Nonlinear Systems and Control

Lecture # 15
Positive Real Transfer Functions
&
Connection with Lyapunov Stability

p. 1/?
Definition: A p p proper rational transfer function matrix
G(s) is positive real if
poles of all elements of G(s) are in Re[s] 0
for all real for which j is not a pole of any element of
G(s), the matrix G(j) + GT (j) is positive
semidefinite
any pure imaginary pole j of any element of G(s) is a
simple pole and the residue matrix
limsj (s j)G(s) is positive semidefinite Hermitian
G(s) is called strictly positive real if G(s ) is positive real
for some > 0

p. 2/?
Scalar Case (p = 1):

G(j) + GT (j) = 2Re[G(j)]

Re[G(j)] is an even function of . The second condition

of the definition reduces to

Re[G(j)] 0, [0, )

which holds when the Nyquist plot of of G(j) lies in the

closed right-half complex plane

This is true only if the relative degree of the transfer function

is zero or one

p. 3/?
Lemma: A p p proper rational transfer function matrix
G(s) is strictly positive real if and only if
G(s) is Hurwitz

G(j) + GT (j) > 0, R

G() + GT () > 0 or

lim 2(pq) det[G(j) + GT (j)] > 0

where q = rank[G() + GT ()]

p. 4/?
Scalar Case (p = 1): G(s) is strictly positive real if and only
if
G(s) is Hurwitz
Re[G(j)] > 0, [0, )
G() > 0 or

lim 2 Re[G(j)] > 0

p. 5/?
Example:
1
G(s) =
s
has a simple pole at s = 0 whose residue is 1
1
 
Re[G(j)] = Re = 0, 6= 0
j

Hence, G is positive real. It is not strictly positive real since

1
(s )

has a pole in Re[s] > 0 for any > 0

p. 6/?
Example:
1
G(s) = , a > 0, is Hurwitz
s+a
a
Re[G(j)] = > 0, [0, )
2 + a2
2a
lim 2 Re[G(j)] = lim = a > 0 G is SPR
2 + a2
Example:
1 1 2
G(s) = , Re[G(j)] =
s2 +s+1 (1 2 )2 + 2

G is not PR

p. 7/?
Example:
s+2 1

s+1 s+2
G(s) = is Hurwitz

1 2
s+2 s+1

2(2+ 2 ) 2j

1+ 2 4+ 2
G(j) + GT (j) = > 0, R

2j 4
4+ 2 1+ 2
" #
T 2 0
G() + G () = , q=1
0 0

lim 2 det[G(j) + GT (j)] = 4 G is SPR

p. 8/?
Positive Real Lemma: Let

G(s) = C(sI A)1 B + D

where (A, B) is controllable and (A, C) is observable.

G(s) is positive real if and only if there exist matrices
P = P T > 0, L, and W such that

P A + AT P = LT L
P B = C T LT W
W T W = D + DT

p. 9/?
KalmanYakubovichPopov Lemma: Let

G(s) = C(sI A)1 B + D

where (A, B) is controllable and (A, C) is observable.

G(s) is strictly positive real if and only if there exist matrices
P = P T > 0, L, and W , and a positive constant such
that

P A + AT P = LT L P
P B = C T LT W
W T W = D + DT

p. 10/?
Lemma: The linear time-invariant minimal realization

x = Ax + Bu
y = Cx + Du

with
G(s) = C(sI A)1 B + D
is
passive if G(s) is positive real

strictly passive if G(s) is strictly positive real

Proof: Apply the PR and KYP Lemmas, respectively, and

use V (x) = 12 xT P x as the storage function

p. 11/?
 T V
u y (Ax + Bu)
x
= uT (Cx + Du) xT P (Ax + Bu)
= uT Cx + 12 uT (D + D T )u
12 xT (P A + AT P )x xT P Bu
= uT (B T P + W T L)x + 12 uT W T W u
+ 12 xT LT Lx + 12 xT P x xT P Bu
1
= 2 (Lx + W u)T (Lx + W u) + 12 xT P x 12 xT P x

In the case of the PR Lemma, = 0, and we conclude that

the system is passive; in the case of the KYP Lemma,
> 0, and we conclude that the system is strictly passive

p. 12/?
Connection with Lyapunov Stability

Lemma: If the system

x = f (x, u), y = h(x, u)

is passive with a positive definite storage function V (x),

then the origin of x = f (x, 0) is stable

Proof:

T V V
u y f (x, u) f (x, 0) 0
x x

p. 13/?
Lemma: If the system

x = f (x, u), y = h(x, u)

is strictly passive, then the origin of x = f (x, 0) is

asymptotically stable. Furthermore, if the storage function
is radially unbounded, the origin will be globally
asymptotically stable

Proof: The storage function V (x) is positive definite

T V V
u y f (x, u) + (x) f (x, 0) (x)
x x
Why is V (x) positive definite? Let (t; x) be the solution
of z = f (z, 0), z(0) = x

p. 14/?
 V (x)
Z
V ((, x)) V (x) ((t; x)) dt, [0, ]
0
Z
V ((, x)) 0 V (x) ((t; x)) dt
0
Z
V (x) = 0 ((t; x)) dt = 0, [0, ]
0

((t; x)) 0 (t; x) 0 x = 0

p. 15/?
Definition: The system

x = f (x, u), y = h(x, u)

is zero-state observable if no solution of x = f (x, 0) can

stay identically in S = {h(x, 0) = 0}, other than the zero
solution x(t) 0

Linear Systems

x = Ax, y = Cx

Observability of (A, C) is equivalent to

y(t) = CeAt x(0) 0 x(0) = 0 x(t) 0

p. 16/?
Lemma: If the system

x = f (x, u), y = h(x, u)

is output strictly passive and zero-state observable, then

the origin of x = f (x, 0) is asymptotically stable.
Furthermore, if the storage function is radially unbounded,
the origin will be globally asymptotically stable

Proof: The storage function V (x) is positive definite

T V T V
u y f (x, u) + y (y) f (x, 0) y T (y)
x x

V (x(t)) 0 y(t) 0 x(t) 0

Apply the invariance principle
p. 17/?
Example

x1 = x2 , x2 = ax31 kx2 + u, y = x2 , a, k > 0

V (x) = 14 ax41 + 12 x22

V = ax31 x2 + x2 (ax31 kx2 + u) = ky 2 + yu

The system is output strictly passive

y(t) 0 x2 (t) 0 ax31 (t) 0 x1 (t) 0

The system is zero-state observable. V is radially

unbounded. Hence, the origin of the unforced system is
globally asymptotically stable

p. 18/?