Outline

 Stability of an equilibrium of a nonlinear

Lyapunov Stability Theory system .
 Lyapunov’s (first, indirect) linearization
M. S. Fadali method.
Professor of EE
 Lyapunov’s (second) direct method.
 Linear time-invariant case.

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Lyapunov’s Linearization Method Example

 Linearize nonlinear system in vicinity  Determine the stability of the equilibrium
of equilibrium : of the mechanical system at the origin
.
 Find the eigenvalues of the linearized system.
The equilibrium of the nonlinear system is:  Equilibrium with
◦ asymptotically stable if all the eigenvalues are in the
open LHP.
◦ unstable if one or more of its eigenvalues is in the
open RHP.
◦ Inconclusive for LHP eigenvalues and one or
more eigenvalues on the imaginary axis.
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Nonlinear State Equations Linearization and Stability
 Physical state variables  Equilibrium state
 Linearized model with
 State Equations
 Characteristic polynomial and stability

 Stable ,

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Lyapunov’s Direct Method

Lyapunov Stability
 Examine stability of nonlinear system x2
directly.
x1
 Generalize concept of energy function.
 Gives sufficient stability or instability 

conditions (in general).
there exists a such that
 Possible difficulty, choice of suitable
Lyapunov (generalized energy) function.
 Defined for an equilibrium point (origin)
 Start near the equilibrium and stay near
the equilibrium.
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Asymptotic Stability Directional Derivative
For an equilibrium point  Consider a continuous function f with
continuous partial derivatives.
1. Lyapunov stabilty
 Directional derivative of at in the
2. Convergence to the origin, i.e. there direction
exists a such that
_|Å
→
_|Å
→  Some authors assume
;

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Lyapunov Function Quadratic form

 Positive definite:

 Decreasing (or non-increasing) along the

trajectories of the system.
 Replacing terms in the first summation by
 Derivative negative (or semidefinite)
gives
 Assume a symmetric matrix with no loss
of generality
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Positive Definite Matrix P>0 Negative Definite Matrix
 All its eigenvalues are negative
 for any nonzero
 If is positive definite, then is negative
 All its eigenvalues are positive definite
/ / / /

for any nonzero for any nonzero

 Common choice of Lyapunov Function Negative semi-definite Matrix: eigenvalues

are negative or zero .
 Look for negative definite
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Lyapunov Stability Theorem Justification

 Given a positive definite function
 If the derivative of along the
trajectories of the system is
a) negative semi-definite then the equilibrium is
stable in the sense of Lyapunov.
b) negative definite then the equilibrium is
asymptotically stable.
c) positive definite then the equilibrium is
unstable.
 Lypunov function gets smaller with the
length of .
 If the function has a negative derivative
along the trajectories, it is getting smaller.
 The function continues to get smaller
along the trajectories until it reaches a
minimum: convergence.
 The minimum value of the function is zero
(at the equilibrium point).

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 La Salle’s Principle
 If the derivative of along the
trajectories of the system is
negative semi-definite but is only zero for
trivial trajectories (ones that imply
then the equilibrium is asymptotically
stable.
Remarks
 The theorem provides sufficient
conditions for stability and sufficient
conditions for instability.
)  If the test fails, there is no conclusion.
 It is often difficult to find a suitable
Lyapunov function for nonlinear systems.
 For linear systems, the theorem can
provide a necessary and sufficient
condition.
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Scalar System (Slotine & Li) Nonlinear Spring-Mass-Damper

 Show that the system is asymptotically
stable.
 Show that the system is asymptotically
stable.
 Lyapunov function

,
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Solution Linear Time-invariant Case
 Use energy as the Lyapunov function
The LTI system

is asymptotically stable if and only if for

any positive definite matrix there exists
a positive definite symmetric solution to
(stable i.s. Lyap.) the Lyapunov equation

(asymptot. stable)
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Proof Remarks
 Use a quadratic Lyapunov function  Recall that the original Lyapunov theorem
only gives a sufficient condition.
 If we start with (i.e. with Lyapunov
function) and solve for , the condition
the test may or may not work.
 If we start with (i.e. with the derivative
and we find a the condition is necessary
and sufficient.

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Example Solution
Determine the stability of the system with
state matrix
0 6 0 1 1 0
1 5 6 5 0 1
• Multiply
using the Lyapunov equation with .
12 6 5 1 0
Note: The system is clearly stable by 6 5 2 10 0 1
inspection since is in companion form. • Equate to obtain three equations in three unknowns.
Choosing P=I will not work! No conclusion.
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Equivalent Linear System MAPLE

12 6 5 1 0
6 5 2 10 0 1 Compute:
0 12 0 1 with(LinearAlgebra):
1 5 6 0 Transpose(A).P+P.A
0 2 10 1
1/12
Solve the equivalent linear system:
LinearSolve(M,B)
1 2 /10 7/60
6 5 7/10 5/12 67/60
67/60 1/12 1.1167 0.08333
1/12 7/60 0.08333 0.1167

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MATLAB MATLAB Example
>> A=[0,1;-6,-5];
>> Q=eye(2)
 Solve a different equation. >> P=lyap(A,eye(2))
P=
 Identical to our equation with 0.5333 -0.5000
replaced by . -0.5000 0.7000
>> eig(P)
ans =
 Eigenvalues are the same! 0.1098
1.1236

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To Get Earlier Answer

 1.1167 0.08333
P 
0.08333 0.1167 

>> P=lyap(A',eye(2))
P=
1.1167 0.0833
0.0833 0.1167

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