Introduction in to variable structure model reference adaptive control.

Motivations

CHAPTER 1
Introduction in to variable structure
model reference adaptive control.
Motivations

The topic of the book is focused on the variable structure, model reference adaptive control
(VS-MRAC) used in robots arms accurate positioning and fast process control. Mainly, are
presented synthesis algorithms of the adaptive control input laws, with pointing out the
aspects concerning the improvement of transitory and asymptotic performances. It is
presented a significant casuistic by numerical simulation.

It is made an overview of the reasons for the using variable structure and compound
parameter update laws to the model reference adaptive control and an evaluation of the
advantages versus disadvantages. Several concepts, used in synthesis and analysis of the VS-
MRAC closed loops, are presented.

7
Introduction in to variable structure model reference adaptive control. Motivations

1.1. Motivations to the variable structure and

compound model reference adaptive control

Theoretical researches regarding synthesis of new structures and algorithms for adaptive and
variable structure control, to refer applications in a wide scale of fields, are a necessity. The
fast process control and robots arms exact positioning are the most important applications. In
area of model reference adaptive control, are well established the synthesis methodologies of
the adaptive control laws for plant model of relative degree one and greater than one. In the
first case, reference model may be chosen a strictly positive real (SPR) transfer function. In
second case, reference model cannot be chosen a SPR transfer function, and for that, an
augmented error synthesis is necessary. Even in the second case, a SPR condition could be
verified. Two types of augmented errors are known. Using, to control input parameter
updating, a gradient law, zero tracking error can be achieved. Adaptive control synthesis
methodologies by passing trough SPR condition can be applied for multivariable process
(multiple-input, multiple-output, MIMO).

It is known, also, synthesis methodology of the control law for model reference adaptive
control without SPR condition, based on inverse system. This methodology leads to an on-
line identification error equation that allows utilization both gradient and least squares update
laws. That method does not require a classification after relative degree of the plant model. In
all cases, zero tracking error is guaranteed. Also, this synthesis method can be applied in
MIMO case. Synthesis procedure, in MIMO case, does not require a prior uncoupling
operation of the plant model. The parametric space size of the control input depends on
observable indices of each measured output.

All the aspects despite the syntheses of new algorithms for adaptive control by gradient, least
squares, or variable structure (including a switching function) update law. Their asymptotic
properties (stability and parameter convergence), represent an area of interest for the
international competencies.

Have been established many adaptive control algorithms, for which have been proofed
remarkable asymptotic properties, as parameter convergence and stability. The stability study,
by bounded input-bounded output (BIBO) formalism, is a strong tool for analysis of the
adaptive loops, which are non-linear systems.

Actually, it researches on the behavior field of adaptive systems in the presence of bounded
external disturbances and unmodeled dynamics. Therefore, the robustness of the adaptive
loops is a field of interest. The adaptive closed loops, obtained by the procedures mentioned
above, have high robustness properties to bonded external disturbances and unmodeled
dynamics. For robustness increasing, have been introduced modified update laws, but with
the dropping perfect tracking objective. The increasing of the persistent excitation degree for
the loop signals, by an appropriate choosing of the exogenous frequency bandwidth, is
another way for robustness increasing.

However, the adaptive control algorithms are not well behaved in transient response. By the
transient response, it understands the learning interval, in which the on-line identifier training
can be achieved. It does not mean a certain limit for tracking error or identifier error to the
modification of the reference input signal or external disturbances.

8
Introduction in to variable structure model reference adaptive control. Motivations

Therefore, the background of the book will be synthesis of new algorithms for model
reference adaptive and variable structure control that can lead to an improvement of the
transient response and an increasing of the robustness degree. The practical implications are
majors in fast process control and accurate positioning of robots arms.

Variable structure control, where control law has a sign switching function, is also well
known and rich refereed in automatic control bibliography. Since, the variable structure
control is based on a switching function of the state variables that are used to create a sliding
mode on a sliding surface. When this surface is reached, the switching function keeps the
trajectory on the surface. Have been published results regarding discontinuous control
techniques where switching functions are enclosed in on-line adjustment laws, so that control
law synthesis follows the same steps as in adaptive synthesis. The main future of such
systems is the fast transient response, due to the sliding mode. The invariance of the sliding
mode, with respect time-varying plant parameters and external disturbances, is also a feature
of adaptive variable structure loops. Since, the robustness to external disturbances is assured.
Also, in the presence of additive or/and multiplicative unmodeled dynamics (model
uncertainties) in a certain frequency bandwidth (especially in high frequency), adaptive
variable structure loops have robustness qualities.

As the earlier contributions, the authors have been involved by theoretical and applicative
research on field of adaptive and variable structure control. A set of adaptive variable
structure and compound control laws has been synthesized. The properties of stability and
parameter convergence have been taken in to account. Have been proofed remarkable
robustness qualities to external disturbances and high frequencies unmodeled dynamics.

Theoretical results have been validated by numerical simulation and applied in fast process
control from electrical drives and naval devices. The results have been published and
communicated at many international meetings from our country or abroad. Many research
contracts with enterprises have been developed on the field of adaptive and variable structure
control.

During the last years, the authors have performed implementation research, which use in
adaptive loop the good transitory properties of the discontinuous control law. The asymptotic
performances will be assured by classical adaptive control methods. In sliding mode the
response of the system is fast and smooth. To adaptive variable structure control, switching
function is presented in parameter update law, together with maximum values, a priori
known, for control parameters. Therefore, variable structure adaptive control (with maximum
positive values for control parameters) not assures parameter convergence. Due to the
measured noise, the solutions of the adaptive loop are not well behaved around of the
equilibrium point, defined by zero tracking error or zero augmented error. In practice, the
solutions are found to chatter around of the equilibrium point.

Taking in to account the advantages and disadvantages of the variable structure adaptive
control, the basic idea is to additive compound, in control input law, two modalities of the
parameter updating. To the first one, a gradient or least squares law makes parameter
updating. To the second one, parameters update law encloses a switching function (a sign
function). For a well asymptotic behavior and an easy stability analysis, will be chosen an
approximate switching function, named k-sigmoid function.

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Introduction in to variable structure model reference adaptive control. Motivations

Also, maximum positive values of control parameters will be replaced by a supplementary

updating, named  -modification, so that they become time depending functions. In
compound adaptive control, this modification leads variable structure component to a small
weight in control law. The variable structure component has an important influence in
transitory time. At its turn, the  -modification can be constant or time depending. When is
time depending, the parameter vector norm represents a condition for the time function. It is
denoted adaptive  -modification.

Beginning from this idea, we consider as the main contributions in VS-MRAC systems the
followings:

i)-Compound control inputs synthesis for the model reference and variable structure adaptive
control. This objective was solved in several steps. First step will be treated the plant model
of relative degree one, for that the reference model can be chosen SPR. Follow, in second
step, the variable structure and compound update laws. The plant model is of relative degree
greater than one, and an augmented error signal is involved. In third step, will be proposed
compound adaptive control inputs synthesis without SPR-condition, known as input error
synthesis based on inverse system. As fourth step, will be the variable structure and
compound adaptive control applied to MIMO process;

ii)-The stability property analysis by using BIBO technique and parameter convergence by
using average theory, which can leads to interesting conclusions regarding the behavior of the
adaptive loops in frequency domain;

iii)-The robustness to external disturbances of the adaptive loops with variable structure and
compound control input, by the using of the modified update laws (constant or adaptive). Will
be shown higher robustness qualities of adaptive loops where the on-line updating follows a
variable structure law. Also, the adaptive loops have greater robustness degree if is used the
 -modification in parameter update law. To the compound control input, the adaptive loop
has good asymptotic performances (taken from the gradient update component) and smooth
transitory response and robustness to external bounded disturbances and high frequency
uncertainties (taken from the variable structure component);

iv)-The robustness of variable structure and compound adaptive loops to additive and
multiplicative unmodeled dynamics. The unmodeled dynamics can worsen system stability
and tracking performances. It will be considered the robustness increasing by persistent
excitation of the signals from adaptive loops. This is possible by introducing supplementary
frequencies in the reference input signal.

The book was focused to continuous time model reference adaptive control with the direct
updating of control input parameters. Method developments and proposed algorithms can be
easy applied to discrete time systems.

Discontinuous control techniques can be used, also, in adaptive self-tuning systems, which
are based on variable time switching hyper-surfaces in state space. The self-adaptive
strategies, briefly described here, have time-varying switching hyper-planes and this requires
the analysis of systems with non-linear switching hyper-surfaces. If arises a switching hyper-
surface, the parameter updating does not do by action of the sign switching function. It is
introduced a  -modification in upper positive values of the control parameters, which
rotates in state space, that hyper-surface with an angle depended of  . If the sliding motion

10
Introduction in to variable structure model reference adaptive control. Motivations

occurs on the current switching hyper-plane, the next position of the switching hyper-plane is
chosen to be just ahead of the state point on its trajectory in the state space by  -
modification of the control parameters. The state point can be shown to move from the initial
conditions to a certain sliding boundary surface on which it remains until the state origin is
reached. The self-adaptive controller identifies at a given time instant, during the sliding
phase, the local position of the non-linear surface, which is a function of the chosen state
variables and the plant parameters. The sliding boundary surface is the boundary between the
sliding and non-sliding regions of the state space. The sliding boundary surface can itself be
defined as a hyper-surface with its equation depends of state space variables and plant
parameters. Checking this equation it can be forced the system to comeback in sliding region.
The system evolution to the origin it can do in the neighborhood of the non-sliding region.
Therefore the self-tuning adaptive control law leads the system, in finite time, to the origin.

Therefore, the methods and algorithms that will be proposed, for robustness increasing, will
be obtained based on an upper bound of the external disturbances without to consider a
determinist or stochastic parameterization. These remarks support the reasons that the
variable structure and compound control inputs synthesis can be applied to a wide typology
of adaptive control, with model reference or self-tuning, continuous time or discrete time,
determinist or stochastic systems.

The research on this field has to continue the previous works to the main ways, below
specified:

1) New algorithm developments for variable structure and compound adaptive control. To the
last one, control parameters will be obtained by the addition of two terms. The first one has a
gradient or least squares updating law. The second one has a variable structure updating law
enclosing a k-sigmoid switching function and a constant or time variable  -modification, for
alleviating chattering and increasing robustness;

2) Synthesis procedures extension to MIMO plants and possibility analysis of the sliding
modes occur due the using of a k-sigmoid switching function in parameter update law;

3) Modified parameter update laws using, which need small prior information about external
signals and parameter norm for increasing robustness degree of VS-MRAC adaptive loops. A
modified update law has a supplementary term which is depended of parameter vector norm;

4) General methodology established for frequency analysis of the stability and parameter
convergence from obtained adaptive loops, as an alternative to frequency synthesis
procedures, H  techniques;

5) Using previous theoretical results and enclosing new contributions, the new algorithms can
successfully used to the robots arms positioning, fast electrical drive process and naval
systems control. The goal is to obtain adaptive control laws which can be easily applied in
electrical drive process control and fine positioning of robots arms.

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Introduction in to variable structure model reference adaptive control. Motivations

1. 2. Positive real systems, strictly positive real systems. Parameter

updating by gradient or variable structure law

In this section, some concepts about real positive systems and passive systems, concepts used
in synthesis of the adaptive control algorithms will briefly present. Follow some definitions:
positive real (PR) and strictly positive real (SPR) systems, as well as lemmas and theorems
about them, without the proof side, which can be found in the indicated references.

Definition 1. 2. 1. (PR and SPR functions). A rational transfer function H(s) of complex
variable s    j is RP if
H    R ,   R
and
Re H   j   0,   0,   0 .

H(s) is SPR if    0, a. î. H s    is PR.

Theorem 1. 2. 1. (Positive real rational transfer function). A rational transfer function, at

most proper, is SPR, if and only if the following two conditions are simultaneously satisfied:

i) H(s) is a strictly stable transfer function;

ii) The real part of complex function H(s) is positive along to the imaginary axe j , i.e.

  0, Re H j   0 .

The above theorem suggests a sum of necessary conditions for a transfer function H(s) to be
SPR:

 H(s) has to be strict stable;

 The Nyquist of H j has to be entirely situated in right half complex plane;

 H(s) has to be zero or one relative degree;

 H(s) has to be minimum phase (H(s) has all zeros in the left side half complex plane and
has not dead time).

The difference between a PR and SPR transfer function is that a PR transfer function may has
poles on imaginary axe, against SPR not. The following theorem yields necessary and
sufficient conditions for a transfer function to be SPR.

Theorem 1. 2. 2 (Positive real transfer function). A transfer function is PR, if and only if
the following conditions are simultaneously satisfied:

 H(s) is a stable transfer function;

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Introduction in to variable structure model reference adaptive control. Motivations

 The poles of the transfer function H(s) situated on imaginary axe are simple poles with
real and positive associated residues;

 Re H j   0,   0 , so that j is not a pole for the transfer function, H(s).

Lemma 1. 2. 1. (Kalman-Yakubovich-Popov, of minimal realization for a SPR transfers

 
function). Let A, b, c T be a minimal realization for a stable, strictly proper, rational
transfer function H(s). The following statements are equivalents:

i) H(s) is SPR;

ii) There are positive definite matrices P and Q which check the following equations:

PA  A T P  Q
. (1. 2. 1)
Pb  c

The Kalman-Yakubovich-Popov lemma requires an asymptotically stable and completely

controllable system. There is the alternative (known as lemma Meyer-Kalman-Yakubovich),
where the system is necessary to be only stabilizable. Given an asymptotically stable system,
 
in steady state space representation A, b, cT , the constant   0 , and the positive definite
matrix L, if the transfer function


H s   c T  sI  A 1 b (1. 2. 2)
2

is SPR, then are   0 , the vector q and the positive definite symmetric matrix P such that

A T P  PA  qq T  L (1. 2. 3)
and

Pb  c  q . (1. 2. 4)

For the Meyer-Kalman-Yakubovich lemma, the output of the system is


y  cT x  u. (1. 2. 5)
2

For the strictly stable linear system, in steady state space representation, (A, B, C), with
associated Lyapunov function

1 T
V x Px , (1. 2. 6)
2

its time derivate

  x T P Ax  Bu   x T PBu  1 x T Qx
V (1. 2. 7)
2

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Introduction in to variable structure model reference adaptive control. Motivations

has the first term which proof the connection between stability and passivity, due to Kalman-
Yakubovich-Popov lemma.

It is well known, that the Lyapunov function, as a square form, represents the total energy
stored in the dynamical system. Intuitively, can be supposed the additive compound of
Lyapunov functions associated to subsystems, however is their coupling. Passivity theory
formalizes that the intuition gives some rules for choosing Lyapunov functions for the
systems in closed loop. So, the derivate function of the energy stored in the system is the
algebraic sum of the external input power and the internal generated power. The external
input power could be the scalar product, y T u , between the input, u, and the output, y.

Let S1 and S 2 be, systems connected in negative feedback loop. The derivate Lyapunov
functions fulfill the equations

  t  yT  tu  t  g  t
V (1. 2. 8)
1 1 1 1

and

  t   yT  t  u  t   g  t  ,
V (1. 2. 9)
2 2 2 2

respectively, as in the figure 1. 2. 1.

Figure 1. 2. 1. Negative feedback loop of two systems, with associated Lyapunov functions,
V1 and V2, respectively and the generated internal powers, g1, and g2, respectively.

Taking in to account the differential equations of energy stored in each subsystem, then for
the feedback loop is valid the equation

d
 V1 t   V2  t    g1 t   g 2  t  . (1. 2. 10)
dt

Supposing V1  V2 is lower bounded, follow:

 if
 t  0 g1  t   g 2  t   0 ,

then V1  V2 is upper bounded and

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Introduction in to variable structure model reference adaptive control. Motivations


  g1  t   g 2  t   dt   ;
0

 if, more, the function g1  g 2 is uniform continuous, then

 g1 t   g 2  t    0 , for t   ;
 particularly, if g1(t) and g2(t) are non-negative and uniform continuous, then both go to
zero for t   ;

 if V1  V2 has a finite limit for t   and g1  g 2 is uniform continuous, then

 g1 t   g 2  t    0 , for t   .
The first system is lower bounded, with g1  0 , and the Lyapunov function, V1, verifies the
differential equation of the stored energy. It says that the system is passive, or is passive
function between the input u1 and the output y1.

More, a passive system it says is dissipates if

 
 y1  t  u1  t  dt  0   y1  t  dt  0 .
T
0 0

It can proof that a strictly stable MIMO system is passive, if and only if

  0, Re H j   0 .

Lemma 1. 2. 2. (Error equation of SPR transfers function and gradient update law). Let
e, e o be, two error signals, let   R 2n be, an error vector, satisfying the following equations:

e  t   Ae t   b T  t  v t 
, (1. 2. 11)
e o  t   c e t 
T


e o  t   H  s  k T  t  v  t   , (1. 2. 12)

  t    sgn k  e  t  v  t 
 , (1. 2. 13)
o

where H(s) is a SPR transfer function of degree n, with steady state space minimal realization
 
A, b, c T , let k be, an unknown constant with known sign, let  be a positive constant,
and let v(t) be a vector of dimension 2n. Then the signals eo  t  and  t  are globally
bounded

e o  t  ,  t   L  ,

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Introduction in to variable structure model reference adaptive control. Motivations

and if the vector v is bounded, then e t  , e o  t   0 for t  

e t  , e o  t   L 2 .

In fact the signal e o  t  represents the response of the linear system, with SPR transfer, H(s),
to the input kT  t  v t  and respects block schema from figure 1. 2. 2. The L 2 and L  are
functional spaces where there are the norms


 f  
2
f 2  d (1. 2. 14)
0
and

f   sup f  t 
t 0
. (1. 2. 15)

In general, the L p functional space is defined for the norm


p
f p  p  f d
0

Truncated functions are defined as

f  t  t  s
fs  t  
0 t  s
and the extended L p can be defined as


L pe  f s  , f s  L p 
In the relationship (1.2.12), the transfer function, H(s), is Laplace operator applied to a time
function. In (1.2.13) the vector   R 2 n represents parameter estimation error,
 t    t    o , with  o the vector of true parameters. Therefore, in the left side of the
differential equation (1.2.13), it can be introduced derivate vector    t  instead of vector
derivate  t  .


v(t) eo(t)
H(s)

  sgn  k  v t 

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Introduction in to variable structure model reference adaptive control. Motivations

Figure 1. 2. 2. Block schema of the error equation, SPR transfer function, gradient parameter
update law.

If, instead of the update law (1. 2. 13), is used a switching law with a sign function, then
parameter update law becomes

 t     sgn v  t  e o  t   (1. 2. 16)

where   R 2 n is a vector with known positive elements. Choosing the Lyapunov function

V  e T Pe (1. 2. 17)

and making its time derivate along the solution of equation (1. 2. 11), it obtains the
inequality

 o  e o  k1 e  k 2 v
eoe , (1. 2. 18)

with k1 and k 2 positive constants.

For
v t  >c>0,

(c being a positive constant), there is a time value T, such that

e o eo  0, t  T .

Consequently,
e t   0 ,

for T sufficiently big. Therefore, for t  T , on the surface defined by

eo  cT e  0

appears a sliding mode. The surface is reached in finite time, for t s  T and

e o  t   0, t  t s .

Definition 1. 2. 2. (Equivalent control). The equivalent control for the system (1. 2. 11) can
be obtained making

e  0

   
u eq   T v eq   T v eq   0T v   c T b   1 c T Ae t    0T v (1. 2. 19)

For an ideal sliding mode (switching function without any delays in commutation, high speed
in control input calculus, no any model uncertainties)

e t   e o  t  ,

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Introduction in to variable structure model reference adaptive control. Motivations

where eo  t  is a solution for the equation

e

   I  b cT b


1 T 
c  Ae

 (1. 2. 20)
with initial condition

c T e o  0  0 .

The equivalent control input becomes

 
u eq   T v eq   oT v  c T b  1 c T Aeo  t  . (1. 2. 21)

If
eo  t   0

for t   , then from relationship (1.2.17), it can obtain

 v
T
eq   oT v; for t . (1. 2. 22)

1. 3. Persistent excitation, exponential stability and convergence

Definition 1. 3. 1. (Persistent Excitation PE). A vector v : R   R 2n is PE if there are the

positive constants, 1,  2 ,   0 , so that

t0 
 2 I   v   v T    d  1I, t 0  0 (1. 3. 1)
t0

Although the matrix v  v T    is non-singular   , PE condition involves sufficiently great

space rotation so that the integration of the matrix v   v T    is uniform positive definite over
any time interval of length  . In scalar form, the PE condition is

to  2
2    v   x  d  1 , t o  0, x  1 (1. 3. 2)
to

which represents a signal energy condition in any space direction.


Theorem 1. 3. 1 Let the vector v : R   R 2n be and A, b, c T a steady state space minimal 
realization for a SPR transfer function H(s). If v is PE and v, v   L  ),
 are bounded ( v, v
then the system with the equation (1. 2. 13) is global exponentially stable.

Lemma 1. 3. 1. (PE through a linear system). Let the vector v : R   R 2n be. If v is PE,
v, v  L  , and H(s) is a stable, minimum phase transfer function, then H(s)[v(t)] (the output
of the system) is PE.

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Introduction in to variable structure model reference adaptive control. Motivations

Follows the conditions which to have satisfied by reference signal r(t), from the input of
MRAC loop, so that the signal vector, v(t), of 2n-dimension ( v  v T T
u , v y , yp , r
T

, vu the 
filtered control input, v y the filtered plant output, both of them of dimension 2n-1, y p the
process output, r the reference signal, both scalar signals), be PE, for reaching exponential
convergence of error estimation parameter vector,  , with respects the relationship (1. 2.
13).

Supposing the input reference signal, r(t), is stationary and the transfer vector, H vr  s  , from
the reference signal, r, to the loop signals, v, is stable, then v is stationary, too. The PE
property of the signals vector v is direct linked of the positive definiteness of its auto-
covariance matrix R v  0  .

Theorem 1. 3. 2. (PE and auto-covariance matrix). Let v t   R 2 n be, the vector of

stationary signals. The vector v is PE if and only if R v  0  0 .

Follows the linkage of PE condition for the signals vector, v, with its frequency content given
by the relationship

R v  0   S v  d , (1. 3. 3)

where Sv  d is the spectral measure of the vector, v.

The auto-covariance matrix can be expressed as a two-argument function

R v  0    H vr  jH T
vr  j S r  d . (1. 3. 4)

The first one is the transfer vector, H vr  s  , from the reference input signal to the loop signals
vector. The second one is the spectral measure Sr  d of the reference signal. Also, the
above relationship represents the connection between frequency content of reference signal, r,
and PE property of loop signals vector, v.

Definition 1. 3. 2. (Signal 2n-suficientlyrich). A stationary signal r : R   R is said 2n-

suficiently rich (in frequencies) if the spectral density support, Sr  d , has at least 2n points
(there are 2n-spectral lines).

Theorem 1. 3. 3. (PE and a signal 2n-suficiently rich). Let v t   R 2n be the signals vector
as the multiple output linear system with the transfer vector, H vr  s  , and the input stationary
signal, r(t). Assume the vectors H vr  j1  ,  , H vr  j2n  are linear independents in the space
C 2 n , for  1,  , 2 n  R . The vector v is EP, if and only if, the input signal, r, is 2n-
suficiently rich.

Theorem 1. 3. 4. (Exponential convergence and a signal 2n-suficiently rich). If the

reference signal, r, from the input of a MRAC loop with plant model of order n (the loop
signals vector is of 2n-dimension), is 2n-suficiently rich in frequency, then the control input
 T

parameter vector,   R 2n ,   Tu , Ty , p , r , has an exponential convergence to the true

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Introduction in to variable structure model reference adaptive control. Motivations

parameter vector 0T  R 2n (the exponential convergence of the control input parameter
vector is equivalent with exponential stability of errors parameter estimation vector
  R 2n ,   
ˆ  0 , from the differential equation (1. 2. 13)).

1. 4. Internal stability of dynamics systems

The internal stability is linked of the differential equation

x  f  t , x  , x  t o   x o , (1. 4. 1)

which describe the dynamics of a system (in general, non-linear). The function f  t , x  is
piecewise continuous with respect to t. Therefore, there are a finite number of discontinuity
points in any compact set. Let B 0, r  be, the closed ball centered at 0 in  n , of radius r.

The followings properties will be said to be true:

i) locally, if true for all x o in some ball B 0, r  ;
ii) globally, if true for all x o   n ;
iii) in any closed ball, if true for all x o  B 0, r  , with r arbitrary;
iv) uniformly, if true for all t o  0 .

Definition 1. 4. 1. (Lipschitz condition). The function f is said to be Lipschitz in x, if for

some r  0 , there is l  0 (denoted Lipschitz constant) such that:
f  t , x1   f  t , x 2   l  x1  x 2 , (1. 4. 2)

for all x1 , x 2  B 0, r  , t  0 .

If f is Lipschitz in x, then is continuous in x. If f has continuous and bounded partial derivates

in x, then it is Lipschitz.

Definition 1. 4. 2. (Equilibrium point). The state point x is called equilibrium point if

f  t, x   0 , (1. 4. 3)

for all t  0 .

Lemma 1 .4 1. (Bounds of the trajectory). If x  0 is an equilibrium point of (1. 4. 1) and f

is piecewise continuous with respect to t, Lipschitz in x with constant l, then the solution,
x  t  , of (1. 4. 1) satisfies the inequality

x o e l t  t o   x  t   x o e  l t  t o  (1. 4. 4)

as long x  t  remains in B 0, r  .

Definition 1. 4. 3. (Stable equilibrium point). The state point x  0 is a stable equilibrium

point, if the trajectory, x  t  , remains close to 0 if the initial condition, x o , is close to zero.

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Introduction in to variable structure model reference adaptive control. Motivations

Definition 1. 4. 4. (Stability in sense Lyapunov). The state point x  0 is a stable

equilibrium point of (1. 4. 1), if, for all t o  0 and   0 ,  t o ,   such that

x o   t o , x o   x  t   , t  t o , (1. 4. 5)

for all t  t o , where x  t  is the solution of (1. 4. 1) with initial condition x o  x  t o  .

Definition 1. 4. 5. (Uniform stability). The state point x  0 is a uniformly stable

equilibrium point of (1. 4. 1), if, in the definition 1. 4. 4,  can be chosen independent of t o .

Definition 1. 4. 6. (Asymptotic stability). The state point x  0 is an asymptotically stable

equilibrium point of (1. 4. 1), if
i) x  0 is a stable equilibrium point of (1. 4. 1)
ii) x  0 is attractive , that is, for all t o  0,  t o  , so that

x o    lim x  t   0 . (1. 4. 6)
t 

Definition 1. 4. 7. (Uniform asymptotic stability). The state point x  0 is a uniform

asymptotic stable equilibrium point of (1. 4. 1), if

i) x  0 is a uniformly stable equilibrium point of (1. 4. 1);

ii) the trajectory, x  t  , converges to 0 uniformly in t o . More precisely,   0 and a
function   , x o  :     n    such that

lim  , x o   0 x o (1. 4. 7)


and
x o    x  t     t  t o , x o  t  0 . (1. 4. 8)

The previous definitions are local, since they concern neighborhoods of the equilibrium point.
Global asymptotic stability is defined as follows.

Definition 1. 4. 8. (Global asymptotic stability). The state point x  0 is a global

asymptotic stable equilibrium point of (1. 4. 1), if it is asymptotically stable and

lim x  t   0 , (1. 4. 9)
t 

for all x o   n .

Definition 1. 4. 9. (Exponential stability). The state point x  0 is an exponentially stable

equilibrium point of (1. 4. 1), if  m,   0 so that the solution x  t  satisfies the inequality

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Introduction in to variable structure model reference adaptive control. Motivations

x  t   me   t  t o  x o x o  B 0, h  , t  t o  0 , (1. 4. 10)

for all x o  B 0, r  and t  t o  0 . The constant  is denoted the rate of convergence.

Definition 1. 4. 10. (Class K functions). A function  p  :      belongs to class K (

    K ), if it is continuous, strictly increasing, and  0   0 .

Definition 1. 4. 11. (Locally positive definite functions). A continuous function,

V t , x  :     n    is denoted locally positive definite function if, for some r  0 and
some    K

V  t ,0   0, and V  t , x     x  , (1. 4. 11)

for all x  B 0, r  and t  0 .

A locally positive definite function is locally like en energy function. The functions which are
globally like energy functions are denoted positive definite functions.

Definition 1. 4. 12. (Positive definite functions). A continuous function,

V t , x  :        is denoted positive definite function, if for some    K
n

V  t ,0   0, and V  t , x     x 

for all x   n , t  0 and lim  p    .

p

Definition 1. 4. 13. (Descrescent function). The function V t, x  :     n    is denoted

descrescent, if there is a function    K so that

V  t , x    x  (1. 4. 12)

for all x  B 0, r  and t  0 .

Follows the basic stability theorem, denoted as Lyapunov theorem, which states that when
V  t , x  is a positive definite function, or a locally positive definite function and its derivate
satisfies the inequality

dV  t , x 
0 (1. 4. 13)
dt

then it can conclude the stability of the equilibrium point. The derivate of V is taken along the
trajectories of the system (1. 4. 1) (denoted the total derivate) and that is

dV  t , x  V t , x  V t , x 
  f  t, x  (1. 4. 14)
dt t x

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Introduction in to variable structure model reference adaptive control. Motivations

Theorem 1. 4. 1. (Basic stability theorem of Lyapunov). Let V t, x  :     n    be a

function continuously, differentiable, associated to the system (1. 4. 1), then

i) if V  t , x  is locally positive definite function and  V  t , x   0 locally, then the

state point x  0 is stable equilibrium point;
ii) if V t , x  is locally positive definite function descrescent and  V   t, x   0
locally, then the state point x  0 is uniformly stable equilibrium point
iii) if V  t , x  is locally positive definite function and  V   t , x  locally positive
definite function, then the state point x  0 is asymptotically stable equilibrium
point;
iv) if V t , x  is locally positive definite function descrescent and  V   t , x  locally
positive definite function, then the state point x  0 is uniform asymptotic stable
equilibrium point;
v) if V t , x  is positive definite function descrescent and  V   t , x  positive definite
function, then the state point x  0 is globally uniform asymptotic stable
equilibrium point.

Theorem 1. 4. 2. (Bounds of the Lyapunov function and its derivates). Assume that
V t , x  :     n    has continuous and bounded first partial derivates in x and is
piecewise continuous in t for all x  B 0, r  , t  0 . Then, the following statements are
equivalent:
i) x  0 is an exponential stable equilibrium point of the system x  f  t , x  x  t o   x o ;
ii) there is a function, V t , x  , and some strictly positive constants r ' , 1 ,  2 ,  3 ,  4 such
that:

 V t , x    2 x
2 2
1 x , (1. 4. 15)

dV  t , x  2
  3 x , (1. 4. 16)
dt

V  t , x 
 4 x , (1. 4. 17)
x
for al 
x  B 0, r ' , t  0.
The derivative in (1. 4. 16) is taken along the trajectories of the system (1. 4. 1). That means
the total derivate given in (1. 4. 14). The Lyapunov function, V t , x )  , can be interposed as
an average of the squared norms of the state along the solutions of the system (1. 4. 1).
Theorem 1. 4. 3. (Exponential stability). If there is a Lyapunov function, V t , x )  , and
strictly positive constants , 1 ,  2 ,  3 such that:

 V t , x    2 x
2 2
1 x , (1. 4. 18)

dV  t , x  t  
0, (1. 4. 19)
dt

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Introduction in to variable structure model reference adaptive control. Motivations

t   dV , x    
d   3 x  t  ,
2
 (1. 4. 20)
t d

for all x  B 0, r  , t  0 , then the trajectory, x  t  , converge exponentially to 0.

It considers now linear time variant system

x  A t  x x  t o   x o , (1. 4. 21)

where A t    nxn is a piecewise continuous function belonging to L e .

Definition 1. 4. 14. (State transition matrix). The state transition matrix,  t, t o    nxn
associated with A  t  is the unique solution of the matrix differential equation

d t, t o 
 A t   t , t o  ,  t o , t o   I . (1. 4. 22)
dt
The trajectory can be written

x  t    t , t o  x  t o  . (1. 4. 23)

Theorem 1. 4. 4. (Uniform asymptotic stability of linear time variant systems). The state
point x  0 is a uniform asymptotic stable equilibrium point of the system (1. 4. 21), if and
only if the point x  0 is stable, which is guaranteed by

 
sup  sup  t , t o  
(1. 4. 24)
t o  0
 tto



and the point x  0 is attractive, which is guaranteed by

lim  t , t o   0 (1. 4. 25)

t 
uniformly in t o .

Theorem 1. 4. 5. (Exponential stability of linear time variant systems). The state point
x  0 is a exponentially stable equilibrium point of the system (1. 4. 21), if and only if
 t , t o   me   t  t o  , (1. 4. 26)

for some m,   0 and for all t  t o  0 .

Theorem 1. 4. 6. (Exponential and uniform asymptotic stability of linear time variant

systems). The state point x  0 is a uniform asymptotic stable equilibrium point of the
system (1. 4. 21), if and only if x  0 is an exponentially stable equilibrium point of (1. 4.
21).

It considers now the linear time variant system

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Introduction in to variable structure model reference adaptive control. Motivations

x  t   A t  x t 

 y t   C t  x  t 
, (1. 4. 27)

where x  t    n , y t    p , while A  t    nxn , C t    pxn are piecewise continuous

functions.

Definition 1. 4. 15. (Uniform complete observability). The pair  C t  , A t   is called

uniform complete observable if there are positive constants: 1 ,  2 ,  such that, for all
to  0

 2 I  N  t o , t o     1I (1. 4. 28)

where N t o , t o     nxn is the observability grammian

to 
N t o , t o        , t o C   C   , t o  d
T T
(1. 4. 29)
to

Theorem 1. 4. 7. (Exponential stability of linear time variant systems). The following

statements are equivalent:
i) the state point x  0 is an exponentially stable equilibrium point of the system (1.
4. 21);
ii) for all C t    pxn (with p arbitrary) such that the pair  C t  , A t   is uniform
complete observable, there is a symmetric matrix P t    nxn and some strictly
positive constants 1 ,  2 such that

 2 I  P  t    1I (1. 4. 30)

  t   A T  t  P t   P t  A t   C T  t  C t  (1. 4. 31)
for all t  0 ;
iii) for some C t    pxn (with p arbitrary) such that the pair  C t  , A t   is uniform
complete observable, there is a symmetric matrix P t    nxn and some strictly
positive constants 1 ,  2 , such that (1. 4. 30) and (1. 4. 31) hold.

It considers now the linear time invariant system

x  Ax x  t o   x o . (1. 4. 32)

If the system is linear, local and global stability properties are identical, and since is time
invariant, all properties are uniformly in t o .

Theorem 1. 4. 8. (Lyapunov theorem for linear time invariant systems). The following
statements are equivalent:
i) all eigenvalues of A are in the open left half plane;

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Introduction in to variable structure model reference adaptive control. Motivations

ii) for all C   pxn (with p arbitrary) such that the pair  C, A  is observable, there is
a symmetric matrix P   nxn satisfying

A T P  PA  C T C ; (1. 4. 32)

iii) for some C   pxn (with p arbitrary) such that the pair  C, A  is observable, there
is a symmetric matrix P   nxn satisfying (1. 4. 32).

The original variant of the Lyapunov theorem is stated with the matrix Q positive definite,
replacing C T C (which is only positive semi-definite), and the verifying the equation

A T P  PA  Q . (1. 4. 33)

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