on stability of systems

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on stability of systems

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In simple terms, if all solutions of the dynamical system that start out near an equilibrium point xe stay near xe forever, then xe is Lyapunov stable. More strongly, if all solutions that start out near xe converge to xe, then xe is asymptotically stable. The notion of exponential stability guarantees a minimal rate of decay, i.e., an estimate of how quickly the solutions converge. The idea of Lyapunov stability can be extended to infinite-dimensional manifolds, where it is known as structural stability, which concerns the behaviour of different but "nearby" solutions to differential equations. Input-to-state stability (ISS) applies Lyapunov notions to systems with inputs.

Definition for continuous-time systems Consider an autonomous nonlinear dynamical system , where denotes the system state vector, an open set containing

1. The origin of the above system is said to be Lyapunov stable, if, for every > 0, there exists a = () > 0 such that, if , then , for every . 2. The origin of the above system is said to be asymptotically stable if it is Lyapunov stable and if there exists > 0 such that if , then . 3. The origin of the above system is said to be exponentially stable if it is asymptotically stable and if there exist ,, > 0 such that if , then , for .

1. Lyapunov stability of an equilibrium means that solutions starting "close enough" to the equilibrium (within a distance from it) remain "close enough" forever (within a distance from it). Note that this must be true for any that one may want to choose. 2. Asymptotic stability means that solutions that start close enough not only remain close enough but also eventually converge to the equilibrium. 3. Exponential stability means that solutions not only converge, but in fact converge faster than or at least as fast as a particular known rate . The trajectory x is (locally) attractive if

for for all trajectories that start close enough, and globally attractive if this property holds for all trajectories. That is, if x belongs to the interior of its stable manifold. It is asymptotically stable if it is both attractive and stable. (There are counterexamples showing that attractivity does not imply asymptotic stability. Such examples are easy to create using homoclinic connections.) Definition for iterated systems The definition for discrete-time systems is almost identical to that for continuoustime systems. The definition below provides this, using an alternate language commonly used in more mathematical texts. Let (X,d) be a metric space and a continuous function. A point said to be Lyapunov stable, if, for each > 0, there is a > 0 such that for all if is ,

d(x,y) <

then

d(fn(x),fn(y)) <

for all .

We say that x is asymptotically stable if it belongs to the interior of its stable set, i.e. if there is a > 0 such that

whenever d(x,y) < . Lyapunov stability theorems The general study of the stability of solutions of differential equations is known as stability theory. Lyapunov stability theorems give only sufficient condition. Lyapunov second theorem on stability Consider a function V(x) : Rn R such that

Then V(x) is called a Lyapunov function candidate and the system is asymptotically stable in the sense of Lyapunov (i.s.L.). (Note that V(0) = 0 is required; otherwise V(x) = 1 / (1 + | x | ) would "prove" that is locally stable. An additional condition called "properness" or "radial unboundedness" is required in order to conclude global asymptotic stability.) It is easier to visualise this method of analysis by thinking of a physical system (e.g. vibrating spring and mass) and considering the energy of such a system. If the system loses energy over time and the energy is never restored then eventually the system must grind to a stop and reach some final resting state. This final state is called the attractor. However, finding a function that gives the precise energy of a physical system can be difficult, and for abstract mathematical systems, economic systems or biological systems, the concept of energy may not be applicable. Lyapunov's realisation was that stability can be proven without requiring knowledge of the true physical energy, providing a Lyapunov function can be found to satisfy the above constraints.

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