Nonlinear Control

Lecture # 8
Time Varying
and
Perturbed Systems

Nonlinear Control Lecture # 8 Time Varying and Perturbed Systems

Time-varying Systems
ẋ = f (t, x)
f (t, x) is piecewise continuous in t and locally Lipschitz in x
for all t ≥ 0 and all x ∈ D, (0 ∈ D). The origin is an
equilibrium point at t = 0 if
f (t, 0) = 0, ∀ t ≥ 0
While the solution of the time-invariant system
ẋ = f (x), x(t0 ) = x0
depends only on (t − t0 ), the solution of
ẋ = f (t, x), x(t0 ) = x0
may depend on both t and t0
Nonlinear Control Lecture # 8 Time Varying and Perturbed Systems
 Comparison Functions
A scalar continuous function α(r), defined for r ∈ [0, a),
belongs to class K if it is strictly increasing and α(0) = 0.
It belongs to class K∞ if it is defined for all r ≥ 0 and
α(r) → ∞ as r → ∞
A scalar continuous function β(r, s), defined for r ∈ [0, a)
and s ∈ [0, ∞), belongs to class KL if, for each fixed s,
the mapping β(r, s) belongs to class K with respect to r
and, for each fixed r, the mapping β(r, s) is decreasing
with respect to s and β(r, s) → 0 as s → ∞

Nonlinear Control Lecture # 8 Time Varying and Perturbed Systems

 Example 4.1

α(r) = tan−1 (r) is strictly increasing since

α′ (r) = 1/(1 + r 2 ) > 0. It belongs to class K, but not to
class K∞ since limr→∞ α(r) = π/2 < ∞
α(r) = r c , c > 0, is strictly increasing since
α′ (r) = cr c−1 > 0. Moreover, limr→∞ α(r) = ∞; thus, it
belongs to class K∞
α(r) = min{r, r 2 } is continuous, strictly increasing, and
limr→∞ α(r) = ∞. Hence, it belongs to class K∞ . It is
not continuously differentiable at r = 1. Continuous
differentiability is not required for a class K function

Nonlinear Control Lecture # 8 Time Varying and Perturbed Systems

 β(r, s) = r/(ksr + 1), for any positive constant k, is
strictly increasing in r since
∂β 1
= >0
∂r (ksr + 1)2

and strictly decreasing in s since

∂β −kr 2
= <0
∂s (ksr + 1)2

β(r, s) → 0 as s → ∞. It belongs to class KL

β(r, s) = r c e−as , with positive constants a and c, belongs
to class KL

Nonlinear Control Lecture # 8 Time Varying and Perturbed Systems

 Lemma 4.1
Let α1 and α2 be class K functions on [0, a1 ) and [0, a2 ),
respectively, with a1 ≥ limr→a2 α2 (r), and β be a class KL
function defined on [0, limr→a2 α2 (r)) × [0, ∞) with
a1 ≥ limr→a2 β(α2 (r), 0). Let α3 and α4 be class K∞
functions. Denote the inverse of αi by αi−1 . Then,
α1−1 is defined on [0, limr→a1 α1 (r)) and belongs to class
K
α3−1 is defined on [0, ∞) and belongs to class K∞
α1 ◦ α2 is defined on [0, a2 ) and belongs to class K
α3 ◦ α4 is defined on [0, ∞) and belongs to class K∞
σ(r, s) = α1 (β(α2 (r), s)) is defined on [0, a2 ) × [0, ∞)
and belongs to class KL

Nonlinear Control Lecture # 8 Time Varying and Perturbed Systems

 Lemma 4.2
Let V : D → R be a continuous positive definite function
defined on a domain D ⊂ Rn that contains the origin. Let
Br ⊂ D for some r > 0. Then, there exist class K functions
α1 and α2 , defined on [0, r], such that

α1 (kxk) ≤ V (x) ≤ α2 (kxk)

for all x ∈ Br . If D = Rn and V (x) is radially unbounded,

then there exist class K∞ functions α1 and α2 such that the
foregoing inequality holds for all x ∈ Rn

Nonlinear Control Lecture # 8 Time Varying and Perturbed Systems

 Definition 4.2
The equilibrium point x = 0 of ẋ = f (t, x) is
uniformly stable if there exist a class K function α and a
positive constant c, independent of t0 , such that

kx(t)k ≤ α(kx(t0 )k), ∀ t ≥ t0 ≥ 0, ∀ kx(t0 )k < c

uniformly asymptotically stable if there exist a class KL

function β and a positive constant c, independent of t0 ,
such that

kx(t)k ≤ β(kx(t0 )k, t − t0 ), ∀ t ≥ t0 ≥ 0, ∀ kx(t0 )k < c

globally uniformly asymptotically stable if the foregoing

inequality is satisfied for any initial state x(t0 )

Nonlinear Control Lecture # 8 Time Varying and Perturbed Systems

 exponentially stable if there exist positive constants c, k,
and λ such that

kx(t)k ≤ kkx(t0 )ke−λ(t−t0 ) , ∀ kx(t0 )k < c

globally exponentially stable if the foregoing inequality is

satisfied for any initial state x(t0 )

Nonlinear Control Lecture # 8 Time Varying and Perturbed Systems

 Theorem 4.1
Let the origin x = 0 be an equilibrium point of ẋ = f (t, x)
and D ⊂ Rn be a domain containing x = 0. Suppose f (t, x)
is piecewise continuous in t and locally Lipschitz in x for all
t ≥ 0 and x ∈ D. Let V (t, x) be a continuously differentiable
function such that

W1 (x) ≤ V (t, x) ≤ W2 (x)

∂V ∂V
+ f (t, x) ≤ 0
∂t ∂x
for all t ≥ 0 and x ∈ D, where W1 (x) and W2 (x) are
continuous positive definite functions on D. Then, the origin
is uniformly stable

Nonlinear Control Lecture # 8 Time Varying and Perturbed Systems

 Theorem 4.2
Suppose the assumptions of the previous theorem are satisfied
with
∂V ∂V
+ f (t, x) ≤ −W3 (x)
∂t ∂x
for all t ≥ 0 and x ∈ D, where W3 (x) is a continuous positive
definite function on D. Then, the origin is uniformly
asymptotically stable. Moreover, if r and c are chosen such
that Br = {kxk ≤ r} ⊂ D and c < minkxk=r W1 (x), then
every trajectory starting in {W2 (x) ≤ c} satisfies
kx(t)k ≤ β(kx(t0 )k, t − t0 ), ∀ t ≥ t0 ≥ 0

for some class KL function β. Finally, if D = Rn and W1 (x)

is radially unbounded, then the origin is globally uniformly
asymptotically stable

Nonlinear Control Lecture # 8 Time Varying and Perturbed Systems

 Theorem 4.3
Suppose the assumptions of the previous theorem are satisfied
with
k1 kxka ≤ V (t, x) ≤ k2 kxka
∂V ∂V
+ f (t, x) ≤ −k3 kxka
∂t ∂x
for all t ≥ 0 and x ∈ D, where k1 , k2 , k3 , and a are positive
constants. Then, the origin is exponentially stable. If the
assumptions hold globally, the origin will be globally
exponentially stable

Nonlinear Control Lecture # 8 Time Varying and Perturbed Systems

 Terminology: A function V (t, x) is said to be
positive semidefinite if V (t, x) ≥ 0
positive definite if V (t, x) ≥ W1 (x) for some positive
definite function W1 (x)
radially unbounded if V (t, x) ≥ W1 (x) and W1 (x) is
radially unbounded
decrescent if V (t, x) ≤ W2 (x)
negative definite (semidefinite) if −V (t, x) is positive
definite (semidefinite)

Nonlinear Control Lecture # 8 Time Varying and Perturbed Systems

 Example 4.2

ẋ = −[1 + g(t)]x3 , g(t) ≥ 0, ∀ t ≥ 0

V (x) = 12 x2

V̇ (t, x) = −[1 + g(t)]x4 ≤ −x4 , ∀ x ∈ R, ∀ t ≥ 0

The origin is globally uniformly asymptotically stable

Example 4.3

ẋ1 = −x1 − g(t)x2 , ẋ2 = x1 − x2

0 ≤ g(t) ≤ k and ġ(t) ≤ g(t), ∀ t ≥ 0

Nonlinear Control Lecture # 8 Time Varying and Perturbed Systems

 V (t, x) = x21 + [1 + g(t)]x22

x21 + x22 ≤ V (t, x) ≤ x21 + (1 + k)x22 , ∀ x ∈ R2

V̇ (t, x) = −2x21 + 2x1 x2 − [2 + 2g(t) − ġ(t)]x22

2 + 2g(t) − ġ(t) ≥ 2 + 2g(t) − g(t) ≥ 2

 
2 2 T 2 −1
V̇ (t, x) ≤ −2x1 + 2x1 x2 − 2x2 = − x x
−1 2
The origin is globally exponentially stable

Nonlinear Control Lecture # 8 Time Varying and Perturbed Systems

Perturbed Systems
Nominal System:
ẋ = f (x), f (0) = 0
Perturbed System:
ẋ = f (x) + g(t, x), g(t, 0) = 0
Case 1: The origin of the nominal system is exponentially
stable
c1 kxk2 ≤ V (x) ≤ c2 kxk2
∂V
f (x) ≤ −c3 kxk2
∂x
∂V
∂x ≤ c4 kxk

Nonlinear Control Lecture # 8 Time Varying and Perturbed Systems

 Use V (x) as a Lyapunov function candidate for the perturbed
system
∂V ∂V
V̇ (t, x) = f (x) + g(t, x)
∂x ∂x
Assume that
kg(t, x)k ≤ γkxk, γ ≥ 0

∂V 2
V̇ (t, x) ≤ −c3 kxk + ∂x kg(t, x)k

≤ −c3 kxk2 + c4 γkxk2

Nonlinear Control Lecture # 8 Time Varying and Perturbed Systems

 c3
γ<
c4

V̇ (t, x) ≤ −(c3 − γc4 )kxk2

The origin is an exponentially stable equilibrium point of the
perturbed system

Nonlinear Control Lecture # 8 Time Varying and Perturbed Systems

 Example 4.4

ẋ = Ax + g(t, x); A is Hurwitz; kg(t, x)k ≤ γkxk

Q = QT > 0; P A + AT P = −Q; V (x) = xT P x

λmin(P )kxk2 ≤ V (x) ≤ λmax (P )kxk2

∂V
Ax = −xT Qx ≤ −λmin (Q)kxk2
∂x

∂V T 2
∂x g = k2x P gk ≤ 2kP kkxkkgk ≤ 2kP kγkxk

V̇ (t, x) ≤ −λmin (Q)kxk2 + 2λmax (P )γkxk2

λmin (Q)
The origin is globally exponentially stable if γ < 2λmax (P )

Nonlinear Control Lecture # 8 Time Varying and Perturbed Systems

 Example 4.5

ẋ1 = x2
ẋ2 = −4x1 − 2x2 + βx32 , β≥0

ẋ = Ax + g(x)
  
0 1 0
A= , g(x) =
−4 −2 βx32
√
The eigenvalues of A are −1 ± j 3
 3 1 
2 8
P A + AT P = −I ⇒ P = 
1 5
8 16

Nonlinear Control Lecture # 8 Time Varying and Perturbed Systems

 ∂V
Ax = −xT x
V (x) = xT P x,
∂x
c3 = 1, c4 = 2 kP k = 2λmax (P ) = 2 × 1.513 = 3.026

kg(x)k = β|x2 |3
g(x) satisfies the bound kg(x)k ≤ γkxk over compact sets of
x. Consider the compact set

Ωc = {V (x) ≤ c} = {xT P x ≤ c}, c>0

  
k2 = max |x2 | = max  0 1 x
xT P x≤c xT P x≤c
√   −1/2 √
= c 0 1 P = 1.8194 c

Nonlinear Control Lecture # 8 Time Varying and Perturbed Systems

 √
k2 = max |[0 1]x| = 1.8194 c
xT P x≤c

kg(x)k ≤ β c (1.8194)2 kxk, ∀ x ∈ Ωc

kg(x)k ≤ γkxk, ∀ x ∈ Ωc , γ = β c (1.8194)2

c3 1 0.1
γ< ⇔ β< 2
≈
c4 3.026 × (1.8194) c c

β < 0.1/c ⇒ V̇ (x) ≤ −(1 − 10βc)kxk2

Hence, the origin is exponentially stable and Ωc is an estimate
of the region of attraction

Nonlinear Control Lecture # 8 Time Varying and Perturbed Systems

 Alternative Bound on β:

V̇ (x) = −kxk2 + 2xT P g(x) ≤ −kxk2 + 18 βx32 ([2 5]x)

√
≤ −kxk2 + 29
8
βx22 kxk2

Over Ωc , x22 ≤ (1.8194)2 c

 √ 
V̇ (x) ≤ − 1 − 829 β(1.8194)2c kxk2
 
βc
= − 1− kxk2
0.448

If β < 0.448/c, the origin will be exponentially stable and Ωc

will be an estimate of the region of attraction

Nonlinear Control Lecture # 8 Time Varying and Perturbed Systems

 Remark
The inequality β < 0.448/c shows a tradeoff between the
estimate of the region of attraction and the estimate of the
upper bound on β

Nonlinear Control Lecture # 8 Time Varying and Perturbed Systems

 Case 2: The origin of the nominal system is asymptotically
stable

∂V ∂V ∂V
V̇ (t, x) = f (x) + g(t, x) ≤ −W3 (x) +
g(t, x)
∂x ∂x ∂x

Under what condition will the following inequality hold?

∂V
∂x g(t, x) < W3 (x)

Special Case: Quadratic-Type Lyapunov function

∂V 2
∂V
∂x ≤ c4 φ(x)
f (x) ≤ −c3 φ (x),
∂x

Nonlinear Control Lecture # 8 Time Varying and Perturbed Systems

 V̇ (t, x) ≤ −c3 φ2 (x) + c4 φ(x)kg(t, x)k

c3
If kg(t, x)k ≤ γφ(x), with γ <
c4

V̇ (t, x) ≤ −(c3 − c4 γ)φ2 (x)

Nonlinear Control Lecture # 8 Time Varying and Perturbed Systems

 Example 4.6

ẋ = −x3 + g(t, x)
V (x) = x4 is a quadratic-type Lyapunov function for ẋ = −x3
 
∂V 3 6
 ∂V 
 = 4|x|3
(−x ) = −4x , 
∂x ∂x 

φ(x) = |x|3 , c3 = 4, c4 = 4

Suppose |g(t, x)| ≤ γ|x|3 , ∀ x, with γ < 1

V̇ (t, x) ≤ −4(1 − γ)φ2 (x)

Hence, the origin is a globally uniformly asymptotically stable

Nonlinear Control Lecture # 8 Time Varying and Perturbed Systems

 Remark
A nominal system with asymptotically, but not exponentially,
stable origin is not robust to smooth perturbations with
arbitrarily small linear growth bounds

Example 4.7

ẋ = −x3 + γx
The origin is unstable for any γ > 0

Nonlinear Control Lecture # 8 Time Varying and Perturbed Systems