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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
โ€ข Consider a system,
๐’™ = ๐’‡(๐’™, ๐‘ก) (1)

โ€ข Where ๐’™ is a state vector (n-vector) and elements of ๐’‡(๐’™, ๐‘ก) are
function of ๐‘ฅ1 , ๐‘ฅ2 , โ€ฆ , ๐‘ฅ๐‘› , and ๐‘ก.

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

โ€ข Where ๐’™ = ๐’™๐’ at ๐‘ก = ๐‘ก๐‘œ and ๐‘ก is the observed time. Thus

โˆ…(๐‘ก๐‘œ ; ๐’™๐’ , ๐‘ก๐‘œ )=๐’™๐’
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Equilibrium State
โ€ข Equilibrium points are one of the most important features of a dynamical
system since they define the states corresponding to constant operating
conditions.

โ€ข In the system ๐’‡ ๐’™๐’† , ๐‘ก = ๐ŸŽ , โˆ€๐‘ก is called an equilibrium state of the
system.

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

โ€ข For nonlinear systems, there may be one or more equilibrium states.

โ€ข Determination of the equilibrium states involve the solution of Equation
๐’‡ ๐’™๐’† , ๐‘ก = ๐ŸŽ .
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EEE 403 Lyapunov Stability Analysis
Equilibrium States
โ€ข Example-1: Consider the second-order system with state variables
๐‘ฃ๐‘ and ๐‘–๐ฟ whose dynamics are described via the equations

dvc 1 1
๏€ฝ ๏€ญ iL ๏€ซ u(t )
dt C C iL
+ +
Vc
diL 1 R Vo
๏€ฝ vc ๏€ญ iL - -

dt L L

โ€ข Only equilibrium point of the system is at origin of state space.

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Equilibrium States
โ€ข Example-1: Consider the second-order system with state variables
๐‘ฃ๐‘ and ๐‘–๐ฟ whose dynamics are described via the equations

โ€ข 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 โ€“ Consists solution for Differential equations (not preferred)
๏‚— 2nd method (Direct method of Lyapunov) โ€“ General method preferred

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Stability in the Sense of Lyapunov

๏‚— The stability of an equilibrium point
determines whether solutions nearby the
๐‘†(๐›ฟ)
equilibrium point remain: nearby, get closer,
or get further away.

๏‚— An equilibrium state ๐’™๐‘’ is said to be stable ๐’™๐’
๐’™๐’†
such that trajectories starting in ๐‘†(๐›ฟ) do not
leave ๐‘†(๐œ€) as t increased indefinitely.

๐‘†(๐œ€)

EEE 403 Lyapunov Stability Analysis
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Stability in the Sense of Lyapunov

Instability

โ€ข That is, the equilibrium state ๐’™๐‘’ is
said to be unstable if for some real ๐‘†(๐›ฟ)
number ๐œ€ > 0 and any real number
๐›ฟ > 0, , when a state ๐’™๐‘œ in ๐‘†(๐›ฟ) ๐’™๐’

leaves ๐‘†(๐œ€). ๐’™๐’†

๐‘†(๐œ€)

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Positive Definiteness of a Scalar Function
๏‚— A scalar function ๐‘‰(๐’™) is said to be positive definite in a region โ„ฆ if
๐‘‰ ๐’™ > 0 for all non-zero states ๐’™ in the region โ„ฆ and ๐‘‰ ๐ŸŽ = 0.

๏‚— A scalar function ๐‘‰(๐’™) is said to be negative definite if โˆ’๐‘‰ ๐’™ is
positive definite.

๏‚— A scalar function ๐‘‰(๐’™) is said to be positive semi-definite if it is
positive at all states in region โ„ฆ except at the origin and at certain
other sates, where it is zero.

๏‚— A scalar function ๐‘‰(๐’™) is said to be negative semi-definite if โˆ’๐‘‰ ๐’™
is positive semi-definite.

๏‚— A scalar function ๐‘‰(๐’™) is said to be indefinite if in the region โ„ฆ 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 ๐’™ is a two dimensional vector.
Positive Definite
1. ๐‘‰ ๐’™ = ๐‘ฅ12 + 2๐‘ฅ22

2. ๐‘‰ ๐’™ = ๐‘ฅ1 + ๐‘ฅ2 2 Positive semi-definite

3. ๐‘‰ ๐’™ = โˆ’๐‘ฅ12 โˆ’ (3๐‘ฅ1 + 2๐‘ฅ2 )2 Negative Definite

4. ๐‘‰ ๐’™ = ๐‘ฅ1 ๐‘ฅ2 + ๐‘ฅ22 Indefinite

2๐‘ฅ22
5. ๐‘‰ ๐’™ = ๐‘ฅ12 + Positive Definite
1+๐‘ฅ22

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Sylvesterโ€™s Criterion
๏‚— Sylvesterโ€™s criterion states that the necessary and sufficient
conditions that the quadratic form ๐‘‰(๐’™) be positive definite
are that all principle minors of P be positive.

๏‚— That is
๐‘11 ๐‘12 โ‹ฏ ๐‘1๐‘›
๐‘12 ๐‘22 โ‹ฏ ๐‘2๐‘›
๐= โ‹ฎ โ‹ฎ โ‹ฑ โ‹ฎ
๐‘1๐‘› ๐‘2๐‘› โ‹ฏ ๐‘๐‘›๐‘›

๐‘11 ๐‘12 โ‹ฏ ๐‘1๐‘›
๐‘11 ๐‘12 ๐‘12 ๐‘22 โ‹ฏ ๐‘2๐‘›
๐‘11 > 0 โ€ฆ โ‹ฎ >0
๐‘12 ๐‘22 > 0 โ‹ฎ โ‹ฎ โ‹ฑ
๐‘1๐‘› ๐‘2๐‘› โ‹ฏ ๐‘๐‘›๐‘›
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Positive Definiteness of a Scalar Function
๏‚— Example-6: Use Sylvesterโ€™s criterion to determine the positive
definiteness of following Lyapunov Energy functions.

1. ๐‘‰ ๐’™ = ๐‘ฅ12 + 2๐‘ฅ22

2. ๐‘‰ ๐’™ = ๐‘ฅ1 + ๐‘ฅ2 2

3. ๐‘‰ ๐’™ = ๐‘ฅ12 + 4๐‘ฅ1 ๐‘ฅ2 + 2๐‘ฅ22

4. ๐‘‰ ๐’™ = 10๐‘ฅ12 + 4๐‘ฅ22 โˆ’ ๐‘ฅ32 + 2๐‘ฅ1 ๐‘ฅ2 โˆ’2๐‘ฅ2 ๐‘ฅ3 โˆ’ 4๐‘ฅ1 ๐‘ฅ3

12 EEE 403 Lyapunov Stability Analysis
Positive Definiteness of a Scalar Function
๏‚— Example: Use Sylvesterโ€™s criterion to determine the positive
definiteness of following Lyapunov Energy functions.

๐‘‰ ๐’™ = 10๐‘ฅ12 + 4๐‘ฅ22 โˆ’ ๐‘ฅ32 + 2๐‘ฅ1 ๐‘ฅ2 โˆ’2๐‘ฅ2 ๐‘ฅ3 โˆ’ 4๐‘ฅ1 ๐‘ฅ3

10 1 โˆ’2 ๐‘ฅ1
๐‘‰ ๐’™ = ๐’™๐‘‡ ๐‘ท๐’™ = ๐‘ฅ1 ๐‘ฅ2 ๐‘ฅ3 1 4 โˆ’1 ๐‘ฅ2
โˆ’2 โˆ’1 โˆ’1 ๐‘ฅ3

10 1 โˆ’2
10 > 0 10 1
>0 1 4 โˆ’1 > 0
1 4 โˆ’2 โˆ’1 โˆ’1
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Lyapunov Stability Theorem
โ€ข Suppose that a system is described by
๐’™ = ๐‘“ ๐’™, ๐‘ก
โ€ข Where
๐‘“ ๐ŸŽ, ๐‘ก = ๐ŸŽ
โ€ข If there exists a scalar function ๐‘‰ ๐’™ having continuous first
derivative and satisfying the following conditions,

1. ๐‘‰ ๐’™ is positive definite
2. ๐‘‰(๐’™) is negative definite

โ€ข then the equilibrium state at the origin is uniformly asymptotically
stable.
โ€ข If in addition ๐‘‰ ๐’™ โ†’ โˆž as ๐’™ โ†’ โˆž, then the equilibrium state at
14the origin is uniformly asymptotically stable in large.
Example-1

๏‚— Consider a system described by

๐‘ฅ1 = ๐‘ฅ2 โˆ’ ๐‘ฅ1 (๐‘ฅ12 + ๐‘ฅ22 )

๐‘ฅ2 = โˆ’๐‘ฅ1 โˆ’ ๐‘ฅ2 (๐‘ฅ12 + ๐‘ฅ22 )

๏‚— 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
๐‘ฅ1 = ๐‘ฅ2 โˆ’ ๐‘ฅ1 (๐‘ฅ12 + ๐‘ฅ22 ) ๐‘ฅ2 = โˆ’๐‘ฅ1 โˆ’ ๐‘ฅ2 (๐‘ฅ12 + ๐‘ฅ22 )
๏‚— Clearly the origin of state space is the only equilibrium state.

๏‚— If we define a scalar function ๐‘‰ ๐’™ by (satisfying Liapunov
stability Theorem) ๐‘‰ ๐’™ = ๐‘ฅ12 + ๐‘ฅ22

๏‚— Which is positive definite. Then the time derivative of ๐‘‰ ๐’™ is
๐‘‰ ๐’™ = 2๐‘ฅ1 ๐‘ฅ1 + 2๐‘ฅ2 ๐‘ฅ2
๐‘‰ ๐’™ = 2๐‘ฅ1 [๐‘ฅ2 โˆ’ ๐‘ฅ1 ๐‘ฅ12 + ๐‘ฅ22 ] + 2๐‘ฅ2 [โˆ’๐‘ฅ1 โˆ’ ๐‘ฅ2 (๐‘ฅ12 + ๐‘ฅ22 )]
๐‘‰ ๐’™ = โˆ’2 ๐‘ฅ12 + ๐‘ฅ22 2

๏‚— Which is negative definite. Hence ๐‘‰ ๐’™ is a Lyapunov Function.
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Example-2
๏‚— Consider the following system

๐‘ฅ1 0 1 ๐‘ฅ1
=
๐‘ฅ2 โˆ’1 โˆ’1 ๐‘ฅ2

๏‚— 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
๐‘ฅ1 = ๐‘ฅ2 ๐‘ฅ2 = โˆ’๐‘ฅ1 โˆ’ ๐‘ฅ2
๏‚— Clearly the origin of state space is the only equilibrium state.

๏‚— If we define a scalar function ๐‘‰ ๐’™ by
๐‘‰ ๐’™ = 2๐‘ฅ12 + ๐‘ฅ22
๏‚— Which is positive definite. Then the time derivative of ๐‘‰ ๐’™
is
๐‘‰ ๐’™ = 4๐‘ฅ1 ๐‘ฅ1 + 2๐‘ฅ2 ๐‘ฅ2
๐‘‰ ๐’™ = 2๐‘ฅ1 ๐‘ฅ2 โˆ’ 2๐‘ฅ22

๏‚— Which is indefinite. Hence ๐‘‰ ๐’™ 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

๐‘จ๐‘‡ ๐‘ท + ๐‘ท๐‘จ = โˆ’๐‘ธ

๏‚— to determine P, then the positive definiteness of P is a necessary
and sufficient condition for the stability of the equilibrium state
๐’™ = ๐ŸŽ.

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Example-3
๏‚— Consider the following system

๐‘ฅ1 0 1 ๐‘ฅ1
=
๐‘ฅ2 โˆ’1 โˆ’1 ๐‘ฅ2

๏‚— 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

๐‘ฅ1 0 1 ๐‘ฅ1
=
๐‘ฅ2 โˆ’1 โˆ’1 ๐‘ฅ2
๏‚— 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
๐‘‰(๐’™) = ๐’™๐‘‡ ๐‘ท๐’™

๐‘จ๐‘‡ ๐‘ท + ๐‘ท๐‘จ = โˆ’๐‘ฐ
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Example-3
๐‘จ๐‘‡ ๐‘ท + ๐‘ท๐‘จ = โˆ’๐‘ฐ
๏‚— Substituting the values yields
๐‘‡ ๐‘11 ๐‘12 ๐‘11 ๐‘12 0
0 1 1 1 0
โˆ’1 โˆ’1 ๐‘12 ๐‘22 + ๐‘12 ๐‘22 โˆ’1 โˆ’1 = โˆ’ 0 1

๏‚— By expanding the matrix equations we obtain three simultaneous
equations as follows
โˆ’2๐‘12 = โˆ’1
๐‘11 โˆ’ ๐‘12 โˆ’ ๐‘22 = 0
2๐‘12 โˆ’ 2๐‘22 = โˆ’1

๏‚— Solving for ๐‘11 , ๐‘12 and ๐‘22 we obtain
3 1
๐‘11 ๐‘12
๐‘12 ๐‘22 = 2 2
22 EEE 403 Lyapunov Stability Analysis 1
1
2
Example-3
3 1
๐‘11 ๐‘12
๐‘12 ๐‘22 = 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

๐‘ฅ1 0 1 ๐‘ฅ1
=
๐‘ฅ2 โˆ’1 โˆ’2 ๐‘ฅ2

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

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End of Slides