0 views

Uploaded by Nishant Kamal

save

- rr322204-digital-and-optimal-control-systems
- Module 6
- Comparative Studies of Model Reference Adaptive Control Systems
- Chapter 8 State Space Analysis
- Chapter 7 diff eq sm
- Block Diagram
- Lagrangian Dynamics.pdf
- Process Simulation Using MATLAB
- pemodelan1
- 20 Root Locus
- Paul C. Bressloff and Zachary P. Kilpatrick- Two-Dimensional Bumps in Piecewise Smooth Neural Fields with Synaptic Depression
- Lect_24
- 205 HW4 Solutions Spr12
- MRAC_Bhat
- rr322204-digital-and-optimal-control-systems
- lec06_2012.pdf
- Lesson 37 Transient Response of Digital Control Systems, Gain Design
- 10.1.1.63
- lec11_6245_2004
- 108103007
- Network-Based H Inf Output Tracking Control
- Basic Properties of Schur Complement
- feedlab0405_1_exp3
- LONG-TIME DYNAMICS OF THE MODULATIONAL INSTABILITY OF DEEP WATER WAVES.pdf
- Chapter 7 Structures for LTI Systems Student (1)
- The Krylov-TPWL Method of Accelerating Reservoir Numerical Simulation
- lec5.pdf
- talkCAJH_wk4-1
- AE3515 Syllabus
- lecture
- (www.entrance-exam.net)-ifosys papers6.pdf
- (www.entrance-exam.net)-Infosys placement paper 1.txt
- (www.entrance-exam.net)-ifosys papers2.pdf
- (www.entrance-exam.net)-ifosys papers3.pdf
- NISHANT.docx
- B.SN.L Intern
- Deloitte.pdf
- (www.entrance-exam.net)-ifosys papers3.pdf
- (www.entrance-exam.net)-infosys papers1.pdf
- Code Test Tcs 2k18 by Cwc
- (www.entrance-exam.net)-ifosys papers5.pdf
- (www.entrance-exam.net)-ifosys papers4.pdf
- (www.entrance-exam.net)-ifosys papers2.pdf
- (www.entrance-exam.net)-ifosys papers5.pdf
- (www.entrance-exam.net)-ifosys papers4.pdf
- 3. Material I_EEE 4018 ACT Part 1.pdf
- 0. SYLLL
- 4. Material I_EEE 403 ACT Part 2.pdf
- WINSEM2017-18_EEE4027_ETH_TT424_VL2017185001605_Reference Material I_Robot Kinematics.ppt
- Robotics 1.pdf
- EE_Electrical-Engineering.pdf
- ACE EMT.pdf
- Mgt-Da1.docx
- HUM1006_Business-Accounting-for-Engineers_TH_1_AC41.pdf
- 15bee0069_loadflowmipower
- Da Business02
- Gate Syllabus
- 5. Material I_EEE 403 ACT Part 3.pdf
- OBSTACLE AVOIDING ROBOT.pptx

You are on page 1of 25

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

2 EEE 403 Lyapunov Stability Analysis

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 .

3

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.

**4 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

**• 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

5 EEE 403 Lyapunov Stability

-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

**6 EEE 403 Lyapunov Stability Analysis
**

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
**

7

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)

**8 EEE 403 Lyapunov Stability Analysis
**

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
**

9

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

**10 EEE 403 Lyapunov Stability Analysis
**

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

11 EEE 403 Lyapunov Stability Analysis

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

**12 EEE 403 Lyapunov Stability Analysis
**

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

13 EEE 403 Lyapunov Stability Analysis

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.

**15 EEE 403 Lyapunov Stability Analysis
**

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.
**

16 EEE 403 Lyapunov Stability Analysis

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.

**17 EEE 403 Lyapunov Stability Analysis
**

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.

**18 EEE 403 Lyapunov Stability Analysis
**

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.

**19 EEE 403 Lyapunov Stability Analysis
**

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.

**20 EEE 403 Lyapunov Stability Analysis
**

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

21 EEE 403 Lyapunov Stability Analysis

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

22 EEE 403 Lyapunov Stability Analysis 1

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

**23 EEE 403 Lyapunov Stability Analysis
**

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.

**24 EEE 403 Lyapunov Stability Analysis
**

End of Slides

- rr322204-digital-and-optimal-control-systemsUploaded bySRINIVASA RAO GANTA
- Module 6Uploaded bykoti_sreedhar
- Comparative Studies of Model Reference Adaptive Control SystemsUploaded byAmir Amka
- Chapter 8 State Space AnalysisUploaded byAli Ahmad
- Chapter 7 diff eq smUploaded byfallenskylark
- Block DiagramUploaded byShibin Mathew
- Lagrangian Dynamics.pdfUploaded byGabriel Amós Alves Cruz Lima
- Process Simulation Using MATLABUploaded bySunit Bhattacharya
- pemodelan1Uploaded byYogix Thetroubleshooter
- 20 Root LocusUploaded byGARTH64
- Paul C. Bressloff and Zachary P. Kilpatrick- Two-Dimensional Bumps in Piecewise Smooth Neural Fields with Synaptic DepressionUploaded byNeerFam
- Lect_24Uploaded byfyahyaie
- 205 HW4 Solutions Spr12Uploaded byichigosensei
- MRAC_BhatUploaded byMadhumitha Rajasekaran
- rr322204-digital-and-optimal-control-systemsUploaded bySRINIVASA RAO GANTA
- lec06_2012.pdfUploaded byCifha Rajesh Saldhanha
- Lesson 37 Transient Response of Digital Control Systems, Gain DesignUploaded byLav Kumar Yadav
- 10.1.1.63Uploaded byssmaths069996
- lec11_6245_2004Uploaded byGolam Sarowar
- 108103007Uploaded byTimothy Fields
- Network-Based H Inf Output Tracking ControlUploaded byRajini Makam
- Basic Properties of Schur ComplementUploaded byhedayati68
- feedlab0405_1_exp3Uploaded byAnonymous DHJ8C3o
- LONG-TIME DYNAMICS OF THE MODULATIONAL INSTABILITY OF DEEP WATER WAVES.pdfUploaded byImm K Rod Phi
- Chapter 7 Structures for LTI Systems Student (1)Uploaded byprakashrout
- The Krylov-TPWL Method of Accelerating Reservoir Numerical SimulationUploaded byinventionjournals
- lec5.pdfUploaded bydecioh
- talkCAJH_wk4-1Uploaded byEligius Martinez
- AE3515 SyllabusUploaded byAdam
- lectureUploaded byJesse Davis

- (www.entrance-exam.net)-ifosys papers6.pdfUploaded byNishant Kamal
- (www.entrance-exam.net)-Infosys placement paper 1.txtUploaded byNishant Kamal
- (www.entrance-exam.net)-ifosys papers2.pdfUploaded byNishant Kamal
- (www.entrance-exam.net)-ifosys papers3.pdfUploaded byNishant Kamal
- NISHANT.docxUploaded byNishant Kamal
- B.SN.L InternUploaded byNishant Kamal
- Deloitte.pdfUploaded byNishant Kamal
- (www.entrance-exam.net)-ifosys papers3.pdfUploaded byNishant Kamal
- (www.entrance-exam.net)-infosys papers1.pdfUploaded byNishant Kamal
- Code Test Tcs 2k18 by CwcUploaded byNishant Kamal
- (www.entrance-exam.net)-ifosys papers5.pdfUploaded byNishant Kamal
- (www.entrance-exam.net)-ifosys papers4.pdfUploaded byNishant Kamal
- (www.entrance-exam.net)-ifosys papers2.pdfUploaded byNishant Kamal
- (www.entrance-exam.net)-ifosys papers5.pdfUploaded byNishant Kamal
- (www.entrance-exam.net)-ifosys papers4.pdfUploaded byNishant Kamal
- 3. Material I_EEE 4018 ACT Part 1.pdfUploaded byNishant Kamal
- 0. SYLLLUploaded byNishant Kamal
- 4. Material I_EEE 403 ACT Part 2.pdfUploaded byNishant Kamal
- WINSEM2017-18_EEE4027_ETH_TT424_VL2017185001605_Reference Material I_Robot Kinematics.pptUploaded byNishant Kamal
- Robotics 1.pdfUploaded byNishant Kamal
- EE_Electrical-Engineering.pdfUploaded byNishant Kamal
- ACE EMT.pdfUploaded byNishant Kamal
- Mgt-Da1.docxUploaded byNishant Kamal
- HUM1006_Business-Accounting-for-Engineers_TH_1_AC41.pdfUploaded byNishant Kamal
- 15bee0069_loadflowmipowerUploaded byNishant Kamal
- Da Business02Uploaded byNishant Kamal
- Gate SyllabusUploaded byNishant Kamal
- 5. Material I_EEE 403 ACT Part 3.pdfUploaded byNishant Kamal
- OBSTACLE AVOIDING ROBOT.pptxUploaded byNishant Kamal