(Behera, Kampur, 2003) Nonlinear Systems Analysis

Nonlinear System Analysis
Lyapunov Based Approach
Lecture 4 Module 1
Dr. Laxmidhar Behera
Department of Electrical Engineering,

Indian Institute of Technology, Kanpur.
January 4, 2003 Intelligent Control Lecture Series Page 1

Overview
Non-linear Systems : An Introduction

Linearization
Lyapunov Stability Theory
Examples
Summary

Nonlinear Systems: An Introduction
Model:

Properties:
Don’t follow the principle of superposition,
i.e,


Multiple equilibrium points
Limit cycles : oscillations of constant
amplitude and frequency
Subharmonic, harmonic oscillations for
constant frequency inputs
Chaos: randomness, complicated steady state
behaviours
Multiple modes of behaviour

Autonomous Systems: the nonlinear function does

not explicitly depend on time .

Affine System:

Unforced System: input ,


Example:
Pendulum:

The state equations are

Exercise
Identify the category to which the following
differential equations belong to? Why?
1.

2.

3. where is an external input.

4.

5.


Linearization
Concept of Equilibrium Point: Consider a system

where functions are continuously

!

differentiable. The equilibrium point for

"
"

this system is defined as

"
"


What is linearization?
Linearization is the process of replacing the
nonlinear system model by its linear counterpart
in a small region about its equilibrium point.
Why do we need it?
We have well stablished tools to analyze and
stabilize linear systems.

Linearization
The method:
Let us write the the general form of nonlinear
system as:

#

$
%

#
(1)
#

$
%

..
#
.
#

$

$
%

#

Linearization
Let be a constant input
(

&

"
"
"
%
"
'
that forces the system to settle into a

constant equilibrium state

such that
(

&

"
"
"
$
"
"
"
'
holds true.

Linearization
We now perturb the equilibrium state by allowing:

and . Taylor’s

)
*
"
"
expansion yields
)
#
*
"
"

#
+

*
"
"
"
"
"
"

*
+

Page 13
5 5
876 786
5 5
4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4
0 0
2 3 3 3 2 2 9 3 3 3 2 9
/. . /. .
..
.
7 7
..
.
- 0- - 0- - - - -
Intelligent Control Lecture Series

1 1 1 1
Linearization
1 1 1 1
1 1 1 1
are the Jacobian matrices of

2 2
/. / . / /. 7/ . 7/
..
.
..
.
- 0- , , , - 0- - - , , , - -

" "
* *

" "
) )

) *
where + + + +
January 4, 2003
Linearization
Note that
)
#
#
"

#
#
#
#
because is constant. Furthermore, .

)

"
"
"

Let
and
+
+

)
*
"
"
"
"

*
+
+
Neglecting higher order terms, we arrive at the
linear approximation
)
#

*
#

Linearization
Similarly, if the outputs of the nonlinear system

model are of the form

$
%

$
%

..

.

$
%

or in vector notation

<
*

;

Linearization
Taylor’s series expansion can again be used to yield

the linear approximation of the above output
equations. Indeed, if we let

;
;
"
then we obtain

*
;

Linearization
Example
Consider a first order system:
where

=

Linearize it about origin

Its solution is : . Whatever may be the

@
A

?>=

initial state , the state will settle at as

=
, which is the only equilibrium point that

this linearized system has.

Linearization
However, the solution of actual nonlinear system is
A

?>=

@ D>=
E

A

C

=
For various initial conditions, the system has two
equilibrium points: and as can be seen

C

in the following figure.

Linearization
Stable and Unstable Equilibrium Points

2
1.5 x0=1.1 x0=1.01
0.5 x(t)=x0e-t/(1-x0+x0e-t)
x0=0.5
X(t)
x0=-0.5
-0.5
-1 x0=1.5
-1.5
-2
0 1 2 3 4 5 6 7 8
Time(seconds)
is a Stable while is an unstable equilibrium point.

F
F

0
0
=

The concept of stability: Consider the nonlinear
system

Let an equilibrium point of the system be ,
G

G


We say that is stable in the sense of Lyapunov if
G

there exists positive quantity such that for every
H
we have

H
I
I

G

J

J

H
I
LKJ
LKJ
=

for all . we say that is asymptotically stable

G

B
if it is stable and
as
G

J

We call unstable if it is not stable.

G


How to determine the stability or instability of
G

without explicitly solving the dynamic equations?
Lyapunov’s first or indirect method: Start with a
nonlinear system

Expand in Taylor series around (we also
G

redefine )
G


where
4
+
4

4 MN4
0
+
is the Jacobian matrix of evaluated at and
G

contains the higher order terms, i.e.,

J

J

OPQ

0
STR
J
=
R
J
Then the nonlinear system is

asymptotically stable if and only if the linear

system is stable, i.e., if all eigenvalues of

have negative real parts.

Advantage: Easy to apply

Disadvantages:
– If some eigenvalues of are zero, then we
cannot draw any conclusion about stability of
the nonlinear system.
– It is valid only if initial conditions are “close”
to the equilibrium . This method provides no
G

indication as to how close is “close”.

Lyapunov’s second or direct method: Consider

U
the nonlinear system

Suppose that there exists a function, called

Lyapunov function, with following

properties:
1.
G

2. , for :Positive definite

G

B

3. : Negative

along trajectories of

K

Definite
Then, is asymptotically stable. The method
G

hinges on the existence of a Lyapunov function,

which is an energy-like function.

#

+
1

#
+
+

+
+
+
1
1
1

$

+
+

$
Advantages:
answers stability of nonlinear systems without
explicitly solving dynamic equations
can easily handle time varying systems

can determine asymptotic stability as well as

plain stability
can determine the region of asymtotic stability or
the domain of attraction of an equilibrium
Example
Oscillator with a nonlinear spring:

V

Linearize this system,

V
The characteristic equation of linearized system is

.


The characteristic root corresponds to the

V
damping term but notice the existence of a root

from the lack of a linear term in the spring restoring
force. The linearized version of the system cannot
recognize the existence of a nonlinear spring term
and it fails to produce a non-zero characteristic root
related to the restoring force.

Let’s look at Lyapunov based approach. Consider

the state space model

W

V

with equilibrium . Let’s try for a
G
G

Lyapunov function
C
C
Y

We can see that for all , .

B


The time derivative of

is
+

+
+

W
W

V

V

K
It follows then that is asymptotically stable.

G


Disadvantage of Lyapunov based Approach

There is no systematic way of obtaining
Lyapunov functions
Lyapunov stability criterion provides only
sufficient condition for stability.

References
1. Nonlinear Systems, Hassan K. Khalil, Third Edition,
Prentice Hall.
2. Applied Nonlinear Control, J. J. E. Slotine and W. Li,
Prentice Hall
3. Nonlinear System Analysis, M. Vidyasagar, Second
Edition, Prentice Hall

Nonlinear System Analysis
Lyapunov Based Approach
Lecture 5 Module 1
Dr. Laxmidhar Behera
Department of Electrical Engineering,

Indian Institute of Technology, Kanpur.

Stability of Linear Systems

Consider a linear system in the form

Choose as Lyapunov function the quadratic form
(

where is a symmetric positive definite matrix.

Then we have

(

(

(

(

(
(

(

where
Lyapunov Matrix Equation

(


If the matrix is positive definite, then the system is

asymptotically stable. Therefore, we could pick
, the identity matrix and solve

Z
for and see if is positive definite

Note: The usefulness of Lyapunov’s matrix equation

for linear systems is that it can provide an initial
estimate for a Lyapunov function for a nonlinear
system in cases where this is done computationally.
Furthermore, it can be used to show stability of the
linear quadratic regulator design.

LaSalle-Yoshizawa Theorem
Let be an equilibrium point of .

Let be a continuously differentiable, positive

definite and radially unbounded function such that

+
where is a continuous function. Then, all

solutions of are globally uniformly

bounded and satisfy

OPQ

AS[

In addition, if is positive definite, then the

equilibrium is globally uniformly

asymptotically stable.

More Examples
We will discuss three examples that demonstrate
applications of Lyapunov’s method, namely
1. How to assess the importance of nonlinear terms
in stability or instability.
2. How to estimate the domain of attraction of an
equilibrium point.
3. How to design a control law that guarantees
global asymptotic stability
Lyapunov Stability Theory: Examples
Example .1
Consider the system

with . Find the equilibrium of the system by

solving following equations:

G
G
G

G
G
G


Multiply the first equation by , the second by
G

and add them to get
G
G

Hence, the equilibrium point is .
G

The linearized system is

C

C


The characteristic equation is

4
4

4
4
C

4
4

C
#>

\

4
4

4
4
C

4
Since the characteristic roots are purely imaginary,

we can not draw any conclusion on the stability of
the nonlinear system.
Now we resort to Lyapunov based approach. Choose
the Lyapunov function to be the sum of the

kinetic and potential energy of the linear system

(this does not work always!):
C

We see that for all , . Then

B


Therefore, we see that b

if , the system is asymptotically stable

K
if , the system is unstable

B
b this result can not be obtained obtained by linearization

Example .2
Suppose we want to determine the stability of the
origin of the nonlinear system (Show that this

is the equilibrium of the system.),


The easiest way to show the stability is by

linearization. The linearized form of the system is

C
C

C
C

The characteristic equation is

We can see that the system is stable. Wait! since this
result is based on linearization, it says that if initial
condition is “close” to the equilibrium point


then the solution will tend to the equilibrium as

.

To find how close is “close” we need to get an

estimate of the domain of attraction. We can do this
by using Lyapunov theory.
Let’s try a Lyapunov function candidate
C
C


Take its time derivative

W

Y

Y

Y

Y

C

We can see, therefore, that stability is guaranteed if
or

K
C

K


This means that the domain of attraction of the

equilibrium is a circular disk of radius 1. As long as
the initial conditions are inside the disk, it is
guaranteed that the solution will end up at the stable
equilibrium. In case, the initial conditions lie outside
the disk then convergence is not guaranteed.

Note: It should be mentioned that the above disk is

an estimate of the domain attraction based on the
particular Lyapunov function we selected. A
different Lyapunov function could have produced a
different estimate of the domain of attraction.

Example .3
Trajectory Tracking
Consider a single link manipulator

]^

_

Now we want to find a control so that tracks a

desired trajectory . Define . Then above

>

`
`
equation may be written as
error dynamic equation

>

>

]^

_


Choose a Lyapunov Function Candidate
C

>

> :

Take its time derivative

>

>
> :
>

>

>

]^

> :


We can choose our control input as

. Then

]^

> :
>
a

assume

>

B
a
a

K
This implies that and . But, it does not

>
>

imply that . Substituting the control into error
>
dynamic equation, we get

>

>
> :

a

This implies that .

> :
>


Example .4
Back-Stepping
Consider the system

W

Start with the scalar system

W

Design the feedback control to stabilize

the origin .


We cancel the nonlinear term by taking

Thus we obtain

W

Taking Lyapunov function candidate as
, its time derivative satisfies

Y

b
K
cd

Hence, the origin is globally asymptotically stable.

Now to back step, we use the change of variable

e

So the transformed system

W

e

W

e
e


Taking as a composite

e

f

Lyapunov Function, we obtain

W

e

f
W

C

e
&
e

'

Y

W

C

e
&

'
Choosing control input as
W

e

W

we get

e

f
Hence with this control law, the origin is globally

asymptotically stable.

References
1. Nonlinear Systems, Hassan K. Khalil, Third Edition, Prentice Hall.
2. Applied Nonlinear Control, J. J. E. Slotine and W. Li, Prentice Hall

3. Nonlinear System Analysis, M. Vidyasagar, Second Edition, Prentice
Hall

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Nonlinear System Analysis

Lyapunov Based Approach

Dr. Laxmidhar Behera

Department of Electrical Engineering,

January 4, 2003 Intelligent Control Lecture Series Page 1

Non-linear Systems : An Introduction

January 4, 2003 Intelligent Control Lecture Series Page 2

January 4, 2003 Intelligent Control Lecture Series Page 3

January 4, 2003 Intelligent Control Lecture Series Page 4

Autonomous Systems: the nonlinear function does

January 4, 2003 Intelligent Control Lecture Series Page 5

The state equations are

3. where is an external input.

January 4, 2003 Intelligent Control Lecture Series Page 7

Concept of Equilibrium Point: Consider a system

where functions are continuously

differentiable. The equilibrium point for

this system is defined as

January 4, 2003 Intelligent Control Lecture Series Page 8

January 4, 2003 Intelligent Control Lecture Series Page 9

January 4, 2003 Intelligent Control Lecture Series Page 10

Let be a constant input

constant equilibrium state

January 4, 2003 Intelligent Control Lecture Series Page 11

We now perturb the equilibrium state by allowing:

January 4, 2003 Intelligent Control Lecture Series Page 12

Intelligent Control Lecture Series

are the Jacobian matrices of

January 4, 2003 Intelligent Control Lecture Series Page 14

Similarly, if the outputs of the nonlinear system

January 4, 2003 Intelligent Control Lecture Series Page 15

Taylor’s series expansion can again be used to yield

January 4, 2003 Intelligent Control Lecture Series Page 16

Linearize it about origin

Its solution is : . Whatever may be the

initial state , the state will settle at as

, which is the only equilibrium point that

this linearized system has.

However, the solution of actual nonlinear system is

in the following figure.

January 4, 2003 Intelligent Control Lecture Series Page 18

Stable and Unstable Equilibrium Points

1.5 x0=1.1 x0=1.01

is a Stable while is an unstable equilibrium point.

January 4, 2003 Intelligent Control Lecture Series Page 19

Let an equilibrium point of the system be ,

January 4, 2003 Intelligent Control Lecture Series Page 20

for all . we say that is asymptotically stable

We call unstable if it is not stable.

January 4, 2003 Intelligent Control Lecture Series Page 21

How to determine the stability or instability of

Expand in Taylor series around (we also

January 4, 2003 Intelligent Control Lecture Series Page 22

contains the higher order terms, i.e.,

asymptotically stable if and only if the linear

have negative real parts.

Advantage: Easy to apply

indication as to how close is “close”.

January 4, 2003 Intelligent Control Lecture Series Page 24

Lyapunov’s second or direct method: Consider

the nonlinear system

Suppose that there exists a function, called

2. , for :Positive definite