance conditions (7.33)-(7.36) have practical
implications in term of design/modeling/performance trade- 7.4 Multi-Input System
offs. Neglecting time-constants of order 1 / λ , condition (7.33)
and (7.34) can be written Consider a nonlinear multi-input system of the form
m
λn ε ≈ β d k d (7.39) x i ( ni ) = f i (x) + ∑bj =1
ij ( x) u j , i = 1, L , m , j = 1, L , m
Consider the control law (7.19): u = bˆ −1 [uˆ − k sgn( s )] , we see where

that the effects of parameter uncertainty on f have been u = [u 1 u2 L u m ]T : the control input vector
“dumped” in gain k . Conversely, better knowledge of
f reduces k by a comparable quantity. Thus (7.39) is
[
x = x ( n −1) x ( n − 2) L x& ] T
: the state vector
particularly useful in an incremental mode, i.e., to evaluate the

7.5 Summary
effects of model simplification on tracking performance:
∆ε ≈ ∆ ( β d k d / λ n ) (7.40)
In particular, margin gains in performance are critically

dependent on control bandwidth λ : if large λ ’s are available,
poor dynamic models may lead to respectable tracking
performance, and conversely large modeling efforts produce
only minor absolute improvements in tracking accuracy. And
it is not overly surprising that system performance be very
sensitive to control bandwidth.
Thus, give system model (7.1), how large λ can be chosen ?

In mechanical system, for instance, given clean measurements,
λ typically limited by three factors:
i. structural resonant modes: λ must be smaller than the

frequency ν R of the lowest un-modeled structural resonant
mode; a reasonable interpretation of this constrain is,
classically
2π
λ ≤ λR ≈ νR (7.41)
3
although in practice this bound may be modulated by
engineering judgment, taking notably into account the
natural damping of the structural modes. Furthermore, in
certain case, it may account for the fact that λ R may
actually vary with the task.
ii. neglected time delays: along the same lines, we have a

condition for the form
1
λ ≤ λA ≈ (7.42)
3TA
___________________________________________________________________________________________________________
_________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________
8. Adaptive Control
In this chapter: tracking capacity in order to allow the possibility f tracking

- The nonlinear system with structured or unstructured convergence. Existing adaptive control designs normally
uncertainties (model imprecision) is considered. required linear parametrization of the controller in order to
- A so-called sliding control methodology is introduced. obtain adaptation mechanisms with guaranteed stability and
tracking convergence.
8.1 Basic Concepts in Adaptive Control
The adaptation mechanism is used to adjust the parameters in
- Why we need adaptive control ? the control law. In MRAC systems, the adaptation law
- What are the basic structures of adaptive control systems ? searches for parameters such that the response of the plant
- How to go about designing adaptive control system ? under adaptive control becomes the same as that of the
reference model. The main difference from conventional
8.1.1 Why Adaptive Control ? control lies in the existence of this mechanism.
8.1.2 What is Adaptive Control ? Example 8.1 MRAC control of unknown mass____________
An adaptive controller differs from an ordinary controller in
Consider the control of a mass on a frictionless surface by a
that the controller parameters are variable, and there is a
mechanism for adjusting these parameters on-line based on motor force u , with the plant dynamics being
signals in the system. There are two main approaches for
m &x& = u (8.1)
constructing adaptive controllers: so-called model-reference
adaptive control method and so-called self-tuning method.
Choose the following model reference
Model-Reference Adaptive Control (MRAC) &x&m + λ1 x& m + λ2 x m = λ2 r (t ) (8.2)
ym
reference model where,
λ1 , λ1 : positive constants chosen to reflect the performance
r
u y e specifications
controller plant xm : the reference model output (ideal out put of the
controlled system)
r (t ) : reference position
â
adaptation law
* m is known exactly, we can choose the following control
Fig. 8.3 A model-reference adaptive control system law to achieve perfect tracking &~
x& + 2λ ~
x& + λ2 ~
x = 0 , with
~
x = x − xm representing the tracking error and λ is a strictly
A MRAC can be schematically represented by Fig. 8.3. It is
composed of four parts: a plant containing unknown positive number. This control law leads to the exponentially
parameters, a reference model for compactly specifying the convergent tracking error dynamics: u = mˆ ( &x&m − 2λ ~
x& − λ2 ~
x).
desired output of the control system, a feedback control law
containing adjustable parameters, and an adaptation * m is not known exactly, we may use the control law
mechanism for updating the adjustable parameters.
u = mˆ ( &x&m − 2λ ~
x& − λ2 ~
x) (8.3)
The plant is assumed to have a known structure, although the
parameters are unknown. which contains the adjustable parameter m̂ . Substitution this
- For linear plants, the numbers of poles and zeros are control law into the plant dynamics, yields
assumed to be known, but their locations are not.
- For nonlinear plants, this implies that the structure of the m &x& = mˆ ( &x&m − 2λ ~x& − λ2 ~
x)
dynamic equations is known, but that some parameters are = (m + m ) ( &x&m − 2λ x& − λ2 ~
~ ~ x ), with m~ ≡ mˆ − m
not.
⇒ m &~ x& + 2m λ ~ x& + m λ2 ~x =m~ ( &x& − 2λ ~
x& − λ2 ~
x) m
A reference model is used to specify the ideal response of the
adaptive control system to external command. The choice of ⇒ m( ~
&x& + λ ~
x& ) + λ m ( ~
x& + λ ~ ~ ( &x& − 2λ ~
x)=m m x& − λ2 ~
x)
the reference model has to satisfy two requirements:
- It should reflect the performance specification in the control Let the combined tracking error measure be
tasks such as rise time, settling time, overshoot or frequency
s =~
x& + λ ~
x (8.5)
domain characteristics.
- This ideal behavior should be achievable for the adaptive
control system, i.e., there are some inherence constrains on and the signal quantity v is defined as v = &x&m − 2λ ~
x& − λ2 ~
x .
the structure of reference model given the assumed structure The closed-loop zero dynamics
of the plant model.
~v
m s& + λ m s = m (8.4)
The controller is usually parameterized by a number of
adjustable parameters. The controller should have perfect Consider Lyapunov function
___________________________________________________________________________________________________________
Chapter 8 Adaptive Control 37
_________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________
1 1 1 ~2 For simplicity, assume that the acceleration can be measured

V= m s2 + m ≥0 (8.7) by an accelerometer. From (8.1), the simplest way of
2 2γ
estimating m is
Its derivative yields
~m
V& = s m s& + γ −1m ~& u (t )
mˆ (t ) = (8.9)
~ v ) − γ −1m~ m&ˆ &x&(t )
= s ( −λ m s − m
= −λ m s 2 − γ −1m ~ m&ˆ + γ s v ( ) However this is not good method because there may be
considerable noise in the measurement &x& , and, furthermore,
If the update law is chosen to satisfy the acceleration may be close to zero. A better approach is to
estimate the parameter using a least-squares approach, i.e.,
m&ˆ = −γ s v (8.6)
choosing the estimate in such a way that the total prediction
The derivative of Lyapunov function becomes error
t
V& = −λ m s 2 ≤ 0 (8.8)
∫ e (r ) dr
2
(8.10)
0
Using Barbalat’s lemma, it is easily to show that s converges
to zero. The convergence of s to zero implies that of the is minimal, with the prediction error e defined as
x and the velocity tracking error ~
position tracking error ~ x& . For e(t ) ≡ mˆ (t ) &x&(t ) − u (t ) . The prediction error is simply the error
illustration, the results of simulation for this example are given in fitting the known input u using the estimated parameter m̂ .
in Fig. 8.4 and 8.5. The numerical values are chosen as m = 2 , This total error minimization can potentially average out the
mˆ (0) = 0, γ = 0.5, λ1 = 10, λ2 = 25, λ = 6, x& (0) = x& m (0) = 0 . effects of measurement noise. The resulting estimating is
In Fig. 8.4, x(0) = xm (0) = 0 and r (t ) = 0 . In Fig. 8.5,
t
x(0) = x m (0) = 0.5 and r (t ) = sin( 4t ) .
mˆ =
∫ w u dr 0
(8.11)
t
∫ w dr
0.6 2.5
0.5
2
2.0
Tracking Performance
Parameter Estimation
0.4 0
1.5
0.3
0.2
1.0 with w = &x& . If actually, the unknown parameter m is slowly
time-varying, the above estimate has to be recalculated at
0.1
0.5
0.0
-0.1
0.0 0.5 1.0 1.5 2.0 2.5 3.0
0.0
1.0 1.5 2.0 3.0
every new time instant. To increase computational efficiency,
0.0 0.5 2.5
Time (s) Time (s) it is desirable to adopt a recursive formulation instead of
Fig. 8.4 Tracking performance and parameter estimation for repeatedly using (8.11). To do this, we define
an unknown mass with reference path r (t ) = 0
0.8 2.5 1
0.6 P (t ) ≡ t
(8.12)
∫w
2.0
0.4
2
0.2 1.5
dr
0.0 0
-0.2 1.0
The function P (t ) is called the estimation gain, its update can

-0.4
0.5
-0.6
-0.8
0.0 0.5 1.0 1.5 2.0 2.5 3.0
0.0
0.0 0.5 1.0 1.5 2.0 2.5 3.0 be directly obtained by using
Time (s) Time (s)
( )
Fig. 8.5 Tracking performance and parameter estimation for d −1
an unknown mass with reference path r (t ) = sin( 4t ) P = w2 (8.13)
__________________________________________________________________________________________
dt
Self-Tuning Controller (STC) Then differentiation of Eq. (8.11)(which can be written

t
r
controller
u
plant
y ∫
P −1mˆ = w u dr ) leads to
0
mˆ& = − P (t ) w e (8.14)
â In implementation, the parameter estimate m̂ is obtained by

estimator
numerically integrating Eqs. (8.13) and (8.14).
__________________________________________________________________________________________
Fig. 8.5 A self-tuning controller
Relations between MRAC and ST methods
A self-tuning controller is a controller which performs
simultaneous identification of the unknown plant.
8.1.3 How to Design Adaptive Controllers ?
Example 8.2 Self-tuning control of unknown mass________ The design of an adaptive controller usually involves the
Consider the control of a mass of Example 8.1. Let us still use following three steps:
the pole-placement (placing the poles of the tracking error - choose a control law containing variable parameters
dynamics) control laws (8.3) for generating the control input, - Choose an adaptation law for adjusting those parameters
but let us now generate the estimated mass parameter using a - analyze the convergence properties of the resulting control
estimation law. system.
___________________________________________________________________________________________________________
_________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________
Lemma 8.1: Consider two signals e and φ related by the Now we choose the adaptation laws for â r and â y . Let the
following dynamic equation tracking error be e = y − y m and the error of parameter
estimation be
e(t ) = H ( p ) [ k φT (t ) v (t )] (8.15)
a~r = aˆ r − a r a~ y = aˆ y − a y (8.25)
where e(t ) is a scalar output signal, H ( p) is strictly positive
real transfer function, k is an unknown constant with know The dynamics of tracking error can be found by subtracting
sign, φ(t ) is m × 1 vector function of time, and v (t ) is a (8.23) and (8.21)
measurable m × 1 vector. If the vector φ(t ) varies according to
e& = − a m ( y − y m ) + (a m − a p + b p aˆ y ) y + (b p aˆ r − bm )r
φ& (t ) = − sgn(k ) γ e v (t ) (8.16) = −a m e + b p (a~r r − a~ y y ) (8.26)
with γ being a positive constant, then e(t ) and φ(t ) are The Lemma 8.1 suggests the following adaptation laws
globally bounded. Furthermore, if v (t ) is bounded, then
aˆ& r = − sgn(b p ) γ e r (8.27)
e(t ) → 0 as t → ∞ .
a&ˆ y = − sgn(b p ) γ e y (8.28)
8.2 Adaptive Control of First-Order Systems
Let us discuss the adaptive control of first-order plants using with γ being a positive constant representing the adaptation
MRAC method. Consider the first-order differential equation gain. The sgn(b p ) in (8.27-28) determines the direction of the
y& = − a p y + b p u (8.20) search for the proper controller parameters.
Tracking convergence analysis

where, y is the plant output, a p and b p are constant unknown We analyze the system’s stability and convergence behavior
plant parameters. using Lyapunov theory. Choose the Lyapunov function
candidate
Choice of reference model
Let the desired performance of the adaptive control system be 1 2 1
V= e + b p ( a~r2 + a~ y2 ) ≥ 0 (8.29)
specified by a first-order reference model 2 2γ
y& m = − a m y m + bm r (t ) (8.21) Its derivative yields

1
where a m ≥ 0, bm > 0 are constant parameters, and r (t ) is V& = e [− a m e + b p (a~r r − a~ y y )] + b p ( a~r a~& r + a~ y a~& y )
γ
bounded external reference signal. 1
= −a m e + e b p sgn(b p ) (a~r r − a~ y y ) + b p ( a~r aˆ& r + a~y aˆ& y )
2
Choice of control law γ

As first step in adaptive controller design, let us choose the
control law to be
= −a m e + 2
γ
1
(
b p a~r aˆ& r + sgn(b p ) γ e r )
u = aˆ r (t )r (t ) + aˆ y (t ) y (t ) (8.22) +
1
γ
(
b p a~ y aˆ& y + sgn(b p ) γ e y )
where aˆ r , aˆ y are variable feedback gains. The reason for the With adaptation laws (8.27) and (8.28), the derivative of
choice of control law (8.21) is clear: it allows the possibility of Lyapunov function becomes V& = − a m e 2 ≤ 0 . Thus, the
perfect model matching. With this control law, the closed-loop adaptive control system is globally stable, i.e., the signals e ,
dynamics is
a~r and a~ y are bounded. Furthermore, the global asymptotic
y& = −(a p − aˆ y b p ) y + aˆ r b p r (8.23) convergence of the tracking error e(t ) is guaranteed by
Barbalat’s lemma, because the boundedness of e , a~r and a~ y
If the plant parameters were known, such as aˆ r = a r , aˆ y = a y , imply the boundedness of e& and therefore the uniform
comparing (8.21) and (8.23), we get continuity of V& .
bm a p − am Example 8.3 A first-order plant________________________

ar = ay = (8.24)
bp bp Consider the control of the unstable plant y& = y + 3 u using
the previous designed adaptive controller. The numerical
which lead to the closed-loop dynamics y& = − a m y + bm r
parameters are: a p = −1 , b p = 3 , a m = 4 , bm = 4 , γ = 2 , and
which is identical to the reference model dynamics, and yields
zero tracking error. y (0) = y m (0) = 0 . Two reference signals are used:
* r (t ) = 4 ⇒ simulation results in Fig. 8.9
Choice of adaptation law * r (t ) = 4 sin(3t ) ⇒ simulation results in Fig. 8.10
___________________________________________________________________________________________________________
_________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________
6 2.0 5.0 2.0
1.5 4.5 1.5 âr

5
4.0
1.0 1.0
3.5
4
0.5 âr 3.0 0.5 â y
3 0.0 2.5 0.0
-0.5 2.0 -0.5

2 â y 1.5
-1.0 -1.0
1.0 â f
1
-1.5 -1.5
0.5
0 -2.0 0.0 -2.0
0.0 0.5 1.0 1.5 2.0 2.5 3.0 3.5 4.0 4.5 5.0 0.0 0.5 1.0 1.5 2.0 2.5 3.0 3.5 4.0 4.5 5.0 0 0.5 1.0 1.5 2.0 2.5 3 0.0 0.5 1.0 1.5 2.0 2.5 3.0
Time (s) Time (s) Time (s) Time (s)
Fig. 8.9 Tracking performance and parameter estimation with Fig. 8.11 Tracking performance and parameter estimation
reference path r (t ) = 4 with reference path r (t ) = 4
5 2.0 5 2.0
4 1.5 4 1.5 âr
3 3
1.0 1.0
2 2
0.5 âr 0.5
1 1
â f
0 0.0 0 0.0
-1 -0.5 -1 -0.5
-2
-1.0
â y -2
-1.0
-3 -3 â y
-1.5 -1.5
-4 -4
-5 -2.0 -5 -2.0
0 1 2 3 4 5 6 7 8 9 10 0 1 2 3 4 5 6 7 8 9 10 0 1 2 3 4 5 6 7 8 9 10 0 1 2 3 4 5 6 7 8 9 10
Time (s) Time (s) Time (s) Time (s)
Fig. 8.10 Tracking performance and parameter estimation Fig. 8.12 Tracking performance and parameter estimation
with reference path r (t ) = 4 sin(3t ) with reference path r (t ) = 4 sin(3t )
__________________________________________________________________________________________ __________________________________________________________________________________________
Parameter convergence analysis ⇒ refer text book 8.3 Adaptive Control of Linear Systems with Full States
Feedback
Extension to nonlinear plant
The same method of adaptive control design can be used for Consider the nth-order linear system in the canonical form
the non-linear first-order plant describe by the differential
equation a n y ( n ) + a n−1 y ( n−1) + K + a0 y = u (8.36)
y& = − a p y − c p f ( y ) + b p u (8.32) where the state components y, y& ,K, y ( n−1) are measurable,
coefficient vector a = [a n L a1 a0 ]T is unknown, but
where f is any known nonlinear function. The nonlinear in
their signs are known. The objective of the control system is to
these dynamics is characterized by its linear parametrization in make y closely track the response of a stable reference model
terms of the unknown constant c . Instead of using (8.22), now
we use the control law α n y m ( n) + α n−1 y m ( n−1) + K + α 0 y m = r (t ) (8.37)
u = aˆ y y + aˆ f f ( y ) + aˆ r r (8.33) with r (t ) being a bounded reference signal.
where the second term in (8.33) is introduced with the Choice of control law
intention of adaptively canceling the nonlinear term. Using the Define a signal z (t ) as follows
same procedure for the linear plant,
(n)
z (t ) = y m − β n−1e ( n−1) − K − β 0 e (8.38)
y& = − a p y − c p f ( y ) + b p [aˆ y y + aˆ f f ( y ) + aˆ r r ]
= −(a p − b p aˆ y ) y − (c p − b p aˆ f ) f ( y ) + b p aˆ r r with β1 ,K, β n being positive constants chosen such that
p n + β n−1 p n−1 + K + β 0 is a stable (Hurwitz) polynomial.
Comparing to (8.21) and define a f ≡ c p / bp and Adding both side of (8.36) and rearranging, we can rewrite the
a~ f ≡ aˆ f − a f . The adaptation laws are plant dynamics as
a n [ y ( n) − z ] = u − a n z − a n−1 y ( n−1) − K − a0 y
a&ˆ y = − sgn(b p ) γ e y (8.34a)
Let us choose the control law to be
a&ˆ f = − sgn(b p ) γ e f (8.34b)
aˆ& r = − sgn(b p ) γ e r (8.34c) u = aˆ n z + aˆ n−1 y ( n−1) + K + aˆ 0 y = v T (t )aˆ (t ) (3.39)
with v (t ) = [z (t ) y n−1 L y& y ]T

Example 8.4 A first-order non-linear plant_______________
aˆ (t ) = [aˆ n aˆ n−1 L aˆ1 aˆ 0 ]T
Consider the control of the unstable plant y& = y + y 2 + 3 u
using the previous designed nonlinear adaptive controller. The denoting the estimated parameter vector. This represents a
numerical parameters are: a p = −1 , b p = 3 , a m = 4 , bm = 4 , pole-placement controller which places the poles at positions
specified by the coefficients β i . The tracking error
γ = 2 , and y (0) = y m (0) = 0 .
e = y − y m then satisfies the closed-loop dynamics
Two reference signals are used:
a n [e ( n) + β n−1e ( n−1) + K + β 0 e = v T (t )~
a (t ) (3.40)
* r (t ) = 4 ⇒ simulation results in Fig. 8.11
* r (t ) = 4 sin(3t ) ⇒ simulation results in Fig. 8.12 where ~ a = aˆ − a
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Choice of adaptation law theory that the relative degree of the reference model has to be
Rewrite the closed-loop system (3.40) in state space form larger or equal to that the plant in order to allow the possibility
of perfect tracking. Therefore, in our treatment, we will
x& = A x + b [(1 / a n ) v T ~
a] (3.41a) assume that nm − mm ≥ n − m .
e = cx (3.41b)
where The objective of the design is to determine a control law, and
 0 1 0 L 0  0  1 an associated adaptation law, so that the plant
      output y asymptotically approaches y m . We assume as follows
 0 0 1 L 0  0  0  - the plant order n is known
A= M M M O M  , b =  M  , cT =  M 
      - the relative degree n − m is known
 0 0 0 L 1  0  0  - the sign of k p is known
− β − β n−1  1 0 
 0 − β1 − β 2 L     - the plant is minimum phase
Consider Lyapunov function candidate 8.4.1 Linear systems with relative degree one
Choice of the control law
V ( x, ~
a ) = xT P x + ~
a T Γ −1~
a To determine the appropriate control law for the adaptive
controller, we must first know what control law can achieve
perfect tracking when the plant parameters are perfect known.
where both Γ and P are symmetric positive constant matrix, Many controller structures can be used for this purpose. The
and P satisfies following one is particularly convenient for later adaptation
design.
PA + A T P = −Q Q = QT > 0
Example 8.5 A controller for perfect tracking_____________
for a chosen Q . The derivative V& can be computed easily as Consider the plant described by
V& = − xT Q x + 2~
a T v bT P x + 2~
a Γ −1~
a& k p ( p + bp )
y= 2
u (8.45)
p + a p1 p + a p2
Therefore, the adaptation law
and the reference model
aˆ& = − Γ v bT P x (8.42)
k m ( p + bm )
ym = r (8.46)
leads to V& = − x T Q x ≤ 0 . p 2 + a m1 p + a m2
ym (t )
8.4 Adaptive Control of Linear Systems with Output r (t ) Wm ( p )
Feedback u0 u1 e
u
Consider the linear time-invariant system presented bu the k W p ( p)
transfer function α1
p + bm
Z p ( p) b0 + b1 p + K + bm−1 p m−1 + p m
W ( p) = k p = kp (8.43) β1 p + β 2
R p ( p) a0 + a1 p + K + a n−1 p n−1 + p n p + bm
where k p is called the high-frequency gain. The reason for Fig. 8.13 Model-reference control system for relative degree 1
this term is that the plant frequency response at high frequency
Let the controller be chosen as shown in Fig. 8.13, with the
kp
verifies W ( jω ) = n−m , i.e., the high frequency response is control law being
ω
essentially determined by k p . The relative degree r of this β1 p + β 2
u = α1 z + y+kr (8.47)
system is r = n − m . In our adaptive control problem, the p + bm
coefficients ai , b j (i = 0,1,K, n − 1; j = 0,1,K, m − 1) and the
high frequency gain k p are all assumed to be unknown. where z = u /( p + bm ) , i.e., z is the output of a first-order
filter with input u , and α1 , β1 , β 2 , k are controller parameters.
The desired performance is assumed to be described by a If we take these parameters to be α1 = b p − bm ,
reference model with transfer function
a m1 − a p1 a m2 − a p2 km
β1 = , β2 = , k= , the transfer
Zm kp kp kp
Wm ( p ) = k m (8.44)
Rm function from the reference input r to the plant output is
where Z m and Rm are monic Hurwitz polynomials of degrees k m ( p + bm )

Wry = = Wm ( p )
nm and mm , and k m is positive. It is well known from linear p 2 + a m1 p + a m2
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Therefore, perfect tracking is achieved with this control law, - The vector θ1* contains (n − 1) parameters which intend to
i.e., y (t ) = y m (t ), ∀t ≥ 0 .
cancel the zeros of plant.
Why the closed-loop transfer function can become exactly the - The vector θ 2* contains (n − 1) parameters which, together
same as that of the reference model ? To know this, note that with the scalar gain θ 0* can move the poles of the closed-loop
the control input in (8.47) is composed of three parts:
- The first part in effect replaces the plant zero by the control system to the locations of the reference model poles.
reference model zero, since the transfer function from u1 to
As before, the control input in this system is a linear
y is combination of:
- the reference signal r (t )
p + bm k p ( p + b p ) k p ( p + bm )
Wu1, y = = 2 - the vector signal ω1 obtained by filtering the control input u
p + bp p2 + a p p + a p p + a p1 p + a p2
1 2 - the vector signal ω 2 obtained by filtering the plant output y
- The second part places the closed-loop poles at locations of and the output itself.
those of reference model. This is seen by noting that the The control input can be rewritten in terms of the adjustable
transfer function from u 0 to y is parameters and the various signals, as
Wu1, y k p ( p + bm ) u * (t ) = k *r + θ1*ω1 + θ*2ω 2 + θ*0 y (8.49)

Wu0 , y = =
1 + W f Wu1, y 2
p + (a p1 + β1k p ) p + (a p2 + β 2 k p )
Corresponding to this control law and any reference input r (t ) ,
- The third part of the control law (k m / k p ) r obviously the output of the plant is
replaces k p , the high frequency gain of the plant, by k m . As
B( p) *
a result of the above three parts, the closed-loop system has y (t ) = u (t ) = Wm r (t ) (8.50)
the desired transfer function. A( p )
__________________________________________________________________________________________
since these parameters result in perfect tracking. At this point,

The above controller in Fig. 8.13 can be extended to any plant we can see the reason for assuming the plant to be minimum-
with relative degree one. The resulting structure of the control phase: this allows the plant zeros to be cancelled by the
system is shown in the Fig. 8.14, where k * , θ1* , θ*2 and θ*0 controller poles.
represents controller parameters which lead to perfect tracking
In adaptive control problem, the plant parameters are unknown,
when the plant parameters are known.
and the ideal control parameters described above are also
ym (t ) unknown. Instead (8.49), the control law is chosen to be
r (t ) Wm ( p )
u0 u1 e u (t ) = k r + θ1ω1 + θ 2 ω 2 + θ 0 y (8.49)
u
k* W p ( p)
ω1 where, k , θ1 , θ 2 and θ 0 are controller parameters to be
θ1* Λ, h
provided by the adaptation law.
ω2
θ 2* Λ, h
Choice of adaptation law
For the sake of simplicity, define as follows
θ 0*
Fig. 8.14 A control system with perfect tracking θ(t ) = [k (t ) θ1 (t ) θ 2 (t ) θ 3 (t )]T
The structure of this control system can be described as ω(t ) = [r (t ) ω1 (t ) ω 2 (t ) ω 3 (t )]T
follows:
- The block for generating the filter signal ω1 represent an Then the control law (8.51) becomes
(n − 1) th order dynamics, which can be described by
ω& 1 = Λ ω1 + hu , where ω1 is an (n − 1) × 1 vector, Λ is an u (t ) = θ T (t ) ω (t ) (8.52)
(n − 1) × (n − 1) matrix, and h is constant vector such that
( Λ, h) is controllable. The poles of the matrix Λ are chosen to Let the ideal value of θ be θ* and the error φ(t ) = θ(t ) − θ* ,
be the same as the roots of polynomial Z m ( p ) , i.e., then θ(t ) = θ* + φ(t ) . Therefore, the control law (8.52) can
T
also be written as u (t ) = θ* ω + φT (t )ω . With the control law
det[ pI − Λ ] = Z m ( p ) (8.48)
(8.52), the control system with variable gains can be
equivalently represented as shown in Fig. 8.15,
- The block for generating the (n − 1) × 1 vector ω 2 has the
with φT (t ) ω / k * regarded as an external signal. The output
& 2 = Λ ω 2 + hy
same dynamics but with y as input, i.e., ω
here must be
- The scalar gain k * is defined to be k * = k m / k p and is
intended to modulate the high frequency gain of the control y (t ) = Wm ( p )r + Wm ( p )[φT ω / k * ] (8.53)
system.
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_________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________
u0 u1
r (t ) u y Let the controller be chosen as shown in Fig. 8.16. Noting that
* W p ( p)
k
bm in the filter in Fig. 8.13 has been replaced by a positive
ω1
θ1* Λ, h number λ . The closed-loop transfer function from the
T
φ ω ω2 reference signal r to the plant output y is
k* θ 2* Λ, h
p + λ0 kp
θ 0* p + λ0 + α1 p 2 + a p p + a p
Fig. 8.15 An equivalent control system for time-varying gains W ry = k 1 2
p + λ0 β1 p + β 2 kp
1+
Since y m (t ) = Wm ( p ) r , the tracking error is seen to be related p + λ0 + α 1 p + λ0 p 2 + a p p + a p
1 2
to the parameter error by the simple equation k k p ( p + λ0 )

=
2
( p + λ 0 + α 1 )( p + a p1 p + a p2 ) + k p ( β 1 p + β 2 )
e(t ) = Wm ( p ) [φT (t ) ω(t ) / k * ] (8.54)
Therefore, if the controller parameters α 1 , β 1 , β 2 , and k are
Since this is the familiar equation seen in Lemma 8.1, the chosen such that
following adaptation law is chosen
( p + λ 0 + α 1 )( p 2 + a p1 p + a p2 ) + k p ( β 1 p + β 2 ) =
θ& = − sgn(k p ) γ e(t ) ω(t ) (8.55)
( p + λ 0 )( p 2 + a m1 p + a m2 )
where γ is positive number representing the adaptation gain
and we have used the fact that the sign of k * is the same as that and k = k m / k p , then the closed-loop transfer function
of k p , due to the assumed positiveness of k m . W ry becomes identically the same as that of the reference
model. Clearly, such choice of parameters exists and is unique.
__________________________________________________________________________________________
Based on Lemma 8.1 and through a straightforward procedure
for establishing signal boundedness, we can show that the
For a general plants of relative degree larger than 1, the same
tracking error in the above adaptive control system converges
control structure as given in Fig. 8.14 is chosen. Note that the
to zero asymptotically.
order of the filters in the control law is still (n − 1) . However,
8.4.2. Linear system with higher relative degree since the model numerator polynomial Z m ( p ) is of degree
The design of adaptive controller for plants with relative smaller than (n − 1) , it is no longer possible to choose the
degree larger than 1 is both similar to, and different from, that poles of the filters in the controller so
for plants with relative degree 1. Specifically, the choice of
that det[ pI − Λ] = Z m ( p ) as in (8.48). Instead, we now choose
control law is quite similar but the choice of adaptation law is
very different.
λ ( p ) = Z m ( p ) λ1 ( p ) (8.57)
Choice of control law
Let us start from a simple example. where λ ( p ) = det[ pI − Λ ] and λ1 ( p) is a Hurwitz polynomial
of degree (n − 1 − m) . With this choice, the desired zeros of
Example 8.6 _______________________________________ the reference model can be imposed.
Consider the second-order plant described by the transfer
function Let us define the transfer function of the feed-forward
part u / u1 of the controller by λ ( p ) /(λ ( p ) + C ( p )) , and that of
kp
y= u the feedback part by D( p ) / λ ( p ) , where the polynomial C ( p)
2
p + a p1 p + a p2 contains the parameter in the vector θ1 , and the
polynomial D( p ) contains the parameter in the vector θ 2 .
and the reference model Then the closed-loop transfer function is easily found to be
km k k p Z p λ1 ( p ) Z m ( p )
ym = r Wry = (8.58)
2
p + a m1 p + a m2 R p ( p )[λ ( p ) + C ( p )] + k p Z p D( p )
ym (t )
Wm ( p ) The question now is whether in this general case, there exists
r (t )
u0 u1 choice of values for k , θ1 , θ 2 and θ 0 such that the above
e
u transfer function becomes exactly the same as Wm ( p ) , or
k W p ( p)
equivalently
α1
p + λ0 R p (λ ( p ) + C ( p )) + k p Z p D( p ) = λ1Z p Rm ( p ) (8.59)
β1 p + β 2
p +λ 0 The answer to this question can be obtained from the
Fig. 8.16 Model-reference control system for relative degree 2 following lemma
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Lemma 8.2: Let A( p ) and B( p ) be polynomials of 1

ε (t ) = φT (t ) ω + φα η (t ) (8.65)
degree n1 and n2 , respectively. If A( p ) and B( p ) are relative k*
prime, then there exist polynomials M ( p) and N ( p) such that where
A( p ) M ( p ) + B( p ) N ( p ) = A* ( p ) (5.60) ω(t ) = Wm ( p )[ω] (8.66)
This implies that the augmented error can be linearly

where A* ( p ) is an arbitrary polynomial.
parameterized by the parameter error φ(t ) and φα . Using the
This lemma can be used straight forward to answer our gradient method with normilazation, the controller parameters
question regarding to (8.59). θ(t ) and the parameter α (t ) for forming the augmented error
are updated by
Choice of adaptation law
sgn(k p ) γ ε ω
When the plant parameters are unknown, the controller (8.52) θ& = − (8.67a)
is used again 1 + ωT ω
γ εη
u (t ) = θT (t ) ω(t ) (8.61) α& = − (8.67b)
1 + ωT ω
and the tracking error from (8.54)
With the control law (8.61) and adaptation law (8.67), global
T * convergence of the tracking error can be shown.
e(t ) = Wm ( p ) [φ (t ) ω(t ) / k ] (8.62)
8.5 Adaptive Control of Nonlinear System
However, the adaptation law (8.55) cannot be used. A famous
technique called error augmentation can be used to avoid the Consider a class of nonlinear system satisfying the following
difficulty in finding an adaptation law for (8.62). The basic conditions:
idea of the technique is to consider a so-called augmented 1. the nonlinear plant dynamics can be linearly
error ε (t ) which correlates to the parameter error φ in a more parameterized.
desirable way than the tracking error e(t ). 2. the full state is measurable
3. nonlinearities can be cancelled stably (i.e., without
ω (t ) 1 e(t ) ε (t ) unstable hidden modes or dynamics) by the control input
φT W p ( p) if the parameters are known.
k*
In this section, we consider the case of SISO system.
θT W p ( p)
η (t ) Problem statement
α (t ) Consider nth-order nonlinear systems in companion form
W p ( p) θT
n
Fig. 8.17 The augmented error y ( n) + ∑ α f ( x, t ) = b u
i =1
i i (8.68)
Let define an auxiliary error η (t ) by where
η (t ) = θT (t )Wm ( p )[ω(t )] − Wm ( p )[θT (t ) ω(t )] (8.63) x= y [ y& L y ( n−1) ] T

: the state vector
f i ( x, t ) : known nonlinear functions
as shown in Fig. 8.17. It is useful to note two features about αi ,b : unknown constant
this error
- Firstly, η (t ) can be computed on-line, since the estimated
The control objective is track a desired output y d (t ) despite
parameter vector θ(t ) and the signal vector ω(t ) are both
the parameter uncertainty. (8.68) can be rewritten in the form
available.
- Secondly, η (t ) is caused by time-varying nature of the n
estimated parameters θ(t ) , in the sense that when θ(t ) is h y ( n) + ∑ a f ( x, t ) = u
i =1
i i (8.70)
replaced by the true (constant) parameter vector θ* , we
where, h = 1 / b and ai = α i / b .
have θ*Wm ( p )[ω(t )] − Wm ( p )[θ* (t ) ω(t )] = 0. This also
implies that η can be written: η (t ) = φT Wm (ω) − Wm (φT ω) Choice of control law
Similarly to the sliding control approach, define a combined
Define an augmented error ε (t ) error s = e ( n−1) + λn−2 e ( n−2) + K + λ0 e = ∆ ( p ) e , where the
output tracking error is e = y − y d and a stable (Hurwitz)
ε (t ) = e(t ) + α (t )η (t ) (8.64)
polynomial is ∆ ( p ) = p n−1 + λn−2 p n−2 + K + λ0 . Note that s
where α (t ) is a time-varying parameter to be determined by
can be rewritten as s = y ( n−1) − y r( n−1) with y r( n−1) is defined as
adaptation. For convenience, let us write α (t ) in the form
y r( n−1) = y d( n−1) − λn−2 e ( n−2) − K − λ0 e .
α (t ) = 1 / k * + φα (t ) . From (8.62)-(8.64) we obtain
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Consider the control law s ≡ e& + λ0 e = x& − ( x& d − λ0 e) ≡ x& − x& r

n
u = h y r( n) − k s + ∑ a f (x, t )
i =1
i i (8.71) Chose the control law
u = m &x&r − α s + c f1 + k f 2 ( → 8.71)
where k is constant of the same sign as h , and y r(n) is the
which yields m &x& + c f1 + k f 2 = m &x&r − α s + c f1 + k f 2 or
derivative of y r( n−1) , i.e., y r( n) = y d( n) − λn−2 e ( n−1) − K − λ0 e& .
m ( &x& − &x&r ) + α s = 0 . Because the unknown parameters, the
Noting that y r(n) , the so-called “reference” value of y (n) , is controller is
obtained by modifying y d(n ) according to the tracking errors. If
u → uˆ = mˆ &x&r − α s + cˆ f1 + kˆ f 2 ( → 8.72)
the parameters are all known, this choice leads to the tracking
error dynamics h s& + k s = 0 and therefore gives exponential which leads to the tracking error
convergence of s , which in turn, guarantees the convergence
of e . m &x& + c f1 + k f 2 = mˆ &x&r − α s + cˆ f1 + kˆ f 2
Choice of adaptation law (m &x& − m &x&r ) − (mˆ &x&r − m &x&r ) − (cˆ − c) f1 − (kˆ − k ) f 2 + α s = 0
For our adaptive control, the control law (8.71) is replaced by ~ &x& − c~ f − k~ f + α s = 0
m ( &x& − &x& ) − mr r 1 2
n
 &x&r 
u = hˆ y r( n) − k s + ∑ aˆ f (x, t )
i =1
i i (8.72) ~ c~ k~  f 
m s& + α s = m  1 [ ] ( → 8.74)
where h, ai have been replaced by their estimated values. The  f 2 
tracking error yields &
Adaptation laws: m&ˆ = − γ s &x&r , c&ˆ = − γ s f1 , kˆ = − γ s f 2
n
∑ a~ f (x, t )
~
h s& + k s = h y r( n) + i i (8.73) ~ 2 + c~ 2 + k~ 2 ) and its
Lyapunov function: V = m s 2 + γ −1 ( m
i =1
~ derivative with the above adaptation laws yields
where, hi = hˆi − hi , a~i = aˆ i − ai . (8.73) can be written in the
form
V& = 2m s s& + 2γ −1 ( m~ m&ˆ + c~ c&ˆ + k~ k&ˆ)
~ &x& + c~ f + k~ f − α s) + 2γ −1 ( m ~ m&ˆ + c~ c&ˆ + k~ k&ˆ)

1 / h  ~ ( n) 
n
= 2 s (m
s=
p + ( k / h) 
h yr + a~i f i (x, t ) 
 ∑ r 1
= −2α s 2 + 2γ −1  m
2
~ (mˆ& + γ s &x& ) + c~ (cˆ& + γ s f ) + k~ (kˆ& + γ s f ) 
 i =1  r 1 2 
 
  y r( n)   (8.74)
   = −2α s 2 ≤ 0
=
1/ h  ~ ~
 h a1 L a n 
p + ( k / h) 
[
~  f1 (x, t )  
M 
 ] __________________________________________________________________________________________
  8.6 Robustness of Adaptive Control System

  f n (x, t ) 

The above tracking and parameter convergence analysis has
Lemma 8.1 suggests the following adaptation law provided us with considerable insight into the behavior of the
& adaptive control system. The analysis has been carried out
hˆ = − γ sgn(h) s y r( n) assuming that no other uncertainties exist in the control system
besides parametric uncertainties. However, in practice, many
a&ˆ = − γ sgn(h) s f
i i types of non-parametric uncertainties can be present. These
include
Specially, using the Lyapunov function candidate
- high-frequency un-modeled dynamics, such as actuator
 n 
∑
−1  2 dynamics or structural vibrations
V = h s +γ 2
h + ai2  ≥ 0
  - low-frequency un-modeled dynamics, such as Coulomb
 i =1  friction and stiction
- measurement- noise
it is straight forward to verify that V& = −2 k s 2 ≤ 0 and - computation round-off error and sampling delay
therefore the global tracking convergence of the adaptive Since adaptive controllers are designed to control real physical
control system can be easily shown. systems and such non-parametric uncertainties are
unavoidable, it is important to ask the following questions
Example___________________________________________ concerning the non-parametric uncertainties:
- what effects can they have on adaptive control systems ?
Consider a mass-spring-damper system with nonlinear friction - when are adaptive control systems sensitive to them ?
and nonlinear damping described by the equation - how can adaptive control systems be made insensitive to
them ?
m &x& + c f1 ( x& ) + k f 2 ( x) = u (8.69)
While precise answers to such questions are difficult to obtain,
Apply the above analysis procedure. Define the error because adaptive control systems are nonlinear systems, some
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_________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________
qualitative answers can improve our understanding of adaptive of non-parametric uncertainties present in the above example,
control system behavior in practical applications. the observed instability can seem quite surprising.
Parameter drift Dead-zone

When the signal v is persistently exciting, both simulations
and analysis indicate that the adaptive control systems have 8.7 On-line Parameter Estimation
some robustness with respect to non-parametric uncertainties.
However, when the signals are not persistently exciting, even Few basic methods of on-line estimation are studied.
small uncertainties may lead to severe problems for adaptive Continuous-time formulation is used.
controllers. The following example illustrates this situation.
8.7.1 Linear parameterization model
Example 8.7 Rohrs’s example_________________________ The essence of parameter estimation is to extract parameter
information from available data concerning the system. The
Consider the plant described by the following nominal model quite general model for parameter estimation applications is in
the linear parameterization form
kp
H 0 ( p) =
p+ap y (t ) = W (t ) a (8.77)
The reference model has the following SPR function where

y ∈ Rn : known “output” of the system
km 3 m
M ( p) = = a∈R : unknown parameters to be estimated
p + am p+3
W (t ) ∈ R n×m : known signal matrix
The real plant, however, is assumed to have the transfer
function relation (8.77) is simply a linear equation in terms of the unknown a.
Model (8.77), although simple, is actually quite general. Any
linear system can be rewritten in this form after filtering both
2 229
y= u side of the system dynamics equation through an
p + 1 p 2 + 30 p + 229 exponentially stable filter of proper order, as seen in the
following example.
This means that the real plant is of third order while the
nominal plant is of only first order. The un-modeled dynamics Example 8.9 Filtering linear dynamics__________________
are thus to seen to be 229 /( p 2 + 30 p + 229) , which are high- Consider the first-order dynamics
frequency but lightly-damped poles at (−15 ± j ) . Beside the
un-modeled dynamics, it is assumed that there is some y& = − a1 y + b1u (8.78)
measurement noise m(t ) in the adaptive system. The whole
adaptive control system is shown in Fig. 8.18. The Assume that a1 ,b1 in model are unknown, and that the output
measurement noise is assumed to be n(t ) = 0.5 sin(16.1t ) . y and the input u are available. The above model cannot be
reference model directly used for estimation, because the derivative of
3 ym (t ) y appears in the above equation (noting that numerically
r (t ) p+3 n(t ) e(t ) differentiating y is usually undesirable because of noise
u consideration). To eliminate y& in the above equation, let us
2 229
âr p + 1 p 2 + 30 p + 229 filter (multiply) both side of the equation by 1 /( p + λ f )
y1 (where p is the Laplace operator and λ f is a known positive
nominal un-modeled
constant). Rearranging, this leads to the form
â y
y (t ) = y f (λ f − a1 ) + u f b1 (8.78)
Fig. 8.18 Adaptive control with un-modeled dynamics and
measurement noise where y f = y /( p + λ f ) and u f = u /( p + λ f ) with subscript
Corresponding to the reference input r (t ) = 2 , the results of f denoting filtered quantities. Note that, as a result of the
adaptive control system are shown in Fig. 8.19. It is seen that filtering operation, the only unknown quantities in (8.79) are
the output y (t ) initially converges to the vicinity of y = 2 , the parameters (λ f − a1 ) and b1 .
then operates with a small oscillatory error related to the
measurement noise, and finally diverges to infinity. The above filtering introduces a d.c. gain of 1 / λ f , i.e., the
magnitudes of y f and u f are smaller than those of y and
Fig. 8.19 Instability and parameter drift
u by a factor of λ f at low frequencies. Since smaller signals
_________________________________________________________________________________________
may lead to slower estimation, we may multiply both side of
(8.79) by a constant number, i.e., λ f .
In view of the global tracking convergence proven in the
absence of non-parametric uncertainties and the small amount
___________________________________________________________________________________________________________
_________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________
Generally, for a linear SISO system, its dynamics can be H 12 = H 21 = m 2 l1c 2 cos q 2 + m 2 l c22 + I 2
described by
H 22 = m 2 l c22 + I 2
A( p ) y = B ( p ) u (8.80) h = m 2 l1l c 2 sin q 2
where g1 = m1l c1 g cos q1 + m 2 g[l c 2 cos(q1 + q 2 ) + l1 cos q1 ]
A( p ) = a0 + a1 p + K + a n−1 p n−1 + p n g 2 = m 2 l c 2 g cos(q1 + q 2 )
B ( p ) = b0 + b1 p + K + a n−1 p n−1
Let us define a1 = m2 , a 2 = m2lc 2 , a3 = I1 + m1lc21 , and
Divide both sides of (8.80) by a known monic polynomial of
order n, leading to a4 = I 2 + m2 lc22 .
Then each term on the left-hand side of (6.9)
is linear terms of the equivalent inertia parameters
y=
A0 ( p ) − A( p) B( p )
u (8.81) a = [a1 a 2 a3 a 4 ]T . Specially,
A0 ( p ) A0 ( p )
where H11 = a3 + a 4 + a1l12 + 2a 2 l1 cos q 2
n −1 n
A0 = α 0 + α1 p + K + α n−1 p +p H 22 = a 4
H12 = H 21 = a 2 l1 cos q 2 + a 4
has known coefficients. In view of the fact that
Thus we can write
A0 ( p ) − A( p ) = (α 0 − a0 ) + (α1 − a1 ) p + K + (α n−1 − a n−1 ) p n−1
τ = Y1 (q, q& , q
&&) a (8.83)
(8.81) can be rewritten in the form
This linear parametrization property actually applies to any
y = θT w (t ) (8.82) mechanical system, including multiple-link robots.
where Relation (8.83) cannot be directly used for parameter

estimation, because of the present of the un-measurable joint
θ = [α 0 − a0 α1 − a1 L α n−1 − a n−1 b0 L bn−1 ] T
&& . To avoid this, we can use the above filtering
acceleration q
T
 y py p n−1 y u p n−1u  technique. Specially, let w(t ) be the impulse response of a
w= L L 
A A A A A0  stable, proper filter. Then, convolving both sides of (6.9),
 0 0 0 0
yields
Note that w can be computed on-line based on the available
values of y and u . t t
_________________________________________________________________________________________
∫ w(t − r )τ(r )dr = ∫ w(t − r )[Hq&& + Cq& + G]dr
0 0
(8.84)
Example 8.9 Linear parametrization of robot dynamics_____
Using partial integration, the first term on the right hand side
of (8.84) can be rewritten as
t t d
∫ ∫ dr [wH]q& dr
I2, m2 t
w(t − r )Hq
&& dr = w(t − r )Hq& −
lc2 0 0 0
l2
l1 q 2, τ 2 = w(0)H (q)q& − w(0)H[q (0)] q& (0) −
t
lc1 ∫ [w(t − r )H& q& - w& (t − r )Hq& ] dr

0
I 1, m 1 This means that the equation (8.48) can be rewritten as
q1,τ1
y (t ) = W(q, q& )a (8.85)
Fig. 6.2 A two-link robot where y is the filtered torque and W is the filtered version of
Y1 . Thus the matrix W can be computed from available
Consider the nonlinear dynamics of a two-link robot measurements of q and q& . The filtered torque y can also be
computed because the torque signals issued by the computer
 H 11 H 12   q&&1  − h q& 2 − h q&1 − h q& 2   q&1   g1  τ 1  are known.
   =   &  +   =   _________________________________________________________________________________________
 H 21 H 22  q&&2   h q&1 0  q 2   g 2  τ 2 
(6.9) 8.7.2 Prediction-error-based estimation model
where,
8.7.3 The gradient estimator
q = [q1 q 2 ]T : joint angles
τ = [τ 1 τ 2 ]T : joint inputs (torques) 8.7.4 The standard least-squares estimator
H 11 = m1l c21 + I 1 + m 2 (l12 + l c22 + 2l1l c 2 cos q 2 ) + I 2

8.7.5 Least-squares with exponential forgetting
___________________________________________________________________________________________________________
_________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________
8.7.6 Bounded gain forgetting
8.7.7 Concluding remarks and implementation issues
8.8 Composite Adaptation
___________________________________________________________________________________________________________

Applied Nonlinear Control

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Applied Nonlinear Control Nguyen Tan Tien - 2002.

Why Nonlinear Control ?

• Improvement of existing control systems

• Analysis of hard nonlinearities

Ex: Coulomb friction, backlash

• Dealing with model uncertainties

Ex: parameter variations

2. Phase Plane Analysis

k =1 x Example 2.2 A nonlinear second-order system____________

dx2 f (x , x ) 2.2 Constructing Phase Portraits

Most nonlinear systems cannot be easily solved by either of

Let us consider the second-order dynamics (2.3): &x& = f ( x, x& ) .

As the first step of the phase portrait generation, let us f 2 ( x1 , x 2 ) = α f1 ( x1 , x2 )

x x Therefore, the isocline equation for a slope α is

parabolic x& α =1 x& α = −1

Transform these equations into a scalar second-order

jω stable node x& Local behavior of nonlinear systems

Stable or unstable locus (Fig. 2.9.d-e) x2 converging x2 diverging x2

By introducing a polar coordinates

the dynamics of (2.12) are transformed as

When the state starts on the unicycle, the above equation

2.6 Existence of Limit Cycles

Theorem 2.1 (Pointcare) If a limit cycle exists in the second-

Where, N represents the number of nodes, centers, and foci

This theorem is sometime called index theorem.

Theorem 2.2 (Pointcare-Bendixson) If a trajectory of the

Theorem 2.3 (Bendixson) For a nonlinear system (2.1), no

3. Fundamentals of Lyapunov Theory

Nonlinear systems Example 3.1 The pendulum___________________________

x& = f (x, t ) (3.1) R

In linear system analysis and design, for notational and

x& = A x Fig. 3.2 Nominal and perturbed motions (3.4)

Asymptotic stability and exponential stability

Let consider the nonlinear mass-damper-spring system in Fig. 1

Let us describe the geometrical meaning of locally positive

V Therefore, by involving the above theorem, we can conclude

• V (x) is positive definite (locally in B R0 )

Example 3.7 Local stability___________________________ Example 3.9 A class of first-order systems_______________

The set R defined by x& = 0 , i.e., the collection of states with x2

Example 3 .12 Domain of attraction____________________

Example 3 .14 A class of second-order nonlinear systems___

power “dissipated” by the system. Now V& = 0 ⇒ x& = 0 or

V (x ) = f T ( x) f ( x) where ∇V = {∂V / ∂x1 ,K, ∂V / ∂x n }T . In order to recover a

∂ f −6 2  −12 4  The principle of the variable gradient method is to assume a

where the aij ’s are coefficients to be determined. This leads

Example 3 .20 ______________________________________ Estimating convergence rates for linear system

A simple convergence lemma Consider again the system in Example 3.8

3.6 Control Design Based on Lyapunov’s Direct Method

There are basically two ways of using Lyapunov’s direct

Example 3 .23 Regulator design_______________________

Consider the problem of stabilizing the system &x& − x& 3 + x 2 = u .

4. Advanced Stability Theory

The objective of this chapter is to present stability analysis for

Example 4.1________________________________________ x(t ) = x(t 0 ) e

x&1 (t ) = − x1 (t ) − e −2t x2 (t ) Perturbed linear systems

where A1 is constant and Hurwitz and the time-varying matrix

V& (x, t ) = −2 [ x12 − x1 x2 + x 22 (1 + e −2t )] Example 4.8________________________________________

Consider the system ∃α > 0, ∀i, ∀t ≥ 0, λi [ A(t )] ≤ −α (4.21)

x& = A(t ) x + f h.o.t . (x, t ) Asymptotic stability analysis of non-autonomous systems is

Indeed, write the system in the standard form

Example 4.13_______________________________________ The coefficients of the numerator and denominator

Theorem 4.10 A transfer function h( p) is strictly positive real

The transfer function h1 , h2 and h3 are not SPR, because h1 is

is SPR, then there exist a scalar ε > 0 , a vector q , and a

Example 3.7 Local stability_____________ Example 3.9 A class of first-order systems_