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Lec 04
Lec 04
Material
To be able to
dV
Continuous time: <0
dt
Discrete time: V (k + 1) − V (k) < 0
dV
Continuous time: <0
dt
Discrete time: V (k + 1) − V (k) < 0
1
Often a magnitude measure or (squared) norm like |e|22 , ...
Lecture 4 Nonlinear Control and Servo systems (FRTN05)
A Motivating Example
m mẍ = − bẋ|ẋ| − k0 x − k1 x3
| {z } | {z }
damping spring
x b, k0 , k1 > 0
mv 2
Rx
Total energy = kinetic + pot. energy: V = 2 + 0
Fspring ds ⇒
d
V (x, ẋ) = mẍẋ + k0 xẋ + k1 x3 ẋ = {plug in system dynamics 2 }
dt
= −b|ẋ|3 < 0, for ẋ 6= 0
m mẍ = − bẋ|ẋ| − k0 x − k1 x3
| {z } | {z }
damping spring
x b, k0 , k1 > 0
mv 2
Rx
Total energy = kinetic + pot. energy: V = 2 + 0
Fspring ds ⇒
d
V (x, ẋ) = mẍẋ + k0 xẋ + k1 x3 ẋ = {plug in system dynamics 2 }
dt
= −b|ẋ|3 < 0, for ẋ 6= 0
m mẍ = − bẋ|ẋ| − k0 x − k1 x3
| {z } | {z }
damping spring
x b, k0 , k1 > 0
mv 2
Rx
Total energy = kinetic + pot. energy: V = 2 + 0
Fspring ds ⇒
d
V (x, ẋ) = mẍẋ + k0 xẋ + k1 x3 ẋ = {plug in system dynamics 2 }
dt
= −b|ẋ|3 < 0, for ẋ 6= 0
m mẍ = − bẋ|ẋ| − k0 x − k1 x3
| {z } | {z }
damping spring
x b, k0 , k1 > 0
mv 2
Rx
Total energy = kinetic + pot. energy: V = 2 + 0
Fspring ds ⇒
d
V (x, ẋ) = mẍẋ + k0 xẋ + k1 x3 ẋ = {plug in system dynamics 2 }
dt
= −b|ẋ|3 < 0, for ẋ 6= 0
locally stable, if for every R > 0 there exists r > 0, such that
If also
x2
x1
level sets where V = const.
∂V
gradient ∂x
V (x)=constant x(t)
f (x)
0
10 2
0 0
x1 −10 −2 x2
Consider
ẋ = f (x)
Assume that f (0) = 0.
Find Lyapunov function for linearization ẋ. Use it for original system
(near the equilibrium)!
Lemma:
M = MT > 0 ⇐⇒ λi (M ) > 0, ∀i
M = MT ≥ 0 ⇐⇒ λi (M ) ≥ 0, ∀i
M = MT > 0 V (x) := xT M x
⇓
V (0) = 0 , V (x) > 0, ∀x 6= 0
V (x) candidate Lyapunov function
Lecture 4 Nonlinear Control and Servo systems (FRTN05)
More matrix results
Linear system: ẋ = Ax
P A + AT P = −Q
= −Q
" #" #
−1 4 x1
ẋ = Ax = (1)
0 −3 x2
" #" #
−1 4 x1
ẋ = Ax = (1)
0 −3 x2
AT P + P A = −I
" #" # " #" #
−1 0 p11 p12 p p −1 4
+ 11 12 =
4 −3 p12 p22 p12 p22 0 −3
" # " # (2)
−2p11 −4p12 + 4p11 −1 0
=
−4p12 + 4p11 8p12 − 6p22 0 −1
2p11 = −1
−4p12 + 4p11 = 0
8p12 − 6p22 = −1
" # " #
p p 1/2 1/2
=⇒ 11 12 = >0
p12 p22 1/2 5/6
Lecture 4 Nonlinear Control and Servo systems (FRTN05)
Example cont’d
AT P + P A = −I
" #" # " #" #
−1 0 p11 p12 p p −1 4
+ 11 12 =
4 −3 p12 p22 p12 p22 0 −3
" # " # (2)
−2p11 −4p12 + 4p11 −1 0
=
−4p12 + 4p11 8p12 − 6p22 0 −1
2p11 = −1
−4p12 + 4p11 = 0
8p12 − 6p22 = −1
" # " #
p p 1/2 1/2
=⇒ 11 12 = >0
p12 p22 1/2 5/6
Lecture 4 Nonlinear Control and Servo systems (FRTN05)
Example cont’d
AT P + P A = −I
" #" # " #" #
−1 0 p11 p12 p p −1 4
+ 11 12 =
4 −3 p12 p22 p12 p22 0 −3
" # " # (2)
−2p11 −4p12 + 4p11 −1 0
=
−4p12 + 4p11 8p12 − 6p22 0 −1
2p11 = −1
−4p12 + 4p11 = 0
8p12 − 6p22 = −1
" # " #
p p 1/2 1/2
=⇒ 11 12 = >0
p12 p22 1/2 5/6
Lecture 4 Nonlinear Control and Servo systems (FRTN05)
Example cont’d
AT P + P A = −I
" #" # " #" #
−1 0 p11 p12 p p −1 4
+ 11 12 =
4 −3 p12 p22 p12 p22 0 −3
" # " # (2)
−2p11 −4p12 + 4p11 −1 0
=
−4p12 + 4p11 8p12 − 6p22 0 −1
2p11 = −1
−4p12 + 4p11 = 0
8p12 − 6p22 = −1
" # " #
p p 1/2 1/2
=⇒ 11 12 = >0
p12 p22 1/2 5/6
Lecture 4 Nonlinear Control and Servo systems (FRTN05)
x1 ’ = − x1 + 4 x2
x2 ’ = − 3 x2 x12+x22−8 = 0
x2 0
−1
−2
−3
−4
−4 −3 −2 −1 0 1 2 3 4
x1
1
2
0
x
−1
−2
−3
−4
−4 −3 −2 −1 0 1 2 3 4
x1
xT Qx ≥ λmin (Q)kxk2
and for all γ > 0 there exists r > 0 such that
(1) V (x∗ ) = 0
(2) V (x) > 0, for all x 6= x∗
(3) V̇ (x) < 0 for all x 6= x∗
(4) V (x) → ∞ as kxk → ∞
Example [Khalil]:
(
Contour plot V (x) = C : ẋ1 = −6x1 (1 + x21 )−2 + 2x2
2
0.5
3
x2
0 2
−0.5 1
0 Print
y
−1
-1
−1.5
-2
x1
−2
−10 −8 −6 −4 −2 0 2 4 6 8 10 -3
-4
Quit
-4 -3 -2 -1 0 1 2 3 4
x
(1) V (x∗ ) = 0
(2) V (x) > ǫ|x − x∗ |c > 0 for all x 6= x∗
(3) V̇ (x) ≤ −αV (x) for all x
(4) V (x) → ∞ as kxk → ∞
Assume x(t) 6= 0 ( otherwise we have x(τ ) = 0 for all τ > t). Then
V̇ (x)
≤ −α
V (x)
ẋ = f (x),
x(t)
x(0)
M
Ω E M
mẍ = −bẋ|ẋ| − k0 x − k1 x3
V (x, ẋ) = (2mẋ2 + 2k0 x2 + k1 x4 )/4 > 0, V (0, 0) = 0
V̇ (x, ẋ) = −b|ẋ|3 gives E = {(x, ẋ) : ẋ = 0}.
M consists of points that not only are in E (have ẋ = 0), but also stay
there (have ẍ = 0). When ẍ = ẋ = 0, we must also have x = 0.
Hence, M = {(0, 0)} so LaSalle’s theorem gives global asymptotic
stability of the origin.
dV d
= 2(x21 + x22 − 1) (x21 + x22 − 1)
dt dt
= −2(x21 + x22 − 1)2 (x21 + x22 ) ≤ 0 for x ∈ Ω
E = {x ∈ Ω : V̇ (x) = 0} = {x : kxk = 1}
M = E is an invariant set, because
d
V = −2(x21 + x22 − 1)(x21 + x22 ) = 0 for x ∈ M
dt
We have shown that M is a asymtotically stable limit cycle (globally
stable in R − {0})
u x
+ x
b e
s+a −
bb x
b
s+b a
ẋ + ax = bu
x
ḃ + a
bxb=b
bu
Introduce x
e=x−x
b, a b, e
e=a−a b = b − bb.
Want to design adaptation law so that x
e→0
1 2
e 2 + γb e
e + γa a
V = (x b2 )
2
ex
V̇ = x ea
ė + γa a ė + γbe
bėb =
=x
e(−ax
e−a
exb+e ea
bu) + γa a ė + γbe
bėb = −ax
e2
1 ė 1
ė = −a
a ḃ = x
exb b = −ḃb = − xeu
γa γb
Invariant set: x
e = 0.
3000
2500
2000
1500
1000
â
500
0
0 10 20 30 40 50 60
time [s]
3000
2500
2000
1500
1000
500
b̂
0
0 10 20 30 40 50 60
time [s]
0.8
0.6
0.4
0.2
x − x̂
0
−0.2
−0.4
−0.6
−0.8
−1
0 10 20 30 40 50 60
time [s]