See discussions, stats, and author profiles for this publication at: https://www.researchgate.

net/publication/4141820

Nonlinear Control Synthesis by Sum of Squares Optimization: A Lyapunov-

based Approach

Conference Paper · August 2004

DOI: 10.1109/ASCC.2004.184761 · Source: IEEE Xplore

CITATIONS READS

327 1,561

3 authors, including:

Antonis Papachristodoulou Fen Wu

University of Oxford North Carolina State University, Raleigh, United States
260 PUBLICATIONS 6,705 CITATIONS 193 PUBLICATIONS 5,227 CITATIONS

SEE PROFILE SEE PROFILE

Some of the authors of this publication are also working on these related projects:

Distributed stability analysis and control design of large scale complex networks View project

NASA Verification of Hybrid Systems View project

All content following this page was uploaded by Fen Wu on 03 June 2014.

The user has requested enhancement of the downloaded file.

 Nonlinear Control Synthesis by Sum of Squares
Optimization: A Lyapunov-based Approach
Stephen Prajna1 , Antonis Papachristodoulou1 , and Fen Wu2
1
Control and Dynamical Systems
California Institute of Technology
Pasadena, CA 91125 – USA
{prajna,antonis}@cds.caltech.edu
2
Dept. of Mechanical & Aerospace Engineering
North Carolina State University
Raleigh, NC 27695 – USA
fwu@eos.ncsu.edu

Abstract tion V (x) such that the following two expressions:

This paper addresses the state feedback control syn-
thesis problems for nonlinear systems, either without
or with guaranteed cost or H∞ performance objectives.
By representing the open-loop nonlinear systems in a
state dependent linear-like form and considering a spe-
cial class of Lyapunov functions, sufficient conditions
for the solutions to the above problems can be formu-
lated in terms of state dependent linear matrix inequal-
ities. Semidefinite programming relaxations based on
the sum of squares decomposition are then used to ef-
ficiently solve such inequalities.
1 Introduction
Analysis and control of nonlinear systems are among
the most challenging problems in systems and con-
trol theory. Despite many years of research, there is
still no universal methodology for analyzing stability
and performance of nonlinear systems, let alone con-
structing controllers that stabilize such systems. Var-
ious approaches based on Lyapunov and storage func-
tions [12, 26] for analysis as well as approaches based on
control Lyapunov functions (CLFs) [24] for synthesis
have been proposed. However, these approaches suf-
fer from one drawback: constructing such functions is
hard, and moreover, no coherent and tractable compu-
tational method exists to aid us in constructing them.
Recently, a computational relaxation based on the sum
of squares decomposition [15] and semidefinite pro-
gramming [1, 25] has been proposed for algorithmic
construction of Lyapunov functions [15, 14]. Consider
a system with a polynomial vector field ẋ = f (x),
where f (0) = 0. The idea is to find a polynomial func-
V (x) − φ(x) (1)
∂V
− f (x) (2)
∂x
are sums of squares, where φ(x) is some positive def-
inite polynomial. The sum of squares condition guar-
antees that the above expressions are nonnegative
(cf. Section 2), and therefore V (x) is actually a Lya-
punov function which proves that the zero equilibrium
of the system is stable. The set of V (x) satisfying
(1)–(2) is convex, and the search for the polynomial
coefficients in V (x) such that V (x) satisfies the above
conditions can be performed by solving a semidefinite
programming problem. Thus, the approach is compu-
tationally tractable.
Extending the aforementioned approach to controller
synthesis is unfortunately not trivial at all. For a sys-
tem ẋ = f (x) + g(x)u, where f (x) and g(x) are poly-
nomials, application of the above method to the state
feedback synthesis problem amounts to finding a poly-
nomial state feedback law u = k(x) and a polynomial
Lyapunov function V (x) such that (1) and
∂V
− (f (x) + g(x)k(x)) (3)
∂x
are sums of squares. Yet the set of V (x) and k(x)
satisfying these conditions is not jointly convex, and
hence a simultaneous search for such V (x) and k(x) is
hard — it is equivalent to solving some bilinear matrix
inequalities (BMIs). Because of this, a dual approach
to the state feedback synthesis based on density func-
tions [19] has been proposed [18], which has a better
convexity property. In spite of that, it is currently still
unclear how a performance objective can be incorpo-
rated in the density-based approach.
In this paper, we revisit the Lyapunov-based approach
for controller synthesis, as it allows us to incorporate
performance objective in the design. For linear sys-
tems, the solutions to the H2 and H∞ control problems
are now well-known and can be stated in terms of Ric-
cati equations [5] or linear matrix inequalities [6, 21].
This has motivated people to utilize state dependent
linear representation for nonlinear systems and derive
synthesis solutions that mimic those of the purely lin-
ear ones. In the area of nonlinear optimal control, the
state dependent Riccati equations method has been
used [2]. However, this approach provides no guar-
antee for global asymptotic stability and therefore fur-
ther stability analysis is usually required. On the other
hand, methods based on nonlinear matrix inequali-
ties [13, 10], which actually are state dependent lin-
ear matrix inequalities (LMIs), have also been devel-
oped. Closely related to these is the quasi-LPV tech-
nique [22, 8, 9], which builds upon linear parameter
varying (LPV) control [28]. This technique treats non-
linear systems as LPV systems, where the parameters
are in fact dependent on the state.
Beside the above synthesis methods, there exist itera-
tive methods that essentially alternate the searches for
Lyapunov functions and controllers [4, 3, 11]. Intrinsic
to iterative methods is however that the iteration will
usually converge to a local optimum. Finally, there are
various other approaches such as feedback linearization
and backstepping (see [12]).
The approach that we take in this paper is most re-
lated to the approach in [8, 9]. We represent the open-
loop nonlinear systems in a state dependent linear-like
form, and formulate the solutions to the state feedback
synthesis problems (without and with performance ob-
jectives) in terms of state dependent LMIs. The differ-
ences between the present work and [8, 9] are threefold.
First, we utilize a more general state dependent linear-
like representation that includes the representation in
[8, 9] as a special case. Second, our state dependent
LMIs incorporate the exact variation rate of the state,
which potentially leads to a less conservative result, as
opposed to bounding the variation rate inside a convex
set. Lastly, we use semidefinite programming relax-
ations based on the sum of squares decomposition to
numerically solve the state dependent LMIs, which is
more efficient than the gridding approach used in the
earlier work. This computational method has also been
used in [27] for solving parameter dependent LMIs in
the LPV control.
The remainder of the paper is organized as follows.
In Section 2, we present some preliminary results con-
cerning the sum of squares decomposition and its ap-
plication to solving state dependent LMIs. We then
consider the state feedback synthesis problem without
a performance objective in Section 3. Performance ob-
jectives will be incorporated in Sections 4 and 5, which
address subsequently the nonlinear optimal control and
the nonlinear H∞ control problems. Next, local con-
troller synthesis is discussed in Section 6. Some exam-
ples are presented in Section 7, and finally, the paper
is ended by some conclusions and directions for future
research in Section 8.
2 Sum of Squares Decomposition and
State Dependent LMIs
The computational method used in this paper relies
on the sum of squares decomposition of multivariate
polynomials. A multivariate polynomial f (x) (where
x ∈ Rn ) is a sum of squares if there
exist polynomials
m 2
f1 (x), ..., fm (x) such that f (x) = i=1 fi (x). This
can be shown equivalent to the existence of a special
quadratic form stated in the following proposition.
Proposition 1 Let f (x) be a polynomial in x ∈ Rn
of degree 2d. In addition, let Z(x) be a column vector
whose entries are all monomials1 in x with degree no
greater than d. Then f (x) is a sum of squares iff there
exists a positive semidefinite matrix Q such that
f (x) = Z T (x)QZ(x). (4)
Proof: See [15].
A sum of squares decomposition for f (x) can be
computed using semidefinite programming, since it
amounts to searching for an element Q in the inter-
section of the cone of positive semidefinite matrices
and a set defined by some affine constraints that arise
from (4). Note in particular that the polynomial f (x)
is globally nonnegative if it can be decomposed as a
sum of squares. Hence the sum of squares decompo-
sition in conjunction with semidefinite programming
provides a polynomial-time computational relaxation
for proving global nonnegativity of multivariate poly-
nomials [23, 15], which belongs to the class of NP-hard
problems. Even though the sum of squares condition
is not necessary for nonnegativity, numerical experi-
ments seem to indicate that the gap between sum of
squares and nonnegativity is small [16].
What is even more instrumental for control applica-
tions is the fact that when the polynomial f (x) is not
exactly determined but its coefficients are otherwise
affinely parameterized in terms of some unknowns, the
search for coefficient values which render f (x) a sum of
squares can still be performed using semidefinite pro-
gramming. This has been exploited e.g. for algorith-
mically constructing Lyapunov functions for nonlinear
systems (cf. the discussion in Section 1). In this case,
1 A monomial in x is a function of the form xα1 xα2 ...xαn ,
1 2 n
where α1 , ..., αn are nonnegative integers. In this case, the de-
gree of the monomial is given by α1 + α2 + ... + αn .
real coefficients c1 , ..., cm are used to parameterize a set
of candidate Lyapunov functions
in an affine manner,
m
e.g., V = {V (x) : V (x) = v0 (x) + i=1 ci vi (x)}, where
the vi (x)’s are some monomials in x. Then the search
for a V (x) ∈ V, or equivalently coefficients ci ’s, such
that (1)–(2) are satisfied is performed using semidefi-
nite programming. Moreover, if needed, optimization
of an objective that is an affine function of the ci ’s can
also be accommodated. See [15, 14, 17] for details.
In this paper, the above methodology is used to solve
state dependent LMIs. What is meant by state depen-
dent LMIs is an infinite dimensional convex optimiza-
tion problem of the form

m
minimize ai ci (5)
i=1

m 
subject to F0 (x) + ci Fi (x) ≥ 0, (6)
i=1
where the ai ’s are some fixed real coefficients, the ci ’s
are the decision variables, and the Fi (x) are some sym-
metric matrix functions of the indeterminate x ∈ Rn .
The matrix inequality (6) basically means that the left
hand side of the inequality is positive semidefinite for
all x ∈ Rn . Solving the above optimization problem
amounts to solving an infinite set of LMIs and hence
is computationally hard. However, when the Fi (x)’s
are symmetric polynomial matrices in x, the sum of
squares decomposition can provide a computational re-
laxation for the condition (6). This relaxation is stated
in the following proposition.
Proposition 2 Let F (x) be an N ×N symmetric poly-
nomial matrix of degree 2d in x ∈ Rn . Furthermore,
let Z(x) be a column vector whose entries are all mono-
mials in x with degree no greater than d, and consider
the following conditions.
(1) F (x) ≥ 0 for all x ∈ Rn .
(2) v T F (x)v is a sum of squares, where v ∈ RN .
(3) There exists a positive semidefinite matrix Q
such that v T F (x)v = (v ⊗ Z(x))T Q(v ⊗ Z(x)),
where ⊗ denotes the Kronecker product.
Then (1) ⇐ (2) and (2) ⇔ (3).
Proof:
(1) ⇐ (2): v T F (x)v being a sum of squares implies
that v T F (x)v ≥ 0 for all (v, x) ∈ RN +n , which is sub-
sequently equivalent to F (x) ≥ 0 for all x ∈ Rn .
(2) ⇔ (3): This implication follows as a special case
of Proposition 1. The monomial vector can be chosen
of the form v ⊗ Z(x) due to the result in [20], which
characterizes the monomials that can appear in the
quadratic form (4). The details are outside the scope
of this paper.
Remark 3 The converse implication (1) ⇒ (2) gener-
ally does not hold. A special case for which this impli-
cation holds is when n = 1 [7]. In the same reference, a
symmetric polynomial matrix F (x) such that v T F (x)v
is a sum of squares is termed a sum of squares matrix.
By Proposition 2, it is clear that any solution to the
sum of squares optimization problem

m
minimize ai ci (7)
i=1
subject to
m
v T (F0 (x) + ci Fi (x))v is a sum of squares, (8)
i=1
is also a solution to the state dependent LMIs (5)–
(6). However, (7)–(8) are much easier to solve than
(5)–(6) from computational perspective. In particular,
semidefinite programming can be used for this purpose,
e.g. with the help of the software [17].
3 State Feedback Synthesis
Consider the system ẋ = f (x) + g(x)u, written in the
following state dependent linear-like representation:
ẋ = A(x)Z(x) + B(x)u, (9)
where A(x) and B(x) are polynomial matrices in x, and
Z(x) is an N × 1 vector of monomials in x satisfying
the following assumption.
Assumption 4 Z(x) = 0 iff x = 0.
In addition, define M (x) to be a N × n polynomial
matrix whose (i, j)-th entry is given by
∂Zi
Mij (x) = (x),
∂xj
for i = 1, ..., N , j = 1, ..., n. Finally, let Aj (x) denotes
the j-th row of A(x), J = {j1 , j2 , ..., jm } denote the
row indices of B(x) whose corresponding row is equal
to zero, and define x̃ = (xj1 , xj2 , ..., xjm ).
Our objective is to find a state feedback controller u =
k(x) = F (x)Z(x) which renders the equilibrium x = 0
stable. Here we have not included any performance
objective in the synthesis.
Before continuing with the solution to the synthesis
problem, we present the following lemma, which will
be useful in the proof of the main result.
Lemma 5 For a symmetric polynomial matrix P (x) Now, (12) implies that
which is nonsingular for all x, we have
P (x̃)AT (x)M T (x) + M (x)A(x)P (x̃)
∂P ∂P −1
(x) = −P (x) (x)P (x). (10) + K T (x)B T (x)M T (x) + M (x)B(x)K(x)
∂xi ∂xi
 ∂P
Proof: Since P (x) is non-singular, we have − (x̃)(Aj (x)Z(x))
∂xj
P (x)P −1 (x) = I. Differentiating both sides with re- j∈J

spect to xi yields
is negative semidefinite for all x. Multiplying the last
∂P ∂P −1 expression from the left and right by P −1 (x̃), and us-
(x)P −1 (x) + P (x) (x) = 0.
∂xi ∂xi ing the result in Lemma 5, we conclude that the term
inside the square brackets in (13) is negative semidef-
This immediately gives (10).
inite for all x, and therefore dV
dt (x(t)) is non-positive.
This proves stability of the closed-loop system.
Theorem 6 For the system (9), suppose there exist
an N × N symmetric polynomial matrix P (x̃), an n × If (12) holds with 2 (x) > 0 for x = 0, then dVdt (x(t)) is
N polynomial matrix K(x), a constant 1 > 0, and negative definite, and therefore it follows immediately
a sum of squares 2 (x), such that the following two that the zero equilibrium is asymptotically stable. Fi-
expressions nally, if P (x̃) is a constant matrix, then V (x) is radially
unbounded, and the stability holds globally.
v T (P (x̃) − 1 I)v, (11)
− v (P (x̃)A (x)M (x) + M (x)A(x)P (x̃)...
T T T
Remark 7 The condition 2 (x) > 0 for x = 0 can
+ K T (x)B T (x)M T (x) + M (x)B(x)K(x)...
be accommodated by sum of squares optimization in a
 ∂P
− (x̃)(Aj (x)Z(x)) + 2 (x)I)v (12) similar way as in [14, Section 3.1].
∂xj
j∈J

are sums of squares, where v ∈ RN . Then the state
feedback stabilization problem is solvable, and a con-
troller that stabilizes the system is given by:
u(x) = K(x)P −1 (x̃)Z(x).
Furthermore, if (12) holds with 2 (x) > 0 for x = 0,
then the zero equilibrium is asymptotically stable, and
if P (x̃) is a constant matrix, then the stability holds
globally.
Proof: Assume that there exist solutions P (x̃) and
K(x) to (11)–(12). Define the function V (x) as follows:
V (x) = Z(x)T P −1 (x̃)Z(x).
We will show that V (x) is a Lyapunov function for the
closed-loop system
ẋ = [A(x) + B(x)K(x)P −1 (x̃)]Z(x).
By Proposition 2, condition (11) implies that both
P (x̃) and P −1 (x̃) are positive definite for all x, and
therefore V (x) is a positive definite function of x. The
time derivative of V (x) along the closed-loop trajecto-
ries is given by
⎡
dV  ∂P −1
(x(t)) = Z T (x) ⎣ (x̃)(Aj (x)Z(x))
dt ∂xj
j∈J
+ [A(x) + B(x)K(x)P −1 (x̃)]T M T (x)P −1 (x̃)

+P −1 (x̃)M (x)[A(x) + B(x)K(x)P −1 (x̃)] Z(x).
(13)
Note that (13) gives the exact value of the time deriva-
tive of the Lyapunov function V (x). Crucial to this is
−1
the incorporation of the terms ∂P ∂xj (x̃)ẋj with ẋj =
(Aj (x)Z(x)). This is in contrast to the quasi-LPV ap-
proach, in which the state variation rate ẋj is assumed
to lie in some interval [ẋj , ẋj ]. Since the state variation
rate is in fact determined by the dynamics of the sys-
tem, the quasi-LPV approach will generally be more
conservative; not only that, a priori estimation of the
bounds on the state variation rate is difficult to do.
To avoid introducing non-convex condition, we assume
that P (x̃) only depends on states x̃ whose dynamics
is not directly affected by the control input, namely
states whose corresponding rows in B(x) are zero. In
relation to this, it may be advantageous to employ an
initial state transformation to introduce as many zero
rows as possible in B(x).
A special case of the above theorem corresponds to
Z(x) = x. In this case, the system representation is
the same as the state dependent linear representation
used in many of the references mentioned in Section 1.
4 Nonlinear Optimal Control
We will next consider the nonlinear optimal control
problem, which is the extension of the linear quadratic
regulator (LQR) problem to the nonlinear setting. The
exact solution to the nonlinear optimal control problem
requires solving a Hamilton-Jacobi partial differential
equation. However, by resorting to suboptimality, a
solution based on state dependent LMIs can be de-
rived [8]. A Lyapunov function obtained by solving
these LMIs will provide an upper bound on the op-
timal cost. This kind of design is also known in the
literature as the guaranteed cost control [3].
For simplicity, we assume that the system is of the form
⎡ ⎤ ⎡ ⎤ subject to (17)–(18), and
ẋ A(x) B(x) 
⎣z1 ⎦ = ⎣C1 (x) Z(x)
0 ⎦ , (14)
u (22)
z2 C2 (x) I v2
x(0) = x0 ,
where Z(x) is a monomial vector satisfying Assump-
tion 4, and z1 ∈ RM . We further assume that C1 (x) is
not identically zero when x = 0. The objective is to de-
sign a state feedback law u = K(x)Z(x) such that the
closed-loop system is asymptotically stable, and such
that the performance objective
∞ 5 Nonlinear H∞ Control
z22 = [z12 (t) + z22 (t)]dt
0 The last setting that we consider in this paper is the
is minimized. Let us define M (x), Aj (x), J, and x̃ as
in Section 3.
Theorem 8 Suppose for the system (14) there exist
an N × N symmetric polynomial matrix P (x̃), a con-
stant 1 > 0, and a sum of squares 2 (x) with 2 (x) > 0
for x = 0, such that the expressions
v1T (P (x̃) − 1 I)v1 ,
and (18) on the next page are sums of squares, where
v1 ∈ RN , v2 ∈ RM , and Â(x) = A(x) − B(x)C2 (x).
Then for the state feedback law
u(x) = −[B T (x)M T (x)P −1 (x̃) + C2 (x)]Z(x)
the closed-loop zero equilibrium is asymptotically sta-
ble, and if P (x̃) is constant, the stability holds globally.
Furthermore for any initial condition x0 that is inside
the region of attraction of the zero equilibrium, we have
z22 ≤ Z T (x0 )P −1 (x̃0 )Z(x0 ).
Proof: The proof of this theorem is quite sim-
ilar to the proof of the quasi-LPV synthesis in [8],
and therefore only the differences will be outlined
here. When there exists a solution P (x̃) to (17)–
(18), a Lyapunov function for the closed-loop system
corresponding to the feedback law (19) is given by
V (x) = Z T (x)P −1 (x̃)Z(x). The variation rate of the
Lyapunov function can be characterized exactly and
the possibility that Z(x) is not necessarily equal to x
can be taken into account in a way analogous to The-
orem 6. Finally, the resulting state dependent LMIs
are converted into sum of squares conditions using the
result in Proposition 2.
A heuristic for minimizing the cost (16) is as follows.
The sum of squares optimization problem (17)–(18)
is augmented with an objective function and an extra
sum of squares condition, resulting in the following sum
of squares problem:
minimize trace(Y ) (21)
 T 
v1 Y I v1
I P (x̃0 ) v2
(15) being sums of squares.
By Schur complement, (22) is equivalent to P −1 (x̃0 ) ≤
Y . Therefore, minimizing the trace of Y will decrease
the upper bound (20) on the cost, and may bring the
true cost closer to the optimal cost.
(16)
nonlinear equivalent to state feedback H∞ control.
The solutions to both state feedback and dynamic out-
put feedback nonlinear H∞ control have been charac-
terized in terms of state dependent LMIs in [13], but
the conditions in that paper do not guarantee that a
controller can always be constructed (cf. also the dis-
cussion in Section 8). On the other hand, [8, 9] pro-
posed solutions based on quasi-LPV technique, which
lead to an explicit state feedback controller.
(17)
The system in this section is assumed to be of the form
⎡ ⎤ ⎡ ⎤⎡ ⎤
ẋ A(x) B1 (x) B2 (x) Z(x)
⎣z1 ⎦ = ⎣C1 (x) 0 0 ⎦⎣ w ⎦, (23)
z2 C2 (x) 0 I u
(19) where Z(x) is a monomial vector satisfying Assump-
tion 4, and z1 ∈ RM1 , w ∈ RM2 . Define M (x), Aj (x),
and x̃ as in Section 3. On the other hand, let J be
the set of row indices of B1 (x) B2 (x) whose cor-
responding rows are zero.
Our objective is to design a state feedback law u =
(20) K(x)Z(x) such that the closed-loop system is asymp-
totically stable, and such that the induced L2 -gain
from w to z is minimized.
Theorem 9 Suppose for the system (23) there exist
an N × N symmetric polynomial matrix P (x̃), a con-
stant 1 > 0, and a sum of squares 2 (x) with 2 (x) > 0
for x = 0, such that the expressions
v1T (P (x̃) − 1 I)v1 , (24)
and (25) on the next page are sums of squares, where
v1 ∈ RN , v2 ∈ RM1 +M2 , and Â(x) = A(x) −
B2 (x)C2 (x). Then for the state feedback law
u(x) = −[γB2T (x)M T (x)P −1 (x̃) + C2 (x)]Z(x), (26)
 

T
v M ÂP + P ÂT M T − M BB T M T − ∂P
j∈J ∂xj (Aj Z) + 2 I P C1T v1
− 1 (18)
v2 C1 P −(1 − 2 )I v2

⎡
⎤
 M ÂP + P ÂT M T − γM B2 B2T M T − j∈J ∂P
P C1T 
v1
T ∂xj (Aj Z) + 2 I M B1
v1
− ⎣ C1 P −(γ − 2 )I 0 ⎦ (25)
v2 v2
B1T M T 0 −(γ − 2 )I

the zero equilibrium of the closed-loop system is asymp- follows that v T (F0 (x) + ci Fi (x))v ≥ 0 for all v ∈ RN
totically stable, and the closed-loop system has (locally) and x ∈ X, which implies (27).
an L2 -gain from w to z that is less than γ. If P (x̃) is
a constant matrix, then the stability and the bound on Theorems 6, 8, and 9 can then be modified according
the L2 -gain hold globally. to Proposition 10 to synthesize controllers in the local
state region X. For example, one “local” version of
Theorem 6 is given below.
Proof: The proof is similar to the proof of the state
feedback LPV synthesis in [28, 9] modulo some differ-
Proposition 11 For the system (9), suppose there ex-
ences that can be accommodated in a way analogous
ist an N × N symmetric polynomial matrix P (x̃), an
to Theorem 6.
n × N polynomial matrix K(x), constants 1 > 0,
2 > 0, and sums of squares σ1, (x, v), σ2, (x, v),
 = 1, ..., s whose degree in v is equal to two, such that
the following expressions
6 Local Synthesis

s
v T (P (x̃) − 1 I)v − σ1, (x, v)g (x), (29)
In many cases, it is too restrictive to synthesize a glob-
=1
ally stabilizing controller. Moreover, in a restricted
region, local controllers will often perform better than − v T (P (x̃)AT (x)M (x) + M (x)A(x)P (x̃)...
T

global controllers. When the synthesis is performed + K T (x)B T (x)M T (x) + M (x)B(x)K(x)...
with the objective to find local controllers, state depen-  ∂P
dent LMIs of the following form is encountered (cf. (6)): − (x̃)(Aj (x)Z(x)) + 2 I)v...
∂xj
j∈J

m

s
F0 (x) + ci Fi (x) ≥ 0 ∀x ∈ X, (27) − σ2, (x, v)g (x) (30)
i=1
=1

where the set X may for example be described by some
polynomial inequalities g (x) ≥ 0,  = 1, ..., s. A sum
of squares based relaxation for this state dependent
LMIs is stated in the following proposition.
Proposition 10 Let Fi (x), i = 0, ..., m be N × N
symmetric polynomial matrices in x ∈ Rn , and let
X = {x ∈ Rn : g (x) ≥ 0,  = 1, ..., s}, v ∈ RN . Sup-
pose there exist coefficients ci , i = 1, ..., m and sums of
squares σ (x, v),  = 1, ..., s whose degree in v is equal
to two, such that

s
v T (F0 (x) + ci Fi (x))v − σ (x, v)g (x)
=1
is also a sum of squares. Then ci ’s solve the state
dependent LMIs (27).
Proof: For x ∈ X, the terms under summation in
(28) are nonnegative. Since (28) is also nonnegative, it
are sums of squares, where v ∈ RN . Then the local
state feedback stabilization problem is solvable, and a
controller that locally asymptotically stabilizes the sys-
tem is given by u(x) = K(x)P −1 (x̃)Z(x). Further-
more, an estimate for the domain of attraction of the
closed-loop zero equilibrium is
D = {x ∈ Rn : Z T (x)P −1 (x̃)Z(x) ≤ V },
where V = minx∈∂X Z T (x)P −1 (x̃)Z(x) and ∂X is the
boundary of X.
(28) 7 Examples
7.1 Example 1
Consider a tunnel diode circuit presented in [12], whose
dynamics are given by
ẋ1 = 0.5(−h(x1 ) + x2 )
ẋ2 = 0.2(−x1 − 1.5x2 + u)
with the diode characteristic:
h(x1 ) = 17.76x1 − 103.79x21 + 229.62x31 − 226.31x41
+ 83.72x51 .
The two state variables are x1 = Vc , the voltage across
the capacitor and x2 = ic , the current through the in-
ductor. The phase portrait of this system for a nominal
value of u = 1.2 is given in Figure 1, left figure. We
see that there are 3 equilibria, two of which are stable,
and one is a saddle point. Suppose we want to stabilize
the equilibrium at (0.285, 0.61), i.e., the saddle point.
After a coordinate translation and following the pro-
cedure outlined in Theorem 6, we can construct a 4-th
order K and a constant P so that this equilibrium is
globally asymptotically stable. The closed loop phase
portrait changes as shown in Figure 1, right.
7.2 Example 2
In this subsection, we consider a nonlinear H∞ design
with an open-loop system of the form (23) and the
state space matrices given by
 • Controller 2: P has degree zero, local synthesis
−1 + x1 − 23 x21 − 43 x22 14 − x21 − 12 x22
A(x) = , • Controller 3: P has degree two, local synthesis
0 0
 
1 0
B1 (x) = , B2 (x) = , C1 (x) = 1 0 ,
0 1
C2 (x) = 0 0 ,
T
and Z(x) = x1 x2 . We design a state feedback
controller using the result stated in Theorem 8, aug-
mented with the minimization of γ. The values of 1
and 2 (x) are fixed at 0.001.
Since the disturbance and the control inputs influence
the dynamics of x1 and x2 , in this case we have J = ∅
and thus the matrix P (x̃) has to be a constant matrix.
The optimization returns 1.15 as the optimal value of
γ. Hence, we conclude that the L2 gain from w to z of
the closed-loop system is no greater than 1.15.
For comparison, an H∞ state feedback controller de-
signed for the linearized system returns 0.83 as the
optimal L2 gain of the closed-loop linear system. This
value is a lower bound on the best achievable nonlin-
ear H∞ performance, and thus we see that the previous
nonlinear design is not overly conservative. Although
γ obtained from the nonlinear based design is higher
than that of the linearization, the performance of the
controller designed for the original nonlinear system is
guaranteed over the entire state space (since P (x̃) is a
constant matrix).
7.3 Example 3
Next, we consider nonlinear optimal control for an
open-loop system of the form (14), with the state space
matrices given by
 of squares optimization problems, which can be solved
−1 + x1 − 23 x21 − 34 x22 14 − x21 − 21 x22
A(x) = ,
0 0
Controller Contr. 1 Contr. 2 Contr. 3
Trace(Y ) 2.35 1.82 1.50
Upper bound 3.51 2.37 1.78
xT0 P −1 (x̃0 )x0
Actual cost 1.36 0.98 0.78
z22
Table 1: Results of the controller design in Section 7.3.
 
0 1 0
B(x) = , C1 (x) = , C2 (x) = 0 0 ,
1 0 1
T
and Z(x) = x1 x2 and the initial condition x0 =
(1, 1). A state feedback controller will be designed us-
ing the result stated in Theorem 8, augmented with
(21)–(22). Both 1 and 2 (x) are again chosen equal to
the positive constant 0.001.
In this example, we synthesize three controllers using
P ’s of different degrees and different locality criteria:
• Controller 1: P has degree zero, global synthesis
where for local synthesis we use X = [−3, 3] × [−3, 3].
Table 1 listed the minimum values of trace(Y ) obtained
from sum of squares optimization, the corresponding
values of upper bounds on cost xT0 P −1 (x̃0 )x0 , and the
actual cost z22 . As expected, the performance in-
creases when the degree of P is increased and/or the
region X smaller than the whole state space is used.
For local synthesis such as Controllers 2 and 3, the
closed-loop trajectories starting from x0 will converge
to the origin if the level set V (x) = xT0 P −1 (x̃0 )x0 is
contained entirely inside the region X. The level sets
V (x) = xT0 P −1 (x̃0 )x0 corresponding to the three de-
signs are shown in Figure 2, from which it can be seen
that all the level sets are contained inside X. The
closed loop trajectories corresponding to the synthe-
sized controllers are shown in Figure 3.
8 Concluding Remarks
In the previous sections we have addressed the state
feedback synthesis problems for nonlinear systems. We
first considered the synthesis problem without any per-
formance objective, and subsequently presented the so-
lutions to the optimal control and H∞ control prob-
lems. Our approach is built upon representing the
nonlinear systems in a state dependent linear-like form,
and the solutions are stated in terms of state depen-
dent LMIs that incorporate the exact variation rates
of the states. The LMIs are then converted into sum
using semidefinite programming. Some examples are
presented to illustrate the use of the method.
 Unstable system Stabilized system
1.6 1.6

1.4 1.4

1.2 1.2

1 1

0.8 0.8

0.6 0.6
2

2
x

x
0.4 0.4

0.2 0.2

0 0

−0.2 −0.2

−0.4 −0.4
−0.4 −0.2 0 0.2 0.4 0.6 0.8 1 1.2 1.4 1.6 −0.4 −0.2 0 0.2 0.4 0.6 0.8 1 1.2 1.4 1.6
x x
1 1

Figure 1: The phase portrait of the tunnel diode system. The figure on the left is the open loop system, with two stable
equilibria (marked ‘o’) and a saddle point (marked ‘+’). The right figure shows the closed loop system.

ditions are stated in terms of state dependent LMIs,

2 however, the solvability of these LMIs does not guar-
antee the existence of a stabilizing controller. In fact, a
1.5
nonconvex condition is needed for the sufficiency part.
1 On the other hand, results on the LPV side provide
0.5
sufficient conditions for the existence of a stabilizing
controller as well as an explicit formula for such con-
0
troller [28], but the resulting controller matrices are
2
x

−0.5 dependent on the scheduling parameters. Hence, when

the scheduling parameters are in fact the state of the
−1
system, the resulting controller will not be of a pure
−1.5 dynamic output feedback form. We hope to address
−2
this in the future.
−3 −2 −1 0 1 2 3
x1

Figure 2: The level sets V (x) = xT0 P −1 (x̃0 )x0 corre-
sponding to the controller synthesis in Sec-
tion 7.3. Solid, dashed, and dotted curves cor-
respond to Controllers 1, 2, and 3, respectively.
Also shown are closed-loop trajectories starting
from the initial state x0 .
The drawback of representing nonlinear systems in a
state dependent linear-like form is however that such
representation is not unique and the success of the syn-
thesis depends on the chosen representation. Notice
that for any N (x) such that N (x)Z(x) = 0, the rep-
resentation (A(x) + N (x))Z(x) will be a valid repre-
sentation for the drift vector field f (x) = A(x)Z(x).
Although the form ẋ = A(x)Z(x) + B(x)u used in this
paper is more general than the one in [8, 9], the benefits
of the new form are not clearly understood yet.
Finally, it is of interest to extend these results to the
dynamic output feedback setting. Necessary condi-
tions for the existence of a dynamic output feedback
H∞ controller have been derived in [13]. The con-
References
[1] S. Boyd, L. El Ghaoui, E. Feron, and V. Balakr-
ishnan. Linear Matrix Inequalities in System and
Control Theory. Society for Industrial and Applied
Mathematics (SIAM), Philadelphia, PA, 1994.
[2] J. R. Cloutier. State dependent Riccati equation
techniques: An overview. In Proc. American Control
Conf., 1997.
[3] D. F. Coutinho, A. Trofino, and M. Fu. Guaranteed
cost control of uncertain nonlinear systems via poly-
nomial Lyapunov function. IEEE Trans. Automatic
Control, 47(9):1575–1580, 2002.
[4] D. F. Coutinho, A. Trofino, and M. Fu. Nonlinear
H-infinity control: An LMI approach. In Proc. IFAC
World Congress, 2002.
[5] J. C. Doyle, K. Glover, P. P. Khargonekar, and
B. A. Francis. State-space solutions to standard H2
and H∞ control problems. IEEE Trans. Automatic
Control, 34(8):831–847, 1989.
[6] P. Gahinet and P. Apkarian. A linear matrix in-
 (a)
1 1
0.5 0.5
x1
x2
0 0
−0.5 −0.5
0 1 2 3 4 5 6 0
t t
Figure 3: State trajectories and control signals of the example in Section 7.3. Solid, dashed, and dotted curves correspond
to Controllers 1, 2, and 3, respectively.
equality approach to H∞ control. Internat. J. Ro-
bust Nonlinear Control, 4(4):421–448, 1994.
[7] K. Gatermann and P. A. Parrilo. Symmetry groups,
semidefinite programs, and sums of squares. Sub-
mitted, 2002.
[8] Y. Huang. Nonlinear Optimal Control: An En-
hanced Quasi-LPV Approach. PhD thesis, Califor-
nia Institute of Technology, Pasadena, CA, 1999.
[9] Y. Huang and A. Jadbabaie. Nonlinear H-infinity
control: An enhanced quasi-LPV approach. In Proc.
IFAC World Congress, 1999.
[10] Y. Huang and W. M. Lu. Nonlinear optimal con-
trol: Alternatives to Hamilton-Jacobi equation. In
Proc. IEEE Conf. on Decision and Control, 1996.
[11] Z. Jarvis-Wloszek, R. Feeley, W. Tan, K. Sun, and
A. Packard. Some controls applications of sum of
squares programming. In Proc. IEEE Conf. on De-
cision and Control, 2003.
[12] H. K. Khalil. Nonlinear Systems. Prentice-Hall,
Inc., Upper Saddle River, NJ, second edition, 1996.
[13] W. M. Lu and J. C. Doyle. H∞ control of nonlinear
systems: a convex characterization. IEEE Trans.
Automatic Control, 40(9):1668–1675, 1995.
[14] A. Papachristodoulou and S. Prajna. On the con-
struction of Lyapunov functions using the sum of
squares decomposition. In Proc. IEEE Conf. on De-
cision and Control, 2002.
[15] P. A. Parrilo. Structured Semidefinite Programs
and Semialgebraic Geometry Methods in Robustness
and Optimization. PhD thesis, California Institute
of Technology, Pasadena, CA, 2000.
[16] P. A. Parrilo and B. Sturmfels. Minimizing poly-
nomial functions. In Workshop on Algorithmic and
Quantitative Aspects of Real Algebraic Geometry in
Mathematics and Computer Science, 2001.
[17] S. Prajna, A. Papachristodoulou, and P. A. Par-
rilo. Introducing SOSTOOLS: A general purpose
sum of squares programming solver. In Proc. IEEE
Conf. on Decision and Control, 2002. Available
View publication stats
(b) (c)
0.5
−0.5
−1
u
−1.5
−2
−2.5
1 2 3 4 5 6 0 1 2 3 4 5 6
t
at http://www.cds.caltech.edu/sostools and
http: //www.aut.ee.ethz.ch/~parrilo/sostools.
[18] S. Prajna, P. A. Parrilo, and A. Rantzer. Nonlin-
ear control synthesis by convex optimization. IEEE
Trans. Automatic Control, 49(2):310–314, 2004.
[19] A. Rantzer. A dual to Lyapunov’s stability the-
orem. Systems & Control Letters, 42(3):161–168,
2001.
[20] B. Reznick. Extremal PSD forms with few terms.
Duke Mathematical Journal, 45(2):363–374, 1978.
[21] C. Scherer, P. Gahinet, and M. Chilali. Multiob-
jective output-feedback control via LMI optimiza-
tion. IEEE Trans. Automatic Control, 42(7):896–
911, 1997.
[22] J. S. Shamma and M. Athans. Gain scheduling:
Potential hazards and possible remedies. IEEE Con-
trol Systems Magazine, pages 101–107, June 1992.
[23] N. Z. Shor. Class of global minimum bounds of
polynomial functions. Cybernetics, 23(6):731–734,
1987.
[24] E. D. Sontag. A “universal” construction of Art-
stein’s theorem on nonlinear stabilization. Systems
& Control Letters, 13(2):117–123, 1989.
[25] L. Vandenberghe and S. Boyd. Semidefinite pro-
gramming. SIAM Review, 38(1):49–95, 1996.
[26] J. C. Willems. Dissipative dynamical systems.
Part I: General theory, Part II: Linear systems with
quadratic supply rates. Arch. Rational Mech. Anal.,
45:321–393, 1972.
[27] F. Wu and S. Prajna. A new solution approach to
polynomial LPV system analysis and synthesis. In
Proc. American Control Conf., 2004.
[28] F. Wu, X. H. Yang, A. Packard, and G. Becker.
Induced L2 -norm control for LPV systems with
bounded parameter variation rates. Internat. J. Ro-
bust Nonlinear Control, 6(9-10):983–998, 1996.