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# EEE 403 ADVANCED CONTROL THEORY

Lyapunov Stability Analysis

Dr. P. Kavitha
Associate Professor
SELECT, VIT University
kavitha.p@vit.ac.in
Introduction
• Consider a system,
𝒙 = 𝒇(𝒙, 𝑡) (1)

• Where 𝒙 is a state vector (n-vector) and elements of 𝒇(𝒙, 𝑡) are
function of 𝑥1 , 𝑥2 , … , 𝑥𝑛 , and 𝑡.

• We assume that the system of equations (1) has a unique solution
starting at the given initial condition,

• Where 𝒙 = 𝒙𝒐 at 𝑡 = 𝑡𝑜 and 𝑡 is the observed time. Thus

∅(𝑡𝑜 ; 𝒙𝒐 , 𝑡𝑜 )=𝒙𝒐
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Equilibrium State
• Equilibrium points are one of the most important features of a dynamical
system since they define the states corresponding to constant operating
conditions.

• In the system 𝒇 𝒙𝒆 , 𝑡 = 𝟎 , ∀𝑡 is called an equilibrium state of the
system.

• If the system is linear time invariant (LTI), then there exists only one
equilibrium state.

• For nonlinear systems, there may be one or more equilibrium states.

• Determination of the equilibrium states involve the solution of Equation
𝒇 𝒙𝒆 , 𝑡 = 𝟎 .
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EEE 403 Lyapunov Stability Analysis
Equilibrium States
• Example-1: Consider the second-order system with state variables
𝑣𝑐 and 𝑖𝐿 whose dynamics are described via the equations

dvc 1 1
  iL  u(t )
dt C C iL
+ +
Vc
diL 1 R Vo
 vc  iL - -

dt L L

• Only equilibrium point of the system is at origin of state space.

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Equilibrium States
• Example-1: Consider the second-order system with state variables
𝑣𝑐 and 𝑖𝐿 whose dynamics are described via the equations

• Only equilibrium point of the system is at origin of state space.
State Space Trajectory of RLC Circuit
2

1.5

t-------->inf
1

0.5
iL

0

-0.5

-1
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-1 Analysis
-0.5 0 0.5 1 1.5 2
Vc
Lyapunov Stability Analysis
 For a given control system, stability is usually most important thing to be
determined.

 If the system is linear and time invariant, many stability criteria are available
(Nyquist stability, Routh Hurwitz etc.).

 If the system is nonlinear or linear but time varying, such stability criteria do not
apply, and we can go for Lyapunov stability analysis.

 There are two methods of Lyapunov
 1st method – Consists solution for Differential equations (not preferred)
 2nd method (Direct method of Lyapunov) – General method preferred

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Stability in the Sense of Lyapunov

 The stability of an equilibrium point
determines whether solutions nearby the
𝑆(𝛿)
equilibrium point remain: nearby, get closer,
or get further away.

 An equilibrium state 𝒙𝑒 is said to be stable 𝒙𝒐
𝒙𝒆
such that trajectories starting in 𝑆(𝛿) do not
leave 𝑆(𝜀) as t increased indefinitely.

𝑆(𝜀)

EEE 403 Lyapunov Stability Analysis
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Stability in the Sense of Lyapunov

Instability

• That is, the equilibrium state 𝒙𝑒 is
said to be unstable if for some real 𝑆(𝛿)
number 𝜀 > 0 and any real number
𝛿 > 0, , when a state 𝒙𝑜 in 𝑆(𝛿) 𝒙𝒐

leaves 𝑆(𝜀). 𝒙𝒆

𝑆(𝜀)

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Positive Definiteness of a Scalar Function
 A scalar function 𝑉(𝒙) is said to be positive definite in a region Ω if
𝑉 𝒙 > 0 for all non-zero states 𝒙 in the region Ω and 𝑉 𝟎 = 0.

 A scalar function 𝑉(𝒙) is said to be negative definite if −𝑉 𝒙 is
positive definite.

 A scalar function 𝑉(𝒙) is said to be positive semi-definite if it is
positive at all states in region Ω except at the origin and at certain
other sates, where it is zero.

 A scalar function 𝑉(𝒙) is said to be negative semi-definite if −𝑉 𝒙
is positive semi-definite.

 A scalar function 𝑉(𝒙) is said to be indefinite if in the region Ω it
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assumes both positive and negative values.
EEE 403 Lyapunov Stability Analysis
Positive Definiteness of a Scalar Function
 Example-5: Classify following scalar functions according to
foregoing discussion, where 𝒙 is a two dimensional vector.
Positive Definite
1. 𝑉 𝒙 = 𝑥12 + 2𝑥22

2. 𝑉 𝒙 = 𝑥1 + 𝑥2 2 Positive semi-definite

3. 𝑉 𝒙 = −𝑥12 − (3𝑥1 + 2𝑥2 )2 Negative Definite

4. 𝑉 𝒙 = 𝑥1 𝑥2 + 𝑥22 Indefinite

2𝑥22
5. 𝑉 𝒙 = 𝑥12 + Positive Definite
1+𝑥22

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Sylvester’s Criterion
 Sylvester’s criterion states that the necessary and sufficient
conditions that the quadratic form 𝑉(𝒙) be positive definite
are that all principle minors of P be positive.

 That is
𝑝11 𝑝12 ⋯ 𝑝1𝑛
𝑝12 𝑝22 ⋯ 𝑝2𝑛
𝐏= ⋮ ⋮ ⋱ ⋮
𝑝1𝑛 𝑝2𝑛 ⋯ 𝑝𝑛𝑛

𝑝11 𝑝12 ⋯ 𝑝1𝑛
𝑝11 𝑝12 𝑝12 𝑝22 ⋯ 𝑝2𝑛
𝑝11 > 0 … ⋮ >0
𝑝12 𝑝22 > 0 ⋮ ⋮ ⋱
𝑝1𝑛 𝑝2𝑛 ⋯ 𝑝𝑛𝑛
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Positive Definiteness of a Scalar Function
 Example-6: Use Sylvester’s criterion to determine the positive
definiteness of following Lyapunov Energy functions.

1. 𝑉 𝒙 = 𝑥12 + 2𝑥22

2. 𝑉 𝒙 = 𝑥1 + 𝑥2 2

3. 𝑉 𝒙 = 𝑥12 + 4𝑥1 𝑥2 + 2𝑥22

4. 𝑉 𝒙 = 10𝑥12 + 4𝑥22 − 𝑥32 + 2𝑥1 𝑥2 −2𝑥2 𝑥3 − 4𝑥1 𝑥3

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Positive Definiteness of a Scalar Function
 Example: Use Sylvester’s criterion to determine the positive
definiteness of following Lyapunov Energy functions.

𝑉 𝒙 = 10𝑥12 + 4𝑥22 − 𝑥32 + 2𝑥1 𝑥2 −2𝑥2 𝑥3 − 4𝑥1 𝑥3

10 1 −2 𝑥1
𝑉 𝒙 = 𝒙𝑇 𝑷𝒙 = 𝑥1 𝑥2 𝑥3 1 4 −1 𝑥2
−2 −1 −1 𝑥3

10 1 −2
10 > 0 10 1
>0 1 4 −1 > 0
1 4 −2 −1 −1
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Lyapunov Stability Theorem
• Suppose that a system is described by
𝒙 = 𝑓 𝒙, 𝑡
• Where
𝑓 𝟎, 𝑡 = 𝟎
• If there exists a scalar function 𝑉 𝒙 having continuous first
derivative and satisfying the following conditions,

1. 𝑉 𝒙 is positive definite
2. 𝑉(𝒙) is negative definite

• then the equilibrium state at the origin is uniformly asymptotically
stable.
• If in addition 𝑉 𝒙 → ∞ as 𝒙 → ∞, then the equilibrium state at
14the origin is uniformly asymptotically stable in large.
Example-1

 Consider a system described by

𝑥1 = 𝑥2 − 𝑥1 (𝑥12 + 𝑥22 )

𝑥2 = −𝑥1 − 𝑥2 (𝑥12 + 𝑥22 )

 Using Lyapunov stability theorem determine whether the
equilibrium state of the system described by above state equations is
stable or unstable.

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Example-1
𝑥1 = 𝑥2 − 𝑥1 (𝑥12 + 𝑥22 ) 𝑥2 = −𝑥1 − 𝑥2 (𝑥12 + 𝑥22 )
 Clearly the origin of state space is the only equilibrium state.

 If we define a scalar function 𝑉 𝒙 by (satisfying Liapunov
stability Theorem) 𝑉 𝒙 = 𝑥12 + 𝑥22

 Which is positive definite. Then the time derivative of 𝑉 𝒙 is
𝑉 𝒙 = 2𝑥1 𝑥1 + 2𝑥2 𝑥2
𝑉 𝒙 = 2𝑥1 [𝑥2 − 𝑥1 𝑥12 + 𝑥22 ] + 2𝑥2 [−𝑥1 − 𝑥2 (𝑥12 + 𝑥22 )]
𝑉 𝒙 = −2 𝑥12 + 𝑥22 2

 Which is negative definite. Hence 𝑉 𝒙 is a Lyapunov Function.
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Example-2
 Consider the following system

𝑥1 0 1 𝑥1
=
𝑥2 −1 −1 𝑥2

 Using Lyapunov stability theorem determine whether the equilibrium
state of the system described by above state equations is stable or
unstable.

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Example-2
𝑥1 = 𝑥2 𝑥2 = −𝑥1 − 𝑥2
 Clearly the origin of state space is the only equilibrium state.

 If we define a scalar function 𝑉 𝒙 by
𝑉 𝒙 = 2𝑥12 + 𝑥22
 Which is positive definite. Then the time derivative of 𝑉 𝒙
is
𝑉 𝒙 = 4𝑥1 𝑥1 + 2𝑥2 𝑥2
𝑉 𝒙 = 2𝑥1 𝑥2 − 2𝑥22

 Which is indefinite. Hence 𝑉 𝒙 is not a Lyapunov Function.

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Lyapunov Stability analysis of LTI systems

 If we choose an arbitrary positive definite Matrix as Q or positive
semi-definite matrix as Q and solve the matrix equation

𝑨𝑇 𝑷 + 𝑷𝑨 = −𝑸

 to determine P, then the positive definiteness of P is a necessary
and sufficient condition for the stability of the equilibrium state
𝒙 = 𝟎.

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Example-3
 Consider the following system

𝑥1 0 1 𝑥1
=
𝑥2 −1 −1 𝑥2

 Determine whether the equilibrium state of the system described
by above state equations is stable or unstable.

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Example-3
 Consider the following system

𝑥1 0 1 𝑥1
=
𝑥2 −1 −1 𝑥2
 The only equilibrium state of the system is at origin of state space.
 Let us assume a tentative Lyapunov function

 Where P is to be determine from
𝑉(𝒙) = 𝒙𝑇 𝑷𝒙

𝑨𝑇 𝑷 + 𝑷𝑨 = −𝑰
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Example-3
𝑨𝑇 𝑷 + 𝑷𝑨 = −𝑰
 Substituting the values yields
𝑇 𝑝11 𝑝12 𝑝11 𝑝12 0
0 1 1 1 0
−1 −1 𝑝12 𝑝22 + 𝑝12 𝑝22 −1 −1 = − 0 1

 By expanding the matrix equations we obtain three simultaneous
equations as follows
−2𝑝12 = −1
𝑝11 − 𝑝12 − 𝑝22 = 0
2𝑝12 − 2𝑝22 = −1

 Solving for 𝑝11 , 𝑝12 and 𝑝22 we obtain
3 1
𝑝11 𝑝12
𝑝12 𝑝22 = 2 2
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1
2
Example-3
3 1
𝑝11 𝑝12
𝑝12 𝑝22 = 2 2
1
1
2
 To test the positive definiteness of P we can use Sylvester's criterion
as follows
3 1
3 2 2 >0
>0 1
2
1
2
 Clearly P is a positive definite. The system is stable

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Example-4
 Consider the following system

𝑥1 0 1 𝑥1
=
𝑥2 −1 −2 𝑥2

 Determine whether the equilibrium state of the system described by
above state equations is stable or unstable.

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End of Slides