Nonlinear Systems and Control

Lecture # 19

Perturbed Systems
&
Input-to-State Stability

p. 1/?
 Perturbed Systems: Nonvanishing Perturbation

Nominal System:

x = f (x), f (0) = 0

Perturbed System:

x = f (x) + g(t, x), g(t, 0) 6= 0

Case 1: The origin of x = f (x) is exponentially stable

c1 kxk2 V (x) c2 kxk2

V V

2

f (x) c3 kxk , c4 kxk
x x

x Br = {kxk r}

p. 2/?
Use V (x) to investigate ultimate boundedness of the
perturbed system
V V
V (t, x) = f (x) + g(t, x)
x x
Assume
kg(t, x)k , t 0, x Br

V (t, x) c3 kxk2 + V kg(t, x)k

x
c3 kxk2 + c4 kxk
= (1 )c3 kxk2 c3 kxk2 + c4 kxk
0<<1
def
(1 )c3 kxk2 , kxk c4 /(c3 ) =

p. 3/?
Apply Theorem 4.18
c1
r
kx(t0 )k 1
2 (1 (r)) kx(t0 )k r
c2

c4 c1 c3 c1
r r
< 1
2 (1 (r)) <r < r
c3 c2 c4 c2
c2 c4 c2
r r
1
b = 1 (2 ()) b = b=
c1 c3 c1
p
For all kx(t0 )k r c1 /c2 , the solutions of the perturbed
system are ultimately bounded by b

p. 4/?
Example

x1 = x2 , x2 = 4x1 2x2 + x32 + d(t)

0, |d(t)| , t 0

3 1
2 8
T T
V (x) = x P x = x x (Lecture 13)

1 5
8 16

2 1 5 2
2x22


V (t, x) = kxk + 8 x1 x2 + 16 x2
1 5


+ 2d(t) x +
8 1
x
16 2

2 29 29
kxk + k22 kxk2 + kxk
8 8
p. 5/?

k2 = max |x2 | = 1.8194 c
xT P xc

Suppose 8(1 )/( 29k22 ) (0 < < 1)

29
V (t, x) kxk2 + 8
kxk

29 def
(1 )kxk2 , kxk 8
=
(0 < < 1)
If 2 max (P ) < c, then all solutions of the perturbed
system, starting in c , are uniformly ultimately bounded by
s
29 max (P )
b=
8 min (P )

p. 6/?
Case 2: The origin of x = f (x) is asymptotically stable

1 (kxk) V (x) 2 (kxk)

V V

f (x) 3 (kxk), k
x x

x Br = {kxk r}, i K, i = 1, 2, 3

V (t, x) 3 (kxk) + V
x kg(t, x)k

3 (kxk) + k
(1 )3 (kxk) 3 (kxk) + k
0<<1
 
1 k def
(1 )3 (kxk), kxk 3
=

p. 7/?
Apply Theorem 4.18
k
 
< 1
2 (1 (r)) 1
3 < 1
2 (1 (r))

3 (1
2 (1 (r)))
<
k
1 k
 
1
< 2 (1 (r)) 3 < 12 (1 (r))

1
3 (2 (1 (r))) c3 c1
r
< Compare with < r
k c4 c2
Example
x
x =
1 + x2
V x 4x4
 
V (x) = x4 2
= 2
p. 8/?
The origin is globally asymptotically stable

3 (1
2 (1 (r))) 3 (r) r
= =
k k 1 + r2
r
0 as r
1+ r2
x
x = + , >0
1+ x2
1
> 2 lim x(t) =
t

p. 9/?
 Input-to-State Stability (ISS)

Definition: The system x = f (x, u) is input-to-state stable if

there exist KL and K such that for any initial state
x(t0 ) and any bounded input u(t)
!
kx(t)k (kx(t0 )k, t t0 ) + sup ku( )k
t0 t

ISS of x = f (x, u) implies

BIBS stability

x(t) is ultimately bounded by a class K function of

suptt0 ku(t)k

limt u(t) = 0 limt x(t) = 0

The origin of x = f (x, 0) is GAS

p. 10/?
Theorem (Special case of Thm 4.19): Let V (x) be a
continuously differentiable function such that

1 (kxk) V (x) 2 (kxk)

V
f (x, u) W3 (x), kxk (kuk) > 0
x
x Rn , u Rm , where 1 , 2 K , K, and
W3 (x) is a continuous positive definite function. Then, the
system x = f (x, u) is ISS with = 11 2

Proof: Let = (sup t0 ku( )k); then

V
f (x, u) W3 (x), kxk
x
p. 11/?
Choose and c such that
V
f (x, u) W3 (x), x = { V (x) c}
x
Suppose x(t0 ) and x(t) reaches at t = t0 + T . For
t0 t t0 + T , V satisfies the conditions for the uniform
asymptotic stability. Therefore, the trajectory behaves as if
the origin was uniformly asymptotically stable and satisfies

kx(t)k (kx(t0 )k, t t0 ), for some KL

For t t0 + T ,

kx(t)k 1
1 (2 ())

p. 12/?
 kx(t)k (kx(t0 )k, t t0 ) + 1
1 (2 ()), t t0

!
kx(t)k (kx(t0 )k, t t0 ) + sup ku( )k , t t0
t0

Since x(t) depends only on u( ) for t0 t, the

supremum on the right-hand side can be taken over [t0 , t]

p. 13/?
Example
x = x3 + u
The origin of x = x3 is globally asymptotically stable
V = 12 x2

V = x4 + xu
= (1 )x4 x4 + xu
 1/3
(1 )x4 , |x| |u|

0<<1
The system is ISS with

(r) = (r/)1/3

p. 14/?
Example
x = x 2x3 + (1 + x2 )u2
The origin of x = x 2x3 is globally exponentially stable
V = 12 x2

V = x2 2x4 + x(1 + x2 )u2

= x4 x2 (1 + x2 ) + x(1 + x2 )u2
x4 , |x| u2
The system is ISS with (r) = r 2

p. 15/?
Example

x1 = x1 + x22 , x2 = x2 + u

Investigate GAS of x1 = x1 + x22 , x2 = x2

V (x) = 12 x21 + 14 x42

1 2 2 1
x21 x1 x22 x42 x42


V = + = (x1 2 x2 ) 1 4

Now u 6= 0, V = 12 (x1 x22 )2 12 (x21 + x42 ) + x32 u

12 (x21 + x42 ) + |x2 |3 |u|

V 12 (1 )(x21 + x42 ) 12 (x21 + x42 ) + |x2 |3 |u|

(0 < < 1)

p. 16/?
 12 (x21 + x42 ) + |x2 |3 |u| 0
2
2|u| 2|u| 2|u|

if |x2 | or |x2 | and |x1 |

s
2
2|u| 2|u|

if kxk 1+

s
2
2r 2r

(r) = 1+

V 12 (1 )(x21 + x42 ), kxk (|u|)

The system is ISS

p. 17/?
Find
V (x) = 12 x21 + 14 x42
1
For |x2 | |x1 |, 4
(x2
1 + x22 ) 14 x21 + 14 x21 = 12 x21 V (x)
1 1
For |x2 | |x1 |, 16 (x21 +x22 )2 16 (x22 +x22 )2 = 14 x42 V (x)

min 4 kxk , 16 kxk V (x) 21 kxk2 + 14 kxk4

1 2 1 4

1
1 (r) = 4 min r , 4 r , 2 (r) = 12 r 2 + 14 r 4
 2 1 4

= 1
1 2
( 1
1 (s) = 2(s) 4 , if s 1
1
2 s, if s 1

p. 18/?