1 Lyapunovs Direct Method escape R if V (x) > V for some t > t0 .

But posi-
This involves finding an energy-like function,
called a Lyapunov function, V (x), similar to the
Hamiltonian, H(p, q), except the former exists
for both conservative and dissipative systems,
whereas the latter only exists for conservative sys-
tems. The Lyapunov function can be used to con-
clude on the non-linear systems stability.
To be classified as a Lyapunov function, it must
fulfil the following criteria. Let V (x) : <n < be
a continuously differentiable function defined for The next part on asymptotic stability is proven
some set U <n in the neighbourhood of x . If: by contradiction. Suppose the equilibrium point
1. V (x) is positive definite
2. V (x) is negative semi-definite
then x is stable. If additionally,
3. V (x) is negative definite
tive definity of V (x) - condition (1) - implies that
there exists a positive r < R for which V (x) < V
whenever ||x|| < r. But negative difinity of V (x)
- condition (2) - ensures that V (x) decreases over
time. It follows that if ||x(t0 )|| < r, then V (x)
cannot exceed V , and therefore cannot escape the
region ||x|| < R, i.e.
||x(t0 )|| < r = V (x) < V
= ||x(t)|| < R t > t0
is not asymptotically stable, then x(t) never con-
verges and will remain larger than some positive
r0 < r. Condition (1) implies the existence of V ,
and from the assumption above, V (x) > V . Con-
dition (2) implies that V (x) decreases over time.
Both conditions contradict each other for this as-
sumption.

then x is asymptotically stable. If additionally, 2 Invariant Set Theorem

4. V (x) is radially unbounded (U = <n ) It is difficult to find a a true Lyapunov function
that satisfies condition (3) - strict negative defin-
then x is globally asymptotically stable. ity - as it is usually only negative semi-definite. So
Lyapunovs Direct Method cannot be used to con-
1.1 Proof clude on asymptotic stability. However, Invariant
Set Theorem can be used to conclude on asymp-
The first requirement is that a bound on V (x) im- totic stability.
plies a corresponding bound on the norm of the Besides often yielding conclusions on asymptotic
state vector, ||x||, and vice versa. This is satisfied stability when V (x) is only negative semi-definite,
by V (x) being positive definite. Positive defin- the invariant set theorems also allow us to extend
ity of V (x) results in it being lower and upper the concept of Lyapunov function so as to describe
bounded: convergence to dynamic behaviours more general
than equilibrium, e.g., convergence to a limit cy-
0 < V (x) < V ||x|| < r cle. Lyapunovs Direct Method is a special case of
V (x) = 0 x = 0 the Invariant Set Theorem for when V (x) is posi-
tive definite and the invariant set M consists only
This is captured by condition (1). of the origin.
The next part of the proof is to demonstrate sta- The invariant set theorems reflect the intuition
bility by showing that it is possible to find a pos- that the decrease of V (x) has to gradually vanish
itive scalar r < R which ensures that, for any R, (i.e., V (x) has to converge to zero) because V (x)
x(t) is bounded by ||x(t)|| < R for all t > t0 when- is lower bounded, i.e. the trajectory x(t) tends to
ever the initial condition satisfies ||x(t0 )|| < r, i.e. the minima of V (x)
||x(t0 )|| < r = ||x(t)|| < R t > t0
2.1 Barbalats Lemma
To do this, first choose some R and define V as
the minimum value of V (x) over all x such that For any function V (x), if:
||x|| < R, i.e. pick V such that it is just tangential
to R, but still bounded by R. Then x(t) can only 1. V (x) exists and is finite for all t

1
 t
2. limt 0 V (x)dt exists and is finite Direct Method (1) or LaSalles Invariant Set The-
orem (2). The local region where V (x) satisfies
then limt V (x) = 0. the conditions is the trapping region, i.e. if we can
show that V (x) is bounded (V < V (x) < V ) and
V (x) 0 in some region, then this region is the
2.2 Local Invariant Set Theorem trapping region.
The condition required on the boundary of the
Let V (x) : <n < be a continuously differen-
trapping region is V 0. This is because V (x) =
tiable function defined for some set U <n in the
V (x) x which means that V (x) is the rate of
neighbourhood of x . Assume:
change of potential, V (x), along the system trajec-
tory. So V (x) decreases or remains constant over
1. for some V0 > 0, the region, D, defined by
time. And since V (x) is bounded over this region
V (x) V0 is bounded
(it is possible to draw closed curves of V (x) = V0 ),
2. V (x) 0 x(t) D the trajectory must point inward or tangentially
to the boundary of the region.
where the trapping region, D, is assumed to exist. Note that V (x) describes how V (x) changes along
system trajectories (a scalar). It is not the gradi-
ent of the potential function (a vector).
Let R = {x : V (x) = 0} and M be the largest
invariant set in R. Then, every solution x(t) Alternatively, proving that the trajectories point
originating in D tends to M as t . into the trapping region is sufficient to show its
existence. This can be done in Cartesian using x1
In the above theorem, the word largest is un- and x2 or polar coordinates using r.
derstood in the sense of set theory, i.e., M is the
union of all invariant sets (e.g., equilibrium points
or limit cycles) within R. In particular, if the set
2.2.2 Direct Trapping Region
R is itself invariant (i.e., if once V (x) = 0, then
V (x) for all future time), then M = R.
The direct (or graphical) method would be to
Note that LaSalles Theorem assumes the exis- analyse the vector field of the phase space and
tence of the invariant set, D. To show that construct some bounded region defined by a char-
D is indeed invariant, condition (2) implies that acteristic set of vectors (or vector function), y. A
V (x) < V along trajectories in D. To show con- trapping region is defined as having a vector field
vergence to the set M , first use Barbalats Lemma that is pointing inwards or tangential to it.
to show convergence to the set R, then recognising
that x(t) must converge to an invariant set. In 2D, the bounded region is defined by some
closed curve, C. At any point along C, the tra-
Note also that V (x) is not a Lyapunov function jectory must point inward or lie tangential to C.
(only true for the local Invariant Set Theorem). The exact condition required is as follows:
It does away with the requirement that V (x) is
positive definite by requiring instead that the re- Let the gradient of the curve at any point be
gion D is bounded. This performs a similar func- m(C). The direction vector of the trajectory at
tion the the condition of positive definity, since any point is given by:
it ensures that V (x) is lower and upper bounded
!
on D and that any trajectory contained in D is x1
bounded, i.e. V < V (x) < V x(t) D and x =
x2
||x(t)|| < R t, x(t) D.
The trapping region, D, can be found indirectly
or directly. which has (scalar) gradient:

x2
2.2.1 Indirect Trapping Region m(x) =
x1
The indirect method is to simply use the function,
V (x), that satisfies the conditions in Lyapunovs which can alternatively be derived by considering

2
the gradient of the trajectory on the phase plane: then all solutions x(t) are globally bounded.

dx2
m (x) = Let R = {x : V (x) = 0} and M be the largest
dx1
invariant set in R. Then, every solution x(t)
dx2 dt
= originating in D tends to M as t .
dt dx1
x2
=
x1 3 Linear and Passive Systems


noting that m(x) = m (x) , where (x), is a
curve representing the trajectorys path in the In the design of non-linear systems, it is possi-
phase plane. ble and useful to decompose the complex non-
linear system into linear subsystems, passive sub-
The limiting condition to be satisfied for C to be systems, linear passive subsystems and non-linear
the boundary of a trapping region is: systems. It is then possible to find Lyapunov func-
tion for the complex non-linear system by consid-
m(x) = m(C)
ering the Lyapunov functions for these classes of
x2 systems. This requires an extension of Lyapunovs
= m(C)
x1 Direct Method to linear and passive systems. We
x2 mx1 = 0 will mainly be dealing with a controllable linear
time-invariant system of the form:
where m = m(C). But more generally,
x = Ax + Bu
x2 mx1 0 or x2 mx1 0 (2.2.1) (3.0.1)
y = CT x
where the choice of inequality depends on the ge- which is single-input-single-output (SISO). This
ometry. To determine which inequality applies, has an open loop transfer function, H(s), given
draw the tangent to the curve at some point, x, by:
with gradient, m(C). Then draw vectors of x
pointing into the trapping region at x. Only one Y (s)
H(s) =
of the inequalities can be true. U (s)
In 3D, the bounded region is defined by some = CT (sI A)1 B
closed surface. At any point on the surface, the which is scalar. In the case of MIMO systems,
trajectory must point inward or lie tangential to H(s) is called the transfer matrix.
the surface. The exact condition required is as
follows:
3.1 Linear Systems
Let the outward normal of the surface be, n. Then
the following must be satisfied: The open loop transfer function of a linear sub-
system, H(jw), is positive real (PR) iff it is stable
x n 0 (2.2.2)
and the real part of H(jw) is non-negative:
i.e. the trajectory is either tangential to the sur-

< H(jw) 0 0
face or points into the region bounded by the sur-
face. i.e. the Nyquist plot lies in the RHP and includes
the =-axis
2.3 Global Invariant Set Theorem H(jw) is said to be strictly positive real (SPR) iff
it is strictly stable and the real part of H(jw) is
Let V (x) : <n < be a continuously differen- strictly positive:
tiable function defined for some set U <n in the

neighbourhood of x such that: < H(jw) > 0 0

i.e. the Nyquist plot lies in the RHP but excludes

1. V (x) is positive definite and radially un- the =-axis
bounded
Linear systems with positive real or strictly posi-
2. V (x) 0 tive real H(jw) are called positive linear systems.

3
3.1.1 Lyapunov Stability 3.3 Linear Passive Systems

3.1.2 Kalman-Yakubovich Lemma In a linear system, the open loop transfer function,
H(s), has a convenient interpretation of passiv-
If H(s) is PR (and therefore passive; see 3.3), ity. Previously in 3.1, system linearity is defined
then there exists a positive definite P and a based on the PR or SPR property of H(s).
positive semi-definite Q such that:
Using Parsevals Theorem, it can be shown that
1 for SISO systems, if H(s) is PR, then the system
V (x) = xT Px
2 is passive. Likewise, if H(s) is SPR, then the sys-
1 tem is dissipative.
V (x) = yu xT Qx
2 Thus, linearity is linked to passivity through Par-
sevals Theorem and the same criteria can be used
Note that if H(s) is SPR (and therefore dissipa- to show linearity and passivity:
tive; see 3.3), then P and Q are positive definite.
The system given by Eqn. (3.0.1) is passive iff
3.2 Passive Systems its open loop transfer function, H(s), is stable
and its real part is non-negative:
Passivity reflects the

< H(jw) 0 0

For the system given by Eqn. (3.0.1), if there i.e. the Nyquist plot lies in the RHP and
exists a continuous function, V (x), which is includes the =-axis. If additionally, H(s) is
positive definite and, strictly stable its real part is strictly positive:

V (x) yT (t)u(t) g(t) t

< H(jw) > 0 0

for some function, g(t) 0, then the system is i.e. the Nyquist plot lies in the RHP but ex-
passive. If additionally, cludes the =-axis

T Note that it is also possible to generalise this result
y (t)u(t)dt 6= 0 = g(t)dt > 0
0 0 and derive a condition for passivity and dissipativ-
then the system is dissipative. ity for MIMO systems.
Despite the useful properties of passive systems,
Passivity is a useful property as it allows a Lya- passivity and dissipativity are restrictive condi-
punov function for a system of interconnected tions because:
passive subsystems to be constructed from the
sum of the individual functions V (x) for each 1. A passive system must be open-loop stable
subsystem. Passive subsystems therefore form 2. The relative degree of a passive system must
the building blocks of larger passive systems. In be 0 or 1
addition, passivity does not require the subsys-
tems to be linear.
For linear systems, the relative degree is the differ-
ence between the number of poles and the number
of zeroes. Condition (2) is a direct consequence of
the linear passivity condition above. More gener-
ally, the relative degree of a non-linear system is
defined as the number of times the output must
be differentiated before an expression containing
the input is obtained.
In particular, the feedback and parallel connec-
tions above result in passive dynamics mapping
the overall input, u(t), to the overall output, y(t), 3.4 Linear Passive Systems with Non-
whenever the subsystems, S1 and S2 are passive. Linear Feedback