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Common Lyapunov functions for families of commuting nonlinear systems ^{∗}

Linh Vu and Daniel Liberzon

Coordinated Science Laboratory Univ. of Illinois at Urbana-Champaign Urbana, IL 61801, U.S.A.

Email: { linhvu,liberzon@control.csl.uiuc.edu}

August 21, 2007

Abstract

We present constructions of a local and global common Lyapunov function for a ﬁnite family of pairwise commuting globally asymptotically stable nonlinear systems. The constructions are based on an iterative procedure, which at each step invokes a convers e Lyapunov theorem for one of the individual systems. Our results extend a previously available one which relies on exponential stability of the vector ﬁelds.

Keywords: common Lyapunov functions, switched nonlinear systems, commutativity, uniform asymp- totic stability.

1 Introduction

A family of dynamical systems and a switching signal which sp eciﬁes the active system at each time give rise to a switched system. Switched systems are common in situations where system behavior can hardly be described by a single ordinary diﬀerential equation, for instance, when a physical system exhibits several modes or when there are several controllers and a switching among them. As is well known, it is possible to have unstable trajectories when switching among globally asymptotically stable (GAS) systems (see, e.g., [4, 9]). It is then interesting to study uniform asymptotic stability of switched systems with respect to switching signals, which is the property that the switched system state goes to zero asymptotically regardless of what a switching sequence is [9]. If this property holds for all initial conditions, we have global uniform asymptotic stability (GUAS).

Stability of switched systems under arbitrary switching has been the subject of a number of studies, and several classes of switched systems that possess the GUA S property have been identiﬁed [1, 2, 8, 16, 17, 19, 7]. In particular, it is known that a switched system generated by a ﬁnite family of GAS pairwise commuting subsystems is GUAS. When the subsystems are linear, it is easy to prove this fact by manipulating matrix exponentials. When the subsystems are nonlinear, which is the subject of our study here, the GUAS property has been proved by using comparison functions in [11].

^{∗} This work was supported by NSF ECS-0134115 CAR, NSF ECS-0114725, and DARPA/AFOSR MURI F49620-02-1-0325 grants.

1

The converse Lyapunov theorem for switched systems asserts the existence of a common Lyapunov function when the switched system is GUAS [12]. A Lyapunov fu nction is of theoretical interest and also useful for perturbation analysis. For a GUAS switched system generated by locally exponentially stable systems, a construction of a common Lyapunov function is stu died in [15, 3]. The general construction of a common Lyapunov function for GUAS switched nonlinear systems presented in [12] is a consequence of the converse Lyapunov theorem for robust stability of nonlinear systems [10]. Although these constructions can be applied to a family of pairwise commuting systems, they are too general for our setting since they do not utilize commutativity. The alternative constructions proposed here involve handling the individual systems sequentially rather than simultaneously, resulting in more constructive procedures (as compared with, e.g., [3, 12]). Further, one of our constructions also gives a bound on the gradient of the Lyapunov function and thus allows us to infer about stability of the switched system under perturbations (which is not possible with the approach of [12]).

For a ﬁnite family of pairwise commuting systems, there is an iterative procedure for constructing a common Lyapunov function which employs Lyapunov functions of individual systems. The procedure was ﬁrst proposed for a family of linear systems in [17] and later applied to a family of exponentially stable non- linear systems in [18]. In this paper, we provide more general constructions of common Lyapunov functions for a ﬁnite family of pairwise commuting GAS—but not necessarily locally exponentially stable—nonlinear systems. We achieve this by basing the iterative procedure on general converse Lyapunov theorems for GAS nonlinear systems.

There are primarily two ways of constructing a converse Lyap unov function for a GAS nonlinear system.

One is the integral construction due to Massera [14], the oth er is Kurzweil’s construction [6]. Utilizing GUAS property, we describe an integral construction of a common Lyapunov function for a family of pairwise commuting GAS systems on a bounded region around th e origin. This Lyapunov function is used to derive a result on stability of the corresponding switched system under perturbations. We then use Kurzweil’s method to obtain a common Lyapunov function which is valid on the whole state space. The latter construction actually does not rely on GUAS of the switched system. As with non-switched systems,

a smoothing procedure can be used to achieve arbitrary smoothness of the Lyapunov functions.

2 Background

2.1 Notations and deﬁnitions

A

continuous function α : [0,a) → [0, ∞ ) is of class K if it is increasing and α(0) = 0. If a = ∞ and α(r ) → ∞ as r → ∞ , we say that α belongs to class K _{∞} . A continuous function β : [0,a) × [0, ∞ ) → [0, ∞ )

Recall that a continuous function V : D ⊆ R ^{n} → [0, ∞ ) is positive deﬁnite

if V (x ) = 0 ⇔ x = 0.

is of class KL if for each ﬁxed t , β (r,t ) is of class K and for each ﬁxed r , β (r,s ) is decreasing with respect

to s and lim _{s} _{→}_{∞} β (r,s ) = 0.

For a nonlinear system

x˙ (t ) = f (x (t ))

(1)

where x(t ) ∈ R ^{n} is the state vector and f : R ^{n} → R ^{n} is a locally Lipschitz vector ﬁeld, denote by φ(t,ξ ) the solution with initial condition x(0) = ξ ∈ R ^{n} . If for each ξ , the solution is deﬁned for all t ∈ [0, ∞ ), the system is forward complete . If the solution is deﬁned for all t ∈ (−∞ , 0], the system is backward complete . The system (1) is complete if it is both backward and forward complete. The system is globally asymptotically stable (GAS) if there exists a class KL function β such that |φ(t,ξ )| ≤ β (|ξ |,t ) ∀ ξ ∈ R ^{n} , ∀ t ≥

2

0, where | ·| denotes the Euclidean norm. We denote by B _{r} the open ball of radius r centered at the origin, B _{r} := {x ∈ R ^{n} : |x | < r }.

Consider a family of dynamical systems

x˙ (t ) = f _{p} (x (t )),

p ∈ P

(2)

where f _{p} : R ^{n} → R ^{n} , p ∈ P are locally Lipschitz vector ﬁelds parameterized by a ﬁnite index set P := {1, ,m } for some positive integer m . This gives rise to a switched system

(3)

where σ : [0, ∞ ) → P is a piecewise constant switching signal. Such a function σ has a ﬁnite number of discontinuities, which we call switching times, on every bounded time interval, and takes a constant value on every interval between two consecutive switching times. We denote by S the set of all admissible switching signals for the switched system (3). With the assu mption of locally Lipschitz vector ﬁelds, piecewise constant switching signals, and no impulse eﬀects, a unique solution of (3) for each σ ∈ S and each initial condition exists and is continuous and piecewise diﬀerentiable. We write ψ _{σ} (t,ξ ) for the solution of the switched system (3) starting at ξ at time 0 for a particular switching signal σ ∈ S and we write φ _{p} (t,ξ ) for solutions of the individual nonlinear systems indexed by p ∈ P . Sometimes, we will write φ _{p} (ξ )

(ξ ) the composition of

x˙ (t ) = f _{σ} _{(}_{t}_{)} (x (t ))

t

instead of φ _{p} (t,ξ ) for the ease of writing compositions of ﬂows. We denote by φ ﬂows over a ﬁnite index set I ,

(4)

_{m} are the corresponding times.

When

≤ 0, = 0). We write s _{I} = (t + τ ) _{I} meaning that s _{i} = t _{i} + τ _{i} ∀ i ∈ I . Accordingly, t _{I} ≥ τ _{I} (resp. > , < , ≤ , =) means t _{i} ≥ τ _{i} ∀ i ∈ I (resp. > , < , ≤ , =).

We now brieﬂy review some stability concepts for switched systems (see, e.g., [7]). The switched system (3) is globally uniformly asymptotically stable (GUAS) if there exists a class KL function β such that for every switching signal σ ∈ S , we have

(5)

It is easy to see that a necessary condition for GUAS is that all individual systems of (2) are GAS. A suﬃcient (as well as necessary) condition for GUAS is the existence of a common Lyapunov function for the family of systems (2), which is a positive deﬁnite, continuously diﬀerentiable function V : R ^{n} → [0, ∞ ) such that

(6)

where ∇ V is the gradient (row vector) of V and W is some positive deﬁnite function. A weaker version only requires V to be continuous, positive deﬁnite, locally Lipschitz away from zero and satisfying

t I

I

φ

t

I

I

(ξ ) := φ ^{t} ^{1} _{1} ◦ · · · ◦ φ ^{t} ^{m} _{m} (ξ )

k

k

where k _{1} ,

,k

_{m} are elements of I in the increasing order and t _{1} ,

,t

we write t _{I} ≥ 0 (resp. > 0,

< 0, ≤ 0, = 0), it is equivalent to writing t _{i} ≥ 0 ∀ i ∈ I (resp. > 0, < 0,

|ψ _{σ} (t,ξ )| ≤ β (|ξ |,t )

∀

ξ ∈ R ^{n} , t ≥ 0.

L _{f} _{p} V (ξ ) := ∇ V (ξ )f _{p} (ξ ) ≤ − W (ξ )

∀ ξ ∈ R ^{n} , p ∈ P

D _{f} _{p} V (ξ )

:= lim _{+} ^{1}

_{ε}

ε

→ 0

[V (φ _{p} (ε,ξ )) − V (ξ )] ≤ − W (ξ )

∀ ξ ∈ R ^{n} \ {0}, p ∈ P

(7)

for some positive deﬁnite W , where D _{f} _{p} V (ξ ) is the directional derivative of V along the solution of x˙ (t ) = f _{p} (x(t )). When V is continuously diﬀerentiable, D _{f} _{p} V becomes L _{f} _{p} V .

We say that the family of systems (2) is pairwise commuting if

φ ^{t} ◦ φ (ξ ) = φ

i

s

j

s

j

◦ φ ^{t} (ξ )

i

∀ i,j ∈ P , ξ ∈ R ^{n} , t,s ≥ 0.

(8)

If the systems are complete, it is easy to see that the property (8) is automatically extended to t,s ∈ R . If the vector ﬁelds are continuously diﬀerentiable, pairwise commutativity is equivalent to the Lie bracket of every two vector ﬁelds being zero.

3

2.2

Converse Lyapunov theorems for nonlinear systems

In this section, we quickly review converse Lyapunov theorems for non-switched nonlinear systems (see, e.g., [5]) on which our subsequent results will be built. Basically, there are two constructions of converse Lyapunov functions for GAS nonlinear systems. One is due to Massera [14], the other is due to Kurzweil [6]. Massera’s construction, sometimes referred to as the integral construction, seeks a converse Lyapunov function of the form

V

(ξ )

= ^{∞} G(|φ(t,ξ )|)dt

0

(9)

with G : [0, ∞ ) → [0, ∞ ) being chosen by the following lemma, known as Massera’s lemma.

Lemma 1 Let g : [0, ∞ ) → [0, ∞ ) be a continuous and decreasing function with g (t ) → 0 as t → ∞ . Let

h : [0, ∞ ) → (0, ∞ ) be a continuous and nondecreasing function. There exists a function [0, ∞ ) such that:

G

: [0, ∞ ) →

• G and its derivative G ^{′} are class K functions deﬁned on [0, ∞ ).

• There exist positive real numbers c _{1} and c _{2} such that for all continuous functions u : R → [0, ∞ )

satisfying 0 ≤ u (t ) ≤ g (t )

∀ t ≥ 0, we have

^{} ∞

0

G(u (t ))dt < c _{1} ;

∞ G ^{′} (u (t ))h(t )dt < c _{2} .

0

If the nonlinear system (1) is asymptotically stable, one can show that with G provided by Massera’s lemma with suitable g and h, the integral (9) is well-deﬁned and satisﬁes other conditions for V being a Lyapunov function on some bounded region around the origin. Note that if the system is exponentially stable, the function G in (9) can be taken as a quadratic one: G(z ) = z ^{2} . The following statement summarizes the converse Lyapunov theorem based on this cons truction.

Theorem 1 Suppose that nonlinear system (1) is asymptotically stable on B _{r} , r < ∞ . Suppose that the Jacobian matrix [∂f/∂x] is bounded on B _{r} . Then there is a constant r _{0} ∈ (0,r ), and a continuously diﬀerentiable function V : B _{r} _{0} → [0, ∞ ) such that

α _{1} (|ξ |) ≤ V (ξ ) ≤ α _{2} (|ξ |)

L _{f} V (ξ ) ≤ − α _{3} (|ξ |)

^{} ∇ V (ξ ) ^{} ^{} ≤ α _{4} (|ξ |)

for all ξ ∈ B _{r} _{0} , where α _{1} ,α _{2} ,α _{3} ,α _{4} are class K functions on [0,r _{0} ).

The second construction, due to Kurzweil, comprises two primary steps. The ﬁrst step creates a function

g : R ^{n} → [0, ∞ ) as

g (ξ ) := inf _{0} {|φ(t,ξ )|}

t≤

which is nonincreasing along solutions of the nonlinear system (1) for all initial states in forward time:

g (φ(t,ξ )) ≤ g (ξ ) ∀ t ≥ 0, ξ ∈ R ^{n} .

4

(10)

The second step modiﬁes the function g obtained in step 1 as

V (ξ ) := sup ^{} g (φ(t,ξ ))k (t ) ^{}

t≥ 0

(11)

so that the resulting function is strictly decreasing along solutions of the nonlinear system except at the origin:

V (φ(t,ξ )) < V (ξ ) ∀ ξ ∈

R ^{n} \ {0}, t ≥ 0

(12)

where k : [0, ∞ ) → R is a strictly increasing, smooth function satisfying the following properties:

K1. |
c |
all t ≥ 0 and some 0 < c |

K2. |
There is a decreasing continuous function τ : [0, ∞ ) → (0, ∞ ) such that |

d

_{d}_{t} k (t ) ≥ τ (t ) ∀ t ≥ 0.

From this point onwards, when we write k , we refer to some ﬁxed function k satisfying the above two conditions (for example, k (t ) = (1 + 2t )/(1 + t ) is such a function). We state Kurzweil’s method in a lemma. Because we frequently refer to functions with speciﬁ c properties, for a function V : R ^{n} → [0, ∞ ), we call the following two properties P1 and P2.

P1. Positive deﬁnite and radially unbounded. (This is equivalent to the existence of α _{1} ,α _{2} ∈ K _{∞} such that α _{1} (|ξ |) ≤ V (ξ ) ≤ α _{2} (|ξ |) ∀ ξ ∈ R ^{n} )

P2. Locally Lipschitz on R ^{n} \ {0} and continuous on R ^{n} .

Lemma 2 Given the GAS nonlinear system (1) , suppose that a function g : R ^{n} → [0, ∞ ) satisﬁes prop- erties P1, P2 and the inequality (10) . Deﬁne a function V by (11) . Then V satisﬁes properties P1, P2 and

D _{f} V (ξ ) ≤ − α _{3} (|ξ |)

∀ ξ ∈ R ^{n} \ {0}

where α _{3} is some positive deﬁnite function on [0, ∞ ).

The function V is continuous and locally Lipschitz but may not be continuously diﬀerentiable. However, it can be smoothed to get a smooth Lyapunov function. In particular, it can be modiﬁed to be a con- tinuously diﬀerentiable function. Kurzweil’s construction leads to the following global converse Lyapunov theorem.

Theorem 2 Suppose that the nonlinear system (1) is GAS. Then there is a continuously diﬀerentiable function V : R ^{n} → [0, ∞ ) such that

α _{1} (|ξ |) ≤ V (ξ ) ≤ α _{2} (|ξ |)

L _{f} V (ξ ) ≤ − α _{3} (|ξ |)

for all ξ ∈ R ^{n} , where α _{1} ,α _{2} ∈ K _{∞} and α _{3} is some positive deﬁnite function on [0, ∞ ).

Kurzweil’s construction is deﬁned on the whole state space and provides a global result. In contrast, the integral method works on a bounded region only. However, with the additional assumption of bound- edness of the Jacobian matrix of the vector ﬁeld, the latter construction gives a bound on the gradient of the converse Lyapunov function and hence, it is possible to infer about stability of the system under perturbations.

5

2.3

Available results on common Lyapunov functions for pairwise commuting systems

A method for constructing a common Lyapunov function for a ﬁnite family of pairwise commuting linear systems was ﬁrst proposed in [17]. For a family of pairwise commuting Hurwitz matrices {A _{p} , p ∈ P}, a common quadratic Lyapunov function V (ξ ) = ξ ^{T} Pξ, P > 0 such that A P + PA _{p} < 0 ∀ p ∈ P could be obtained as follows:

T

p

A ^{T} P _{1} +

A

P _{p} +

1

T

p

P _{1} A _{1}

P _{p} A _{p} = − P _{p} _{−} _{1} ,

P := P _{m}

= − P _{0}

2 ≤ p ≤ m

where P _{0} is some positive deﬁnite matrix. For a family of pairwise com muting exponentially stable nonlinear systems, i.e., nonlinear systems with solutions satisfyin g

|φ _{p} (t,ξ )| ≤ c|ξ |e ^{−} ^{λ}^{t}

∀ t ≥ 0, ξ ∈ B _{c}_{r} , p ∈ P

(13)

for some r,c,λ > 0, a common Lyapunov function is constructed as follows [18]:

_{1} (ξ ) := ^{T} |φ _{1} (t,ξ )| ^{2} dt

V

0

V _{p} (ξ ) :=

T V _{p} _{−} _{1} (φ _{p} (t,ξ ))dt,

0

V (ξ ) := V _{m} (ξ )

2 ≤ p ≤ m

where T > T ^{∗} and T ^{∗} is some appropriately chosen

boundedness of the Jacobian matrices of the vector ﬁelds, i.e., if there exists L < ∞ such that

constant. With the additional assumption of uniform

_{} ∂f _{p} (x )

∂x

(ξ ) _{} < L

∀ ξ ∈ B _{c}_{r} , p ∈ P

(14)

where · is the induced matrix 2-norm, one has the following theorem.

Theorem 3 [18] Consider the family (2) of pairwise commuting systems. Suppose that they are ex- ponentially stable as in (13) and have property (14) . There is a continuously diﬀerentiable function V : B _{r}_{/}_{c} _{m}_{−} _{1} → [0, ∞ ) satisfying the following inequalities:

a _{1} |ξ | ^{2} ≤ V (ξ ) ≤ a _{2} |ξ | ^{2}

L _{f} _{p} V (ξ ) ≤ − a _{3} |ξ | ^{2}

∀ p ∈ P

^{} ∇ V (ξ ) ^{} ^{} ≤ a _{4} |ξ |

for all ξ ∈ B _{r}_{/}_{c} _{m}_{−} _{1} , where a _{1} ,a _{2} ,a _{3} ,a _{4} are positive constants.

The theorem is stated locally. A ﬁnite T such that T > T ^{∗} ensures the existence of a _{4} > 0. If T = ∞ , the ﬁrst two inequalities are still valid but the third one on |∇ V (ξ )| no longer holds. If r = ∞ , the result holds globally.

We see that the above construction is based on the special cas e of Massera’s construction with G being quadratic. The next section provides general results on common Lyapunov functions for a family of pairwise commuting GAS systems, following both Massera’s construction and Kurzweil’s construction.

6

3

Main results

3.1 Local common Lyapunov function

We need the following extension of Massera’s lemma for multivariable functions.

Lemma 3 Let g : [0, ∞ ) → [0, ∞ ) be a continuous and decreasing function with g (t ) → 0 as t → ∞ . Let

h : [0, ∞ ) → (0, ∞ ) be a continuous and nondecreasing function. Then there exists a diﬀerentiable function G : [0, ∞ ) → [0, ∞ ) such that

• G and its derivative G ^{′} are class K functions on [0, ∞ ).

• For every positive integer l , there exist positive real numbers c _{1} and c _{2} such that for all continuous function u : R ^{l} → [0, ∞ ) satisfying

we have

and

0 ≤ u (t _{1} ,

,t

_{l} ) ≤ g (t _{1} + · · · +

t _{l} )

∀ t _{i} ≥ 0, 1 ≤ i ≤ l

^{} ∞

0

^{} ∞

0

^{∞}

^{∞}

0

G ^{′} (u (s _{1} ,

0

G(u (s _{1} ,

,s

_{l} ))ds _{1}

ds _{l} < c _{1}

,s

_{l} ))h(s _{1} + · · · + s _{l} )ds _{1}

ds _{l} < c _{2} .

Proof The proof proceeds along the lines of the proof of Massera’s lemma and is included in the appendix.

Consider the family (2) of pairwise commuting asymptotically stable systems on a ball B _{r} . There exist a class KL function β and a positive number r _{0} such that for every nonempty subset Q of P , we have

|φ ^{t} ^{Q} (ξ )| ≤ β (|ξ |,t _{1} + · · · + t _{q} ) ∀ ξ ∈ B _{r} _{0} , t _{Q} ≥ 0, q = card(Q).

Q

(15)

If the individual systems are GAS, the foregoing inequality holds for all ξ ∈ R ^{n} . This is the uniform asymptotic stability property of a switched system generated by a family of pairwise commuting asymp- totically stable systems [11]; details are in the proof below. Suppose that the vector ﬁelds are continuously

diﬀerentiable on B _{r} . Since the ball B _{r} is compact and P is a ﬁnite index set, there exists a positive number

L such that

_{} ∂f _{p} (x )

∂x

(ξ ) _{} < L

∀ p ∈ P , ξ ∈ B _{r} .

For ξ ∈ B _{r} _{0} , construct a function V as follows:

V _{1} (ξ ) :=

V _{p} (ξ ) :=

V (ξ ) :=

∞

0

^{∞}

0

G(|φ _{1} (t,ξ )|)dt

V _{p}_{−}_{1} (φ _{p} (t,ξ ))dt,

V _{m} (ξ )

2 ≤ p ≤ m

(16)

(17)

(18)

(19)

for some function G satisfying Lemma 3 with g (t ) = β (r,t ), h(t ) = exp(Lt ). We have the following theorem.

7

Theorem 4 Consider the family (2) of pairwise commuting asymptotically stable systems on B _{r} . Suppose that for each p ∈ P , the vector ﬁeld f _{p} is continuously diﬀerentiable on B _{r} . There is a constant r _{0} ∈ (0,r ), such that the continuously diﬀerentiable function V constructed in (17) –(19) satisﬁes the following inequalities:

α _{1} (|ξ |) ≤ V (ξ ) ≤ α _{2} (|ξ |)

(20)

L _{f} _{p} V (ξ ) ≤ − α _{3} (|ξ |)

∀ p ∈ P

_{} ∇ V (ξ ) _{} ≤ α _{4} (|ξ |)

(21)

(22)

for all ξ ∈ B _{r} _{0} , where α _{1} ,α _{2} ,α _{3} ,α _{4} are class K functions on [0,r _{0} ).

Proof By the asymptotic stability assumption, there are class KL functions β _{p} , p ∈ P such that for each

p

(23)

Deﬁne α˜ (s ) := max{α˜ _{p} (s ), p ∈ P}.

∈ P , we have

|φ _{p} (t,ξ )| ≤ β _{p} (|ξ |,t )

∀

ξ ∈ B _{r} , t ≥ 0.

Let α˜ _{p} (s )

Let r = min {r, α˜ ^{−} ^{1} (r ),

:= β _{p} (s, 0), p ∈ P ; they are class K functions on [0, ∞ ).

Q

,α˜

^{−} ^{1} ◦ · · · ◦ α˜ ^{−} ^{1} (r )} where α˜ ^{−} ^{1} ◦ · ·

· ◦ α˜ ^{−} ^{1} is the composition of α˜ ^{−} ^{1} with itself

l times, 1 ≤ l ≤ m .

guaranteed that |φ ^{t} ^{Q} (ξ )| < r, ∀ t _{Q} ≥ 0, ∀ ξ ∈ B _{r} _{0} if 0 < r _{0} < r . It is easy to prove that for arbitrary

q = card(Q), it is

∗

0

For every nonempty Q ⊆ P , since |φ ^{t} ^{Q} (ξ )| ≤ α˜ _{1} ◦ · · · ◦ α˜ _{q} (|ξ |),

Q

∗

0

β _{1} ,β _{2} ∈ KL , there is a β ∈ KL such that β _{1} (β _{2} (r,s ),t ) ≤ β (r,s + t ) ∀ r,s,t ≥ 0 (see [11, Lemma 2.2]). It

follows that for every nonempty Q ⊆ P , there exists a β _{Q} ∈ KL such that

|φ ^{t} ^{Q} (ξ )| ≤

Q

β _{Q} (|ξ |,t _{1} + · · · + t _{q} ) ∀ ξ ∈

B _{r} _{0} , ∀ t _{Q} ≥ 0, q = card(Q).

Let β (r,t ) := max {β _{Q} (r,t ), Q ⊆ P , Q = ∅}. We then have the inequality (15) for every nonempty Q ⊆ P .

For

a nonempty Q ⊆ P , let

V _{Q} (ξ ) := ^{∞}

0

^{∞}

0

G(|φ ^{t} ^{Q} (ξ )|)dt _{1}

Q

dt _{q} ,

q = card(Q).

(24)

As can be seen from (17), (18) and (24), V _{Q} (ξ ) is obtained by iteratively following (17), (18) on the index set Q starting with φ _{j} (t,ξ ) for some j ∈ Q. We have

V _{Q} (ξ ) ≤ ^{∞}

0

^{∞}

G(β (|ξ |,t _{1} + · · · + t _{q} ))dt _{1}

0

dt _{q} =: α _{Q} (|ξ |) ∀ ξ ∈ B _{r} , q = card(Q)

(25)

by virtue of (15). The function α _{Q} is well-deﬁned, in view of Lemma 3 applied with u = |φ ^{t} ^{Q} |. It is clear

that α _{Q} ∈ K .

Q

From the construction, the explicit formula for V _{p} (ξ ) is

where I _{p} := {1,

V _{p} (ξ ) = ∞

0

∞

0

,p }. We then have

G(|φ

^{t}

I

I p

p

(ξ )|)dt _{1}

dt _{p}

V _{p} (ξ ) ≤ α _{2}_{,}_{p} (|ξ |) ∀ ξ ∈

= V |
∈ P |
(26) |

B |
(27) |

for some α _{2}_{,}_{p} ∈ K by virtue of (25). For all p ∈ P , V _{p} is positive deﬁnite since G ∈ K . The composition

of ﬂows φ ^{t} ^{Q} (ξ ) for every nonempty Q ⊆ P is continuous since the ﬂow φ _{p} (t,ξ ) is continuous for all p ∈ P .

Q

By commutativity, for each p ∈ P , we have

V (ξ ) = ∞ V _{p} (φ _{p} (t,ξ ))dt ∀ ξ ∈ B _{r}

0

(28)

8

where

V _{p} (ξ ) := V _{P} _{p} (ξ ),

P _{p} := P \ {p }.

(29)

The equation (28) is justiﬁed by Fubini’s theorem (see, e.g., [13]); we can change the order of the integrals

since for every nonempty Q ⊆ P , V _{Q} (ξ ) is well-deﬁned

the Jacobian matrices of the vector ﬁelds as in (16), it is eas y to show (see, e.g., [5, Excercise 3.17]) that

for each p ∈ P , we have

and

G(|φ ^{t} ^{Q} (ξ )|) is continuous. By boundedness of

Q

|φ _{p} (t,ξ )| ≥ |ξ | exp(− Lt ) ∀ t ≥ 0

_{} ∂φ _{p} (t,ξ )

∂ξ

_{} ≤ exp(Lt ) ∀ t ≥ 0

(30)

(31)

for all ξ ∈ B _{r} _{0} . From (30), for every nonempty subset Q ⊆ P , we have

|φ ^{t} ^{Q} (ξ )| ≥ |ξ | exp(− L (t _{1} + · · · + t _{q} )) ∀ t _{Q} ≥ 0, q = card(Q).

Q

The inequality (32) together with (24) yields

_{Q} (ξ ) ≥ ^{T}

V

0

0

^{T}

1

G( _{2} |ξ |)dt _{1}

1

dt _{q} = T ^{q} G( _{2} |ξ |) =: α _{1}_{,}_{q} (|ξ |)

(32)

(33)

where T = ln 2/(qL ), q = card(Q). Since G ∈ K , the function α _{1}_{,}_{p} is of class K . Combining (27) and (33) with Q = I _{p} yields the inequality (20) for V , in which p = m ; α _{1} := α _{1}_{,}_{m} , α _{2} := α _{2}_{,}_{m} .

For each p ∈ P , the derivative of V along φ _{p} (t,ξ ) will be

∞

L _{f} _{p} V (ξ ) = V _{p} (φ _{p} (t,ξ )) _{0} = − V _{p} (ξ ) ∀ ξ ∈ B _{r} _{0}

since lim _{t}_{→}_{∞} φ _{p} (t,ξ ) = 0 and V (0) = 0. There is a class K function α _{p} such that V _{p} (ξ ) ≥ α _{p} (|ξ |) ∀ ξ ∈ B _{r} by using (32), (24) and (33) with Q = P _{p} . If we deﬁne

α _{3} (s ) := min α _{p} (s ),

p ∈P

s ∈ [0,r )

then α _{3} ∈ K and the inequality (21) follows.

By the chain rule, the gradient of V is

∂V (ξ ) ∂ξ

= ∞

0

∞

0

G ^{′} (|φ

t

P

P

(ξ )|)

φ

^{T}

1

1 _{|} [φ _{1} ^{′} (t _{1} ,ξ )]

|φ

[φ _{m}_{−}_{1} (t _{m}_{−}_{1} ,ξ )] ^{∂}^{φ} ∂ξ ^{m} (t _{m} ,ξ )dt _{1}

′

dt _{m}

(34)

where [φ _{i} (t,ξ )] denotes the partial derivative with respect to ξ of the solution φ _{i} (t,ξ ) evaluated at ξ =

φ

have the inequality (22):

_{} ∂V (ξ )

,m } for 1 ≤ i ≤ m − 1. Taking the norm of both sides of (34) and using (31), we

′

t ^{Q} ^{i}

Q

i

(ξ ), Q _{i} = {i + 1,

≤ ∞

0

^{∞}

0

G ^{′} (|φ

t

I

I

(ξ

)|)e ^{L}^{t}

^{1}

e

^{L}^{t} ^{m} dt _{1}

∂ξ

d

t

m

= ∞

0

∞

0

G ^{′} (|φ

t

I

I

(ξ )|)h(t _{1} + · · · + t _{m} )dt _{1}

d _{t} _{m} =: α _{4} (|ξ |)

for all ξ ∈ B _{r} _{0} , where h(t ) = exp(Lt ). g (t ) = β (r,t ), h(t ) = exp(Lt ), and u(t _{1} ,

The function α _{4} exists by the choice of G as in Lemma 3 with

,t _{m} ) = |φ

t

P

P

(ξ )|.

9

We stated the theorem for a family of pairwise commuting asymptotically stable systems. If individual systems are GAS, clearly they satisfy the conditions of the theorem. Further, if the Jacobian matrices of the vector ﬁelds are uniformly bounded on the whole state space R ^{n} , then there is no restriction on how large r _{0} is, provided it is a ﬁnite number. Note also that the boundedness of the Jacobian matrices helps establish the bound (22) on the gradient of V . If we do not have the inequality (16), we still have the constructed V satisfying conditions (20) and (21) on a bounded region B _{r} _{0} , which imply local asymptotic stability of the corresponding switched system. The existence of a function α _{1} ∈ K in (20) can be concluded from the positive deﬁniteness of V , without relying on (33).

Theorem 4 enables one to infer about stability of a switched system generated by a family of pair- wise commuting asymptotically stable systems under pertur bations, similarly to well-known results for non-switched nonlinear systems (see, e.g., [5, Lemma 9.3]). Consider a family of pairwise commuting asymptotically stable systems in the presence of perturbations,

˜

˜

x˙ (t ) = f _{p} (x (t )) + f _{p} (x (t )),

p ∈ P

(35)

where f _{p} : R ^{n} → R ^{n} is a locally Lipschitz function on B _{r} for each p ∈ P . The corresponding switched

system is

˜

x˙ (t ) = f _{σ} _{(}_{t}_{)} (x(t )) + f _{σ} _{(}_{t}_{)} (x (t )).

For non-vanishing perturbations, the origin is no longer a common equilibrium. However, if the perturba- tion is small in some sense and the initial state is close enou gh to the origin, the trajectory of the perturbed switched system is ultimately bounded for arbitrary switch ing.

Corollary 1 Consider the perturbed switched system (35) on B _{r} . Assume that the family of non-perturbed

¯

systems (2) satisﬁes the hypotheses of Theorem 4. There are constants r¯ > 0, δ > 0 such that if the

˜

perturbation terms f _{p} (x ) satisfy

¯

˜

| f _{p} (ξ )| ≤ δ

∀ ξ ∈ B _{r} , p ∈ P

for some δ ∈ (0, δ ), then there exist M > 0 and β ∈ KL such that for every initial state ξ ∈ B _{r}_{¯} , and every

switching signal σ ∈ S , the solution ψ _{σ} (t,ξ ) of the perturbed switched system satisﬁes

and

|ψ _{σ} (t,ξ )| ≤ β (|ξ |,t )

0 ≤ t ≤ T

for some ﬁnite T > 0.

|ψ _{σ} (t,ξ )| ≤ M

∀ t > T.

Proof By Theorem 4, there exist a positive constant r _{0} < r and a function V satisfying (20), (21)

(α _{1} (r _{0} )), and

(δα _{4} (r _{0} )/θ ))). The proof is similar to the proof for non-switched systems but the

common Lyapunov function V is used in place of a single Lyapunov function. Due to space limitation,

M

and (22). Let δ := θα _{3} (α

¯

−

_{2}

1

(α _{1} (r _{0} )))/α _{4} (r _{0} ) for some positive constant θ < 1, r¯ := α _{2}

−

1

:= α ^{−} ^{1} (α _{2} (α

1

−

3

1

details are omitted (cf. [5, Lemma 9.3]).

10

3.2

Global common Lyapunov function

In this section, we construct a global common Lyapunov function for the family of pairwise commuting GAS systems (2), following Kurzweil’s construction. In the previous section, we only required individual systems to be forward complete and utilized GUAS property of the corresponding switched system. Here, we do not invoke GUAS property but assume that the individual systems are complete ^{1} . Hence, our construction yields a Lyapunov-based proof of the fact that a switched system generated by a ﬁnite family of pairwise commuting GAS complete subsystems is GUAS.

Deﬁne a function g : R ^{n} → [0, ∞ ) as

g (ξ ) := inf ^{} |φ

t

P

P

(ξ )|, t _{P} ≤ 0 ^{} .

(36)

Thus, the function g is the inﬁmum of the solutions ψ _{σ} (t,ξ ) of the switched system (3) running backward in time for all possible switching signals σ ∈ S . Construct a function V as follows:

V |
sup |
(37) |

t≥ 0 |
||

V (38) |
||

t≥ 0 |
||

V (ξ ) := |
V |
(39) |

where k is some function satisfying conditions K1 and K2 as in Section 2.2. We have the following theorem.

Theorem 5 Consider the family (2) of pairwise commuting GAS complete systems. The function V constructed in (37) –(39) is continuous on R ^{n} and locally Lipschitz on R ^{n} \ {0} and satisﬁes the following inequalities:

α |
∀ ξ ∈ |
R |
(40) |

D ∀ ξ ∈ R |
(41) |

where α _{1} ,α _{2} ∈ K _{∞} and α _{3} is some positive deﬁnite function on [0, ∞ ).

Proof Firstly, we prove that the function g constructed as in (36) has properties P1, P2 and satisﬁes the following inequality:

g (φ _{p} (t,ξ )) ≤ g (ξ )

∀ t ≥ 0, ξ ∈ R ^{n} , p ∈ P .

(42)

From the deﬁnition of g in (36), we have g (ξ ) ≤ |ξ |, as can be seen by taking t _{P} = 0. By commutativity,

we have φ as

(ξ ) with P _{p} deﬁned as in (29), and the inequality (42) is veriﬁed

t P

P

(ξ ) = φ

^{t} P p

P

p

(φ _{p} (t,ξ )) = φ _{p} ◦ φ

P p

t

^{t} P p

g (φ |
inf {|φ |

≤ |
inf {|φ |

t _{p} + t

p

t p

p

◦ φ

◦ φ

^{t} P p

P

p

^{t} P p

P p

(ξ )|, t _{p} ≤ 0, t _{P} _{p} ≤ 0}

(ξ )|, t _{p} ≤ 0, t _{P} _{p} ≤ 0} ≡ g (ξ ) ∀ t ≥ 0, ξ ∈ R ^{n} , p ∈ P .

Since |φ _{p} (t,ξ )| ≤ β _{p} (|ξ |,t ) ≤ β _{p} (|ξ |, 0) =: α _{p} (|ξ |) ∀ t _{P} ≥ 0, ξ ∈ R ^{n} , we have

|φ

t P

P

(ξ )| ≤ α _{1} ◦ · · · ◦ α _{m} (|ξ |) =: α(|ξ |)

∀ t _{P} ≥ 0, ξ ∈ R ^{n} .

^{1} Note that completeness was not assumed in Theorem 2 because it can always be achieved by time rescaling [5, p. 669]; however, we cannot apply this technique to the systems (2) because it does not preserve commutativity.

11

Replacing ξ by φ

τ P

P

(ξ ), by commutativity property, the above inequality becomes

|φ

(t+ τ ) _{P}

P

(ξ )| ≤ α(|φ

τ

P

P

(ξ )|)

∀ t _{P} ≥ 0, ξ ∈ R ^{n} .

Letting (t + τ ) _{P} = 0, we obtain

|ξ | ≤ α(|φ

τ

P

P

(ξ )|) ≤ α(g (ξ ))

∀ τ _{P} ≤ 0, ξ ∈ R ^{n} .

We then have property P1 for g ,

α ^{−} ^{1} (|ξ |) ≤ g (ξ ) ≤ |ξ | ∀ ξ ∈ R ^{n} .

We now prove that g has property P2. Consider a compact set H = {ξ ∈ R ^{n} : a _{1} ≤ |ξ | ≤ a _{2} } where

0 < a _{1} < a _{2} . From the GAS property of the individual systems, we have |ξ | ≤ β _{p} (|φ _{p} (t,ξ )|, − t ), ∀ t < 0, p ∈ P , ξ ∈ R ^{n} . Then,

(43)

where β _{p} (x ) := β _{p} (x,t ). Since β (r ) ≥ r ∀ r ≥ 0, there exists τ _{P} ≥ 0 such that

(44)

For example, we can take some τ _{P} such that β _{i} (a _{1} + ∆ i,τ _{i} ) = a _{1} + ∆(i − 1) where ∆ = (2a _{2} − a _{1} )/m ,

1 ≤ i

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