Nonlinear Systems and Control

Chapter 2 Lyapunov Stability

Zhiyu Xi
z.xi@buaa.edu.cn
Department of Automation Science and Electrical Engineering

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Nonlinear Systems and

Chapter 1 Introduction to Nonlinear

Introduction to Nonlinear Systems
Systems
Control

Chapter 2 Lyapunov Stability

Chapter 3 Perturbed Systems

Analysis of Nonlinear Systems
Performance
Chapter 4 Input-Output Stability

Chapter 5 Feedback Linearization

2
Basic Concepts Lipschitz continuous function:
absolute value of the slope of the
line connecting every pair of
points on the graph is not greater
than a real number

3
Definition 2.1

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 •
𝑥1 = 𝜃, 𝑥2 = 𝜃
•
𝜃 𝑥1 = 𝑥2
• 𝑔 𝑘
𝑥2 = − sin𝑥1 − 𝑥2
𝑙 𝑚

For k  0, the equilibrium (0, 0) is asymptotically stable.

For k = 0, the equilibrium (0, 0) is stable. By starting sufficiently close
to the equilibrium point, trajectories can be guaranteed to stay within
a bounded area centered at the equilibrium.  −  requirement for
stability is satisfied intuitively. No need bother figuring out  ( ).
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Phase portrait of a pendulum with nonzero friction.
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Lyapunov’s Methods

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Theorem 2.1 (Lyapunov’s Stability Theorem)
•
Let x = 0 be an equilibrium point for x = f ( x) and D  R n be a
domain containing x = 0.
Let V : D → R be a continuously differentiable function, such that
V (0) = 0 and V ( x)  0 x  D, x  0
•
hen if V ( x )   in D, x = 0 is stable.
Moreover,if
•
V ( x )   x  D, x  0
then x = 0 is asymptotically stable.
Does not
Furthermore, if V ( x)  0, x  0, need
𝑥∈𝐷
V ( x) →  as x → 
•
and V ( x )  0, x  0, then x = 0 is globally asymptotically stable.
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Connect all points in domain 𝐷 with same value of
𝑉(𝑥) together to form a Lyaponov surface. 
Exhaustive search may be needed.

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Lyapunov’s Stability Theorem restated

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 A class of scalar functions V ( x) for which sign definiteness can
be easily checked is the class of functions of the quadratic form
n n
V ( x ) = x Px =  pij xi x j
T

i =1 j =1

where P is a real symmetric matrix.

In this case, V ( x ) is P.D (P. S.D) iff all eigenvalues of P are
positive (nonnegative).If V ( x ) = xT Px is P.D (P. S.D), we say
matrix P is P.D (P. S. D).
In some cases there are natural Lyapunov candidates
like energy functions in electrical or mechanical systems.
But there is NO systematic method for finding Lyapunov functions.

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Example 2.1
Study sign definiteness of V ( x) = ax12 + 2 x1 x3 + ax2 2 + 4 x2 x3 + ax32
 a 0 1   x1 
Ans: V ( x) =  x1 x2 x3   0 a 2   x2  = xT Px
 1 2 a   x3 
( − a)3 − ( − a) − 4( − a) = 0, 1 = a, 2,3 = a  5
V ( x) is P. D ( P. S . D) if a  () 5, i.e. all eigenvalues of
P are positive (nonnegative).
V ( x) is N . D ( N . S . D) if a  () − 5, i.e. all eigenvalues of P are
negative (nonpositive).
For − 5  a  5, V ( x) is indefinite.
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Example 2.2 Pendulum equation without friction

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Example 2.3 Pendulum equation with friction

Give some other

kind of Lyapunov
function a go!
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16
The Invariance Principle
Example 2.4 Pendulum equation with friction

Energy Lyapunov function fails to satisfy the asymptotic stability

condition. But can we say the system is not asymptotically stable
because of this observation? See phase portrait…
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Phase portrait of a pendulum with nonzero friction.
Trajectories appoach the origin, the origin is asymptotically stable.
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Definition 2.2

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How do we know if x (t ) approaches a set M ?

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Definition 2.3

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 Examples of positive invariant set :

()Asymptotically stable equilibrium point:

Every solution starting sufficiently close to it tend to it and remains there

()Stable limit cycle:

Solutions started sufficiently close to stable limit cycle approach the
limit cycle as t → .However, the solution does not approach any
specific point on the limit cycle.
x(t ) → M as t →  does not imply lim x(t ) exists.
t →

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 V is not Lyapunov
Theorem 2.2 (LaSalle’s Theorem) function and is not
necessarily P.D.

Solutions approach the largest invariant set with constant V !!

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Theorem 2.3

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Example 2.5

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26
Linear Systems

Equilibrium point at the origin

Isolated equilibrium point if

det( A)  0

A linear system
cannot have multiple
isolated equilibrium
points.
WHY?

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Then stability can be determined by observing Jordan normal form

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 To find if A is Hurwitz...

Quadratic
Lyapunov function

All eigenvalues have

strictly negative real parts

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Theorem 2.4

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Example 2.5

0 −1 1 0   p11 p12 

A=  ,Q =   , and P =  
 1 −1   0 1   12
p p22 

where, due to symmetry, p12 = p21. Then Lyapunov equation

PA + AT P = −Q can be rewritten as
 p11 p12  0 −1  0 1   p11 p12   −1 0 
p    +    = 
 12 p22  1 −1  −1 −1  p12 p22   0 −1

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Then
 p12 + p12 = −1  0 2 0   p11   −1
  −1 −1 1   p  =  0 
 p22 − p11 − p12 = 0 or    12   
 −2 p − 2 p = −1  0 −2 −2   p22   −1
 12 22

The unique solution is

 p11   1.5 
 p  =  −0.5 , i.e. P =  1.5 −0.5
 12     −0.5 1.0 
 p22   1.0   

The matrix P is P. D as eigenvalues are 1.5 and 1.25.

Therefore we know A is Hurwitz.
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 Previously had
type of equilibrium
of nonlinear and
linear systems

Now Lyapunov
stability of
nonlinear and
linear systems
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34
 Why can the behavior of nonlinear system
be reflected by its linearization?

For a nonlinear system x = f ( x) where f : D → R n

is a continuously differentiable. Suppose the origin

is in D and is an equilibrium so that f (0) = 0. Then
by mean value theorem, What is Mean
Value Theorem
fi
fi ( x) = fi (0) + ( zi ) x then?
x
where zi is a point on the line segment connecting x to
the origin.
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Mean Value Theorem
If f ( ) is a continuous function on the closed interval
[a, b], and differentiable on the open interval (a, b), then
there exists a point c in (a, b) such that
f (b) − f (a)
f (c ) =
'

b−a
i.e. f (b) − f (a) = f (c) *(b − a)
'

f (b) = f (a) + f ' (c) *(b − a)

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As f (0) = 0,
fi fi f i f i f i
fi ( x) = fi (0) + ( zi ) x = ( zi ) x = (0) x + [ ( zi ) − (0)] x
x x x x x
Then fi ( x) can be written as fi ( x) = Ax + G ( x), with
fi fi fi
A= (0) and G ( x) = [ ( zi ) − (0)] x.
x x x
Function G ( x) satisfies
fi fi
G ( x)  ( zi ) − (0) x
x x

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 fi
By continuity of , we see that
x
G ( x) fi fi
 ( zi ) − (0) → 0 as x → 0, i.e. zi → 0
x x x
This suggests that in a small neighborhood of the origin the
nonlinear system can be approximated by its linearization
about the origin
fi
x = Ax with A = (0)
x

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Theorem 2.5 (Lyapunov’s Indirect Method)

Let x = 0 be an equilibrium point for the nonlinear system

x = f ( x)
where f : D → R n is continuously differentiable and D is a neighborhood
of the origin. Let
f
A = ( x) |x =0
x
Then,
(1) The origin is asymptotically stable if Re i  0 for all eigenvalues of A
(2) The origin is unstable if Re i  0 for one or more of the eigenvalues of A

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Example 2.6

The pendulum equation

x1 = x2
g k
x2 = −( ) sin x1 − ( ) x2
l m
has two equilibrium points at (0, 0) and ( , 0),
investigate the stability of both points using linearization

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Region of Attraction
Definition 2.4
Suppose system x = f ( x) has got asymptotically stable equilibrium point.

Let  (t , x) be the solution of x = f ( x) that starts at initial state x at time t = 0.

Then the region of attraction is defined as the set of all points x such that
lim  (t , x) = 0, i.e.
t →

RA = {x  D |  (t , x) → 0 as t → }
Lemma 2.1
The region of attraction of an asymptotically stable equilibrium point is an open,
connected, invariant set, and its boundary is formed by trajectories.

Hint: One way to determine the region of attraction is to characterize those

trajectories which lie on the boundary of 𝑅𝐴 41
Example 2.7 Van der Pol equation in reverse time
• •
x1 = − x2 , x2 = x1 + ( x12 − 1) x2
One equilibrium point at the origin
& one unstable limit cycle.
The origin is a stable focus, hence
it is asymptotically stable.
This can be confirmed by linearization,
f 0 −1
as A = |x =0 =   has eigenvalues
x 1 −1
1 3
at −  j
2 2
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Example 2.8
• • 1 3
x1 = x2 , x2 = − x1 + x1 − x2
3 Three isolated equilibrium points at
(0, 0), ( 3, 0), and (- 3, 0). The origin is a
stable focus (asymptotically stable), and
the other two equilibria are saddle
points (unstable).
Stable trajectories of saddle points are the
boundaries of RA . The region is unbounded.
RA is an open set, so the boundaries are not
included in the region. See phase portrait.

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Estimates of the Region of Attraction:

Hint :
Find a subset of the region of attraction.
E.g. Let D be a domain with 0  D such that
•
for all x  D and given V ( x),V ( x)    V ( x)  0
Is D a subset of the region of attraction?

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Example 2.9 (Example 2.8 reconsidered)

Go back to the
phase portrait to
check on this !!

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D = {− 3  x1  3}
is NOT a subset of RA !
𝑽 = 𝒄𝟏
𝑫
x(0)

𝑽 = 𝒄𝟐
0
x(0)

𝑽 = 𝒄𝟑
𝑐2 < 𝑐1

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Theorem 2.7

If D is a domain that contains the origin such that

•
V ( x)  0 in D, then RA can be estimated by a compact
positively invariant set   D if
•
• V ( x)  0 for all x  , x  0 or
•
Makes sure
• No solution can stay identically in {x  D | V ( x) = 0}
trajectory does not
other than the zero solution get trapped
The simplest estimate is the set  c = {V ( x)  c} anywhere except
for the origin
when c is bounded and contained in D, i.e. all points in
c are in D
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How to find  c = {V ( x )  c} contained in D for some special kind of D ?

 b11 b1n   x1 
   
b=  , x =
 
bp1 bpn   xn 
 b x +b x + b x  r
 11 1 12 2 1n n 1



 bp1 x1 + bp 2 x2 + bpn xn48  rp
Example 2.10

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50
Try different V ( x ) to find
better estimate of RA

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Remark 2.2

If 1 ,  2 ,...,  m are positively invariant subsets of RA , then their

union  i is also a positively invariant subset of RA . Therefore,
m
i =1

if there are multiple Lyapunov functions for the same system and
each function is used to estimate RA we can enlarge the estimate
by taking the union of all the estimates.

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Example 2.11

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