Modern Control Theory Lecture 11 1

Homework #4
4-2, 4-6, 4-7, 4-8, 4-10
Due date: Jun. 9th
Modern Control Theory Lecture 11 2
Chapter 4 Stability of Control System
4.1 Lyapunov Stability
4.1.1 equilibrium state




LTI system:
Nonlinear system: May have many equilibrium state. For example:
space. state in the
state m equilibriu by the detemined point The
. by denoted and state m equilibriu a be to said is
then , all for 0 satisfies state a if ) , ( system given a for
point: m Equilibriu
x x
t x x t x f x
e
= =
0 ) , ( = t x f
e
gular. is non-sin A if x Ax Ax x
e e
0 0 , = = =
.
1
0
,
1
0
,
0
0
:
1 , 1 , 0
0

0
0

3 2 1
2
1
3
2 2 1
1
3
2 2 1 2
1 1

=
=

= +
=

+ =
=
e e e
x x x
state m equilibriu Three
x
x
x x x
x
Let
x x x x
x x

Modern Control Theory Lecture 11 3

4.1.2 Concept of norm
Definition:


Distance of vectors:


Geometric meaning:

( )
2 / 1
2 2
2
2
1
,

x x x x x x
. x denoted by vector x f the norm o
id to be or x is sa th of vect , the leng tate space imention s In the n-d
T
n
= + + + =
2 2
1
) ( ) (
. tan
1 n
e n e e
e e
x x x x x x
or x and x ce of vect s be the di is said to x x
+ + =

. 0 , : ) ( > s c c c
e
x x S d o m a i n s p h e r i c a l
Modern Control Theory Lecture 11 4
4.1.3 Definition of Lyapunov Stability
1. Lyapunov Stability
Definition:




Geometric meaning:


Stable region:

. ,
,
, ) , , (
, . .
, 0 ) , ( , 0 ), , (
0
0 0 0
0 0
0
stable mly be unif or is said to x t dent of is indepen if
be stable is said to x state m equilibriu the
t t x t x t
es: on satisf i the soluti x x satisf ies x any f or t s
t f or if t x f x system Given
e
e
e
e
o
c
o
c o c
> s u
s
> - > =
o o s
e
x x S : ) (
) , , ( : ) (
0 0
c c s u
e
x t x t S
=
<
n
n o
:
:
stability global
stability local
Modern Control Theory Lecture 11 5
2. Classical Stability
Definition:




Geometric meaning:


Global asymptotically stable:

.
. 0 , ) , , ( lim
, ) , , (
, . .
, 0 ) , ( , 0 ), , (
0 0
t
0 0 0
0 0
0
table otically s be asympt is said to x state m equilibriu the
x t x t and
t t x t x t
es: on satisf i the soluti x x satisf ies x any f or t s
t f or if t x f x system Given
e
e
e
e
> s u
> s u
s
> - > =

u u
c
o
c o c
o o s
e
x x S : ) (
) , , ( : ) (
0 0
c c s u
e
x t x t S
e
t
x t x x =

) ( l i m ,
0
Modern Control Theory Lecture 11 6
3. Instability
Definition:



Geometric meaning:




Instable region:
Global instable
Local instable: may go to another stable equilibrium point

le. be instab is said to x state m equilibriu the
t t x t x t
and x x satisf ies x
and some given f or if t x f x system Given
e
e
e

, ) , , (

, 0 0 ), , (
0 0 0
0 0
> > u
s -
> > =
c
o
o c
o o s
e
x x S : ) (
) , , ( : ) (
0 0
c c s u
e
x t x t S
Modern Control Theory Lecture 11 7
4.2 Lyapunov Stability Theory (Second Method)
4.2.1 Quadratic function
1. Definition

x x a
x a x x a x x a
x x a x a x x a
x x a x x a x a x x v
R
x
x
x Let
n
j i
j i ij
n nn n n n n
n n
n n n
n
n

=
=
+ + + + +
+ + + +
+ + + =
e

=
1 ,
2
2 2 1 1
2 2
2
2 22 1 2 21
1 1 2 1 12
2
1 11 1
1
) , (
,

tic form or quadra polynomial s homogeneou atic is a quadr .

2 2 2 2
' '
2 .
.
, 2 / ) (
cy byx bxy ax cy bxy ax Ex
form symmetric to in rearranged
be can form quadratic any a a a a Let
ji ij ji ij
+ + + = + +
+ = =
Modern Control Theory Lecture 11 8
Matrix representation of quadratic form
| |
| |
| |

= + + =

=
+ + + = + + =
= =
=

=
n n
n n n n
i
T
ji ij
T
n nn n n
n
n
n n
x
x
x
a
a
a
x x x x a x a x a x x x v
terms he x only has t f orm Standard
x
x
x x
x x x x x x x x x x x x v Example
x. tric matri is a symme A A a a
Ax x
x
x
x
a a a
a a a
a a a
x x x x x x v

2
1
2
1
2 1
2 2
2 2
2
1 1 2 1
2
2
1
2 1
2
2 1 2 2 1
2
1 2 1
2
2
2
1 2 1
,
2
1
2 1
2 22 21
1 12 11
2 1 2 1

0 0
0 0
0 0
) , , (
:
4 1
1 10
4 10 2 4 10 ) , ( : 1 4

) , , (
Modern Control Theory Lecture 11 9
Properties of quadratic form:
1. Linear transform does not change the symmetric
property and rank of their matrices.
2. Any quadratic form can be translated into standard form
via a non-singular linear transform.
3. Standard form is not unique, it depends on the non-
singular linear transform.
4. Let be real and symmetric, there exists orthogonal
matrix such that

A
x P x P
~
and =

=
= = =
n
i
i i
n
T
T T T T
x x x
x AP P x x AP P x Ax x x v
1
2 2
1
1
~ ~
0
0
~
~ ~ ~ ~
) (

Modern Control Theory Lecture 11 10

Sign of ) (x v
2
2 2 1
2
2 1
2
2
2
1
2
2 1
2
2
2
1
, 0 ) ( 0 ) ( . 5
.
0 , 0 ) (
0 , 0 ) (
. 4
2 .
0 , 0 ) (
0 , 0 ) (
. 3
.
0 , 0 ) (
0 , 0 ) (
. 2
2 .
0 , 0 ) (
0 , 0 ) (
. 1
x x x Ex. v(x) x v or x v indef inite
) x (x Ex. v(x)
x x v
x x v
te semidef ini negative
) x (x Ex. v(x)
x x v
x x v
def inite negative
) x (x Ex. v(x)
x x v
x x v
te semidef ini positive
x x Ex. v(x)
x x v
x x v
def inite positive
+ = s >
+ =

= =
= s
+ =

= =
= <
+ =

= =
= >
+ =

= =
= >
Modern Control Theory Lecture 11 11
Sylvester criterion for quadratic form


| |
. ) ( , 0
4 1
1 10
, 0 10
4 1
1 10
4 2 10 ) ( : 2 4
. , , 2 , 1 , 0 ) 1 (
: . 4
. , , 2 , 1 , 0
. 3
. , , 2 , 1 , 0 ) 1 (
: 2
. 0 , , 0 , 0
1
&
2 1
2
1
2 1
2
2 2 1
2
1
1
1 11
22 21
12 11
2 11 1
def inite positive is x v
x
x
x x x x x x x v Example
n k
f y f A satis rminants o minor dete principal e emidef init Negative s
n k
negative. on f A are n rminants o minor dete principal e emidef init Positive s
n k
f y f A satis rminants o minor dete principal def inite . Negative
a a
a a
a a
a a
a
zero. reat than f A are g rminants o minor dete principal def inite . Positive
symmetric real is A Assume
k
k
k
k
k
nn n
n
n
> = > =

= + + =
= >

= >

= >

> = A > = > =

Modern Control Theory Lecture 11 12

4.2.2 Lyapunov second method
Lyapunov function:




Criterion for asymptotically stability
Theorem 4-1:
. ) 3 (
) ( ) 2 (

) (
) 1 (


=
x when v(x)
def inite positive is x v
ous is continu
dt
x dv
(x) v
ies: as propert on if it h unov f unti be a Lyap is said to f unction scalar A

. ) , (
. ,
) 3 (
) 2 (
) 1 (
, 0 ) , (
stable ally asymptotic unif ormly globally is origion the , x when t x v if
stable ally asymptotic unif ormly is origion the then
def inite negative is (x,t) v
ef inite positive d v(x,t) is
derivative order f irst continuous has v(x,t)
sf ies (x,t) sati f unction v scalar a if x point equilibrum with t x f x
e

- = =

Modern Control Theory Lecture 11 13

Example 4-3





Example 4-4
e. ally stabl asymptotic globally m point is equilibriu x when x v
x x x x x x x v
x x x v Let
x
x x x x x
x x x x x
e
, ) (
0 ) ( 2 2 2 ) (
0 ) (
.
0
0
,
) (
) (
2 2
2
2
1 2 2 1 1
2
2
2
1
2
2
2
1 2 1 2
2
2
2
1 1 2 1

< + = + =
> + =

+ =
+ =

?
0 2 2 2 ) (
0 ) (
.
0
0
,
2
2 2 2 1 1
2
2
2
1
2 1 2
2 1
stability the about say we can What
x x x x x x v
x x x v Let
x
x x x
x x
e
s = + =
> + =

=
=

Modern Control Theory Lecture 11 14

Theorem 4-2
. ,
0 ) 4 (
) 3 (
) 2 (
) 1 (
, 0 ) , (
stable ally asymptotic unif ormly is origion the then
when x zero y identicall not (x,t) is v
te semidef ini negative is (x,t) v
ef inite positive d v(x,t) is
derivative order f irst continuous has v(x,t)
sf ies (x,t) sati f unction v scalar a if x point equilibrum with t x f x
e
=
- = =

Modern Control Theory Lecture 11 15

Example 4-4 (continue)
stable. totically n is asymp the origio
ero ntically z is not ide x x v ero ntically z is not ide x
x x x and
x v
x
x
x when
x x x x x x v
x x x v Let
x
x x x
x x
e

2 ) (
0 * 2
0 ) ( ,
0
*

0 2 2 2 ) (
0 ) (
.
0
0
,
2
2 2
2 1 2
2
1
2
2 2 2 1 1
2
2
2
1
2 1 2
2 1

=
= = =
=

=
s = + =
> + =

=
=

Modern Control Theory Lecture 11 16

Criterion for Lyapunov stability
Theorem 4-3





Example 4-5
. ,
) 3 (
) 2 (
) 1 (
, 0 ) , (
stable Lyapunov uniformly is origion the then
te semidefini negative is (x,t) v
efinite positive d v(x,t) is
derivative order first continuous has v(x,t)
sfies (x,t) sati function v scalar a if x point equilibrum with t x f x
e

- = =
.
0 8 8 8 2 ) (
0 4 ) (
0
0
,
4
1 2 2 1 2 2 1 1
2
2
2
1
1 2
2 1
stable Lyapunov unif ormly is origion The
x x x x x x x x x v
x x x v Let
x
x x
x x
e
= + =
> + =

=
=

Modern Control Theory Lecture 11 17

Criterion for instability
Theorem 4-4





Theorem 4-5
. ,
) 3 (
) 2 (
) 1 (
, 0 ) , (
stable not is origion the then
definite positive is (x,t) v
efinite positive d v(x,t) is
derivative order first continuous has v(x,t)
sfies (x,t) sati function v scalar a if x point equilibrum with t x f x
e

- = =
. ,
0 ) 4 (
) 3 (
) 2 (
) 1 (
, 0 ) , (
stable not is origion the then
when x zero y identicall not (x,t) is v
te semidef ini positive is (x,t) v
ef inite positive d v(x,t) is
derivative order f irst continuous has v(x,t)
sf ies (x,t) sati f unction v scalar a if x point equilibrum with t x f x
e
=
- = =

Modern Control Theory Lecture 11 18

Example 4-6




Example 4-7
.
0 2 2 2 2 ) (
0 ) (
.
0
0
,
2
2
2
1 2 2 1 1
2
2
2
1
2 1 2
2 1 1
stable not is origion the
x x x x x x x v
x x x v Let
x
x x x
x x x
e
> + = + =
> + =

+ =
+ =

table. n is not s the origio

ero ntically z is not ide x x v ero ntically z is not ide x
x x x and
x v
x
x
x when
x x x x x x v
x x x v Let
x
x x x
x x
e

2 ) (
0 *
0 ) ( ,
0
*

0 2 2 2 ) (
0 ) (
.
0
0
,
2
2 2
2 1 2
2
1
2
2 2 2 1 1
2
2
2
1
2 1 2
2 1

=
= = + =
=

=
> = + =
> + =

+ =
=