7 LECTURE 7: LYAPUNOV STABILITY OF NONLINEAR SYSTEMS

At the end of this lecture a learner should be able to:

i) Define stability in the sense of Lyapunov
ii) Explain the Lyapunov methods of determining stability
iii) Determine the stability of Systems using Lyapunov methods

Concepts
Stability, asymptotic stability, Lyapunov direct and indirect method

7.1 Stability and Equilibrium State

Stability
Is the property of a system that causes a disturbance input effect on the output slowly dies away or
grows to maximum output value(bounded).

Fig. 7.2 Classical Stability

Stability for Nonlinear Systems

Stability of a nonlinear system in the sense of lyapunov depends on:
1) The phase plane and not the s-plane
2) Finding the critical or equilibrium points
3) Determining the trajectories near the critical points:
– Depends on the nature of the critical points or poles.
– The nature of points may be a saddle, centre, focus..
4) The trajectories are the basis of defining stability:
– Stable or unstable
– Asymptotic stability or local stability
– Bounded input bounded output
– Global stability

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7.1.1 Second Lyapunov method
The principle of the second Lyapunov method is to find a function V(x) that represents energy or
generalized energy and satisfies the following conditions.
The equilibrium point, xe=0, is stable Iff:
1. V(x) is continuously differentiable around the fixed point, xe.
 
V (x)  0 for all x  xe  0 and V (0)  0
2. Positive definite V:

dV ( x )  dV (0)
 0 at all states x ; 0
3. Negative definite dV/dt: dt dt
The stability of a system trajectories are shown in Fig. 7.2
Stable Unstable

Fig. 7.2 Lyapuniv Stability : Stable and unstable systems

Local stability 
if a system starts from an initial disturbance near an equilibrium point the state trajectory move
towards the equilibrium point in some time. 
Global stability
A system will come to the equilibrium point from any possible starting point, there is no "nearby"
condition.
Asymptotic stability
A system will come to the equilibrium point from any possible starting point, there is no "nearby"
condition.
Bounded-Input Bounded-Output(BIBO) stable
Also called Input-output stability. Output is bounded for all limited(bounded) input.

7.1.2 Stability Theorems:

Lyapunov Stability Theorem
Let x=0 be an equilibrium point of f(x)= dx/dt, f: DRn, and let V: DR be a continuously differentiable
function. The systeem is stable iff:
(i ) V (0)  0,
(ii ) V ( x )  0 in D   0,
(iii ) V ( x )  0 in D   0,

That is V’ must be negative semidefinite.

1. The function V(x) is continuously differentiable around the fixed point or origin

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 2. V(x) is Positive definite V: V ( x )  0,V (0)  0
3.The derivative, dV/dt, Negative definite: V ( x )  0,V (0)  0
Note that there are many Lyapunov functions that can satisfy the condition and is therefore not
unique.

Asymptotic Stability
The system is is asymptotically stable at xe=0 under the conditions of Theorem 1, if V(.) if:
(i ) V (0)  0,
(ii ) V ( x )  0 in D   0,
(iii ) V ( x )  0 in D   0,
In other words, asymptotic stability is achieved if the conditions of Theorem 1 are strengthened by
requiring dV(x)/dt to be negative definite, rather than negative semi definite.

Asymptotic Stability in the Large

When the equilibrium is asymptotically stable, it is often important to know under what conditions an
initial state will converge to the equilibrium point. In the best possible case, any initial state will
converge to the equilibrium point is said to be globally asymptotically stable, or asymptotically stable
in the large.

Global Asymptotic Stability

suppose there is a function V such that
• V is positive definite
• V ( x )  0 for all z ≠ 0, V (0)  0
then, every trajectory of x (t )  f ( x ) converges to zero , xe =0, as t → ∞. System is globally
asymptotically stable (G.A.S.) if for every trajectory x(t), we have x(t) → xe as t → ∞, (implies xe is the
unique equilibrium point)

7.1.3 Concept of definiteness

Positive definite function (PDFs) constitute the basic building block of the Lyapunov theory. The PDFs
can be seen as an abstraction of the total energy stored in a system. All of the Lyapunos stability
theorems focus on the study of the time derivative of a positive definite function along the trajectory
of the system.
The Lyapunov functions are quadratic functions of the state of the system under consideration.
Consider a system,
x 1  x2 0 1  x1  0
f (x )    u
x 2  2 x1  3x2  u(t ) 2 3  x2  1

For the position vector, x(t), Potential energy and kinetic energy are given by:
1 2 1 2
PE  x1  x 2
2 2
1 2 1 2
KE  x 1  x 2
2 2
A typical energy Lyapunov function, V(x) is in the form of potential or kinetic energy :
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 1 2 1 2
V ( x)  x1  x 2 :
2 2

0.5 0   x1 
we ca use matrix form: V ( x )  x Ax   x1 x2  
T
   , A is symmetric matrix
 0 0.5  x 2 
By taking the derivative of the function, the state functions, x’(t), becomes incorporated in the
function so that it has both the function of the function and state trajectory.
V ( x )  x1 x 1  x 2 x 2
 x1 x 2  x 2 ( 2 x1  3x2  u(t )  3x1 x 2  3x 22  x 2 u(t )
V x  V V   x 1 
V ( x )    V(x) * x
x t  x1 x2   x 2 
 x2 
  x1 x2     x1 x2  2 x1 x2  3x2  x2 u(t )
2

2
 1 x  3 x 2  u ( t ) 
Example
x 1   x 2
Given the system model:  x  0  1  x1 
x 2  2 x1 ; 1 
 x 2 
2
 0   x 2 

1 2 1 2
Show that the Lyapunove function is a suitable candidate: V ( x)  x1  x 2
2 2
V ( x )  x1 x 1  x 2 x 2   x1 x 2  2 x1 x 2  x1 x 2
Then the derivative: V
 f ( x )  x1 (  x 2 )  x 2 ( 2 x1 )   x1 x 2  2 x1 x 2  x1 x 2
t
The dV/dt, is NOT negative definite.

7.1.4 Definiteness
Positive Definite
A function V=f(x) is said to be positive definite in a certain region about the origin if at all points it has
a positive value.
The function V ( x, y )  ( x  y ) 2  x 2  y 2
is positive definite if for x=0, or y=0, V(x,y)=0 and for x ≠0, y ≠0, then V(x,y)>0

Positive semi-definite:
A function V=f(x) is said to be positive definite in a certain region about the origin if at all points it has
a positive value except at certain points at which it is zero
The function V ( x, y )  ( x  y ) 2  x 2  y 2  2 xy
is positive semi-definite if for x=0, or y=0, V(x,y)=0 and for x ≠0, y ≠0, then V(x,y)>0
The Lyapunov function may be expressed in matrix form as:
1 1  x  x  y
V ( x, y )  x T Px   x y     x y  x ( x  y )  y ( x  y  x 2  2 xy  y 2
1 1  y  x  y 

Since det(P)=1>0. Then the V(x,y) is positive definite.

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Negative definite:
A function V=f(x) is said to be negative definite in a certain region about the origin if at all points it has
a negative value except at the origin
The function V ( x, y )   x 2  2 y 2 is negative definite.
 1 0  x   x 
V ( x, y )  x T Px   x y  x y  x (  x )  y ( 2 y )   x 2  2 y 2
0  2  y  
 2 y 
Negative semi-definite:
A function V=f(x) is said to be negative definite in a certain region about the origin if at all points it has
a negative value except at certain points at which it is zero
The function V ( x, y )   x 2  y 2  2 xy
is negative semi-definite. When x=0, or y=0, V(x,y)=0 and V(x,y)=0 and for x ≠0, y ≠0, then V(x,y)<0
 1 1  x   x  y
V ( x, y )  x T Px   x y   x y   x (  x  y )  y (  x  y )   x 2  2 xy  y 2
1  1  y   x  y 

Indefinite:
A function V=f(x) is said to be indefinite in a certain region it takes on varying steps
The function V ( x , y )  x  y is indefinite

The Fig. 7.2 shows the representation of the various types of equilibrium points and their stability and
the corresponding lyapunov function definiteness.

Fig. 7.2 Physical representation of definiteness in 3D

7.2 Lyapunov Function and Linear Time invariant systems

Linear time invariant systems are represented by the system matrix in vector form as:
x  Ax  bu,
The system stability may be obtained by choosing a Lyaponov function,
V ( x )  x T Qx
where Q is a symmetric positive matrix.

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The matrix, Q , can reveal the qualities of the Lyaunov function, v(x). Therefore we obtain the
definiteness of the matrix ,Q.
Symmetric matrices
The quadratic form Q(x1, x2) = 5x21 −10x1x2 +x22 can be represented, for example, by the following 2 × 2
matrices:

 5  2  5  3  5  5
A   , B , C ,
 8 1   7 1   5 1 
Matrix C is symmetric: aij = aji.
Theorem 1
Any quadratic form can be represented by symmetric matrix. If a’ijǂ aji we replace them by new
a’ij = a’ji =( aij+aji )/2 ,
This does not change the corresponding quadratic form. Generally, one can find symmetrization
A’ of a matrix A by :
A  AT
A'  C 
2
The Lyapunov’s function can be written using a suitable symmetric matrix, Q,
V ( x )  ax 2  bxy  y 2
The matrix Q, is related to the V(x) using the coefficients of V(x) as:

a b  x 
V ( x)   x y 2
 y   x Qx
T

 b 2 c  

The matrix, Q, may be used to determine the stability of the system: x  Ax

7.2.1 Definteness and Matrices

Given a linear system of the form: x  A x



a b
V  x T Px, P 
Consider a quadratic Lyapunov function candidate b c 
where P is a symmetric positive definite matrix.
There are 4 ways to test whether P is p.d.
1. The eigenvalues of P are all Positive.
2. Determinant Test: a>0, ac-b2>0,
3. Pivot Test: a>0, (ac-b2)/a >0,
4. xTPx is positive definite when xe=0.

Test for positive definite (p.d.) Matrix

 A matrix , Q, is positive definite if it’s symmetric and all its eigenvalues are positive.
 A matrix , Q, is positive definite if it’s symmetric and all its pivots are positive.
 A matrix , Q, is positive definite if its n upper left determinants.
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  A matrix , Q, is positive definite if xTAx > 0 for all vectors x≠0.
 A matrix , Q is positive definite if and only if it can be written as A = RTR, where R is a matrix,
possibly rectangular, with independent columns.
Definitions
Given symmetric real matrix, QϵRnxn, and a no-zero vector, xϵRn then:
 Q symmetric real matrix , Q ,is said to be positive definite if  x T Ax  0  for all non-zero vector,
xϵRn
Q is positive definite  x T Qx  0, xR n \ 0

 A symmetric real matrix , Q  is said to be  positive semidefinite or non-negative definite if  for

x T Qx  0  for all non-zero vector, xϵRn

Q is positive semi - definite  x T Qx  0, xR n

 A symmetric real matrix , Q, is said to be negative definite if  x T Qx  0  for all non-zero vector,
xϵRn
Q is positive definite  x T Qx  0, xR n \ 0

 A symmetric real matrix , Q,  is said to be  positive semidefinite or non-negative definite if  for

x T Qx  0  for all non-zero vector, xϵRn

Q is positive semi - definite  x T Qx  0, xR n

 An nxn symmetric real matrix which is neither positive semidefinite nor negative semidefinite
is called indefinite.
Eigen values
1 2
Consider the matrix A   ;
2 1

s 1 2
sI - A   ( s  1)( s  3)  4  s 2  4 s  1  0; s1, 2  2  4.472  2.272,6.44
2 s 1

Pivots
1 2
A ;
Consider the matrix 2 1 .

We need to form the matrix to be upper right triangular to get the pivots on the diagonal.
1 2 
Subtract (2 *row 1) from row 2, to get A   ;
0  3

The pivots are 1,-3 therefore the matrix is not positive definite.

Determinants
If x is an eigenvector of A and λ is an eigenvalue of A, then for x≠0 and Ax = λx. In this case x TAx = λxTx.
If λ> 0, then as xTx> 0 we must have xTAx> 0. For positive definite matrices is xTAx is always positive, for
any non-zero vector x, not just for an eigenvector.
Consider the symmetric matrices A and B :
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  2 1 0 
2 1
A  ; B   1 2  1
1 3  
 0 1 2 

2 1
For matrix A: |2|>0, 1 3  2 * 3 - 1  5  0  postive definite

2 1 0
2 1
For matrix B: |2|>0,  1  4 - 1  3  0;  1 2  1  6  2  0  4  0  postive definite
2
0 1 2

7.3 Lyapunov Function for linear systems

Consider the autonomous system x  Ax . Define a Lyapunov function, V(x): we can find a matrix , P,
such that:
V ( x )  x T Px

Where P is a positive definite, real symmetric matrix. Then time derivative of V(x), is:
V ( x )  x T ( Px )  ( x T ) Px
 (Ax) T Px  x T P ( Ax )
 x T AT Px  x T PAx
 x T ( AT P  PA ) x

If V(x) is positive definite, the requirement for asymptotic stability is that V ( x ) is negative.
V ( x )   x T Qx
 x T ( AT P  PA ) x

And therefore for stability: Q  -(A T P  PA)

Therefore Q must be negative definite: A T P  PA  Q  0

Example 1.
Determine the stability of the systems represented by the autonomous system matrices: A 1.
 1 0  s 1 0
A1   sI - A1   ( s  1)( s  3)  0; s  1,3
 2  3 2 s3

The system is unstable:

Check now with the Lyapunov matrix equation.
 1 0  T 1  2 1 0 p p
A1   ; A1   ; Q ;P   1
 2  3 0

 3 
 0 1 p p2 

Determine P from the Lyapunov equiation: A T P  PA  Q  0 :

1  2  p1 p   p1 p  1 0  1 0
0  3  p   0
  p2   p 
p2   2  3 0 1


 p1  2 p p  2 p2   p1  2 p  1  3 p  0 0 
  3p   
  3 p2   p  2 p2  3 p2  1 0 0

2 p1  4 p  1  2 p  2 p2  0 0
  2p  2p 
 2  6 p2  1  0 0

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Solving the simultaneous equations:
1
6 p2  1  p2   0.1667
6
2 p  2 p2  0  p   p2  0.167
2 p1  4 p  1  0  p1  0.5  0.333, p1  0.833

  0.833  0.167
P ; Det(P)  ( 0.833 * 0.1667) - (0.1672 )  0.167  0
  0.167 0.1667 

The matrix P is NOT positive definite. Therefore the system is UNSTABLE

NB:
If the equation for determining the coefficients is quadratic, then take the positive values:
2
p2  2 p2  2  0  p2  1  1.414; p  0.414
Example 2.
1 0 
Using the stable matrix, A2  
 2  3
s 1 0
sI - A 2   ( s  1)( s  3)  0; s  1,3
2 s3

The system is stable

  1  2  p1 p   p1 p    1 0  1 0
 0  3  p   0
  p2   p p2    2  3 0 1

 p1  2 p  p  2 p2   p1  2 p  1  3 p   0 0
  3p   
  3 p2    p  2 p2  3 p2  1 0 0

  2 p1  4 p  1  4 p  2 p 2  0 0
 4p 2p 
 2  6 p 2  1  0 0

Solving the simultaneous equations:

1
6 p2  1  p 2   0.1667
6
1
 4 p  2 p 2  0  p   p 2  0.0833
2
 2 p1  4 p  1  0  p1  0.5  2 p  0.5  0.166  0.667

 0.667  0.0832
P ; Det(P)  (0.667 * 0.1667) - (0.83 * 0.83)  0.10458  0
  0.0832 0.1667 

The matrix P is positive definite. Therefore the system is STABLE

Example 2:
Given system the matrix A and choose the identity matrix, Q=I2, the matrix P can be obtained using:

ATP  P A  Q  0
 0 1 1 0 p p
A  ;Q   ,P   1
  12

 8 
 0 1 p p2 

9
 s 1
Stability: sI  A  12 s 8
 s ( s  8)  12  s 2  8s  12  0; s1, 2  4  4  8,0

The matrix P can be calculated as follows:

0  12  p1 p   p1 p  0 1  1 0
1  8   p   0
  p 2   p p2    12  8 0 1

  12 p  12 p 2    12 p p1  8 p  1 0
p 8p   0
 1 p  8 p 2    12 p 2 p  8 p 2  0 1

  24 p  1 p1  8 p  12 p2  0 0
 p  8 p  12 p 
 1 2 2 p  16 p 2  1  0 0

Solve the system of simultaneous equations:

24 p  1;  p  1 / 24  0.04167
1
p1   12 p2  0
3
2 26
 16 p2  1  0  p2   0.0677
24 24 * 16
1
p1   0.50004  0.83337
3
The linear system is stable since the matrix P there is positive definite.
 0.8333 0.0417 
P ; Det(P)  (0.0667 * 0.833) - (0.0417 2 )  0.0538  0
0.0417 0.0677 

MATLAB solves the equation AP  PA T  Q  0 and hence may give a different matrix but is
definiteness is the same.

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>A=[0 1;-12 -8]; P = [0.4010 -0.5000]
>Q=[1 0;0 1]; [-0.5000 0.8125]
>P=lyap(A,Q)
>eig(P) = 0.0661, 1.1474

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NB:  A Hermitian or symmetric matrix is positive definite iff all its eigenvalues are positive.

7.3.1 Lyapunov Stability For Linear Time-Invariant Systems

Consider the system: x  A x .



Let the Lyapunov function be: V  x Px , where P is a positive definite matrix. Given a symmetric
T

Matrix, A, with eigenvalues λ1, λ2:

a b
A  ; Trace(A) =  a  c   the sum of elements on the main diagonal ,
b c 

Det(A)=ac-b2.
There are four ways to determine if the matrix is positive definite:
i) Eigen value test: λ1<0, λ2<0
ii) Determinant Test: a  0, ac  b 2  0
ac  b 2
iii) Pivot Test: a  0, 0
a
iv) x T Ax is positive except when x  0

7.4 Lyapunov Function For Nonlinear System:- Krasovskii’s method

Krasovskii’s method suggests a simple form of Lyapunov function candidate (LFC) for autonomous
nonlinear systems, namely, V=fTf. The basic idea of the method is simply to check whether this
particular choice indeed leads to a Lyapunov function.
Theorem (Krasovskii):
Consider the autonomous system defined by f(x)=dx/dt=f(x), with the equilibrium point of interest being
the origin. Let J(x) denote the Jacobian matrix of the system, i.e.,
f
J ( x) 
x
If the matrix F=J+JT is negative definite, the equilibrium point at the origin is asymptotically stable. A
Lyapunov function for this system is
V ( x)  f T ( x) f ( x)
If V(x)  ∞ as ǁxǁ ∞, then the equilibrium point is globally asymptotically stable.
Example 1
Consider a nonlinear system
x 1  6 x1  2 x2
x 2  2 x1  6 x2  2 x23
We have

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  f1 f1 
f  x1 x2   6 2 
J   
x  f 2 f 2   2  6  6 x 22 
 x1 x2 
The Lyapunov function is obtained using the matrix, F:
  12 4   12 4 
F  J  JT   2
 , | F | 0
 4  12  12 x 2   4  12

The matrix F is negative definite over the whole state space. Therefore, the origin is asymptotically
stable, and a Lyapunov function candidate is

  6 x1  2 x2 
V ( x )  f T ( x ) * f ( x )  [( 6 x1  2 x2 ), ( 2 x1  6 x2  2 x 23 )] 3
2 x1  6 x2  2 x 2 
 ( 6 x1  2 x2 ) 2  ( 2 x1  6 x2  2 x23 ) 2
Since V(x)  ∞ as ǁxǁ ∞, then the equilibrium point is globally asymptotically stable.

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