Introduction To Nonlinear Control Lecture # 3 Time-Varying and Perturbed Systems
Introduction To Nonlinear Control Lecture # 3 Time-Varying and Perturbed Systems
Lecture # 3
Time-Varying
and
Perturbed Systems
– p. 1/5
Time-varying Systems
ẋ = f (t, x)
– p. 3/5
Example
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 < ∞
– p. 4/5
β(r, s) = r/(ksr + 1), for any positive real number k,
is strictly increasing in r since
∂β 1
= >0
∂r (ksr + 1)2
∂β −kr 2
= <0
∂s (ksr + 1)2
– p. 6/5
exponentially stable if there exist positive constants c,
k, and λ such that
– p. 7/5
Theorem: Let the origin x = 0 be an equilibrium point for
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
∂V ∂V
(2) + 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
– p. 8/5
Theorem: 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 {x ∈ Br | W2 (x) ≤ c} satisfies
kx(t)k ≤ β(kx(t0 )k, t − t0 ), ∀ t ≥ t0 ≥ 0
∂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.
– p. 10/5
Example:
V (x) = 12 x2
Example:
ẋ1 = −x1 − g(t)x2
ẋ2 = x1 − x2
0 ≤ g(t) ≤ k and ġ(t) ≤ g(t), ∀ t ≥ 0
– p. 11/5
V (t, x) = x21 + [1 + g(t)]x22
– p. 12/5
Perturbed Systems
∂V
f (x) ≤ −c3 kxk2
∂x
– p. 13/5
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
∂V
2
∂x
kg(t, x)k
V̇ (t, x) ≤ −c3 kxk +
– p. 14/5
c3
γ<
c4
– p. 15/5
Example
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
– p. 16/5
T ∂V
V (x) = x P x, Ax = −xT 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
– p. 17/5
√
k2 = max |[0 1]x| = max c|[0 1]P −1/2 y|
xT P x≤c y T y≤c
√ −1/2 √
= ck[0 1]P k = 1.8194 c
– p. 18/5
Alternative Bound on β
– p. 19/5
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
– p. 20/5
Application to Linearization
ẋ = f (x) = [A + G(x)]x
∂f
A= (x) , G(x) → 0 as x → 0
∂x x=0
Theorem: The origin of ẋ = f (x) is exponentially stable if
and only if A is Hurwitz
– p. 21/5
Proof Of sufficiency: Suppose A is Hurwitz. Choose
Q = QT > 0 and solve the Lyapunov equation
P A + AT P = −Q for P
– p. 22/5
V̇ (x) ≤ −xT Qx + 2kP k kG(x)k kxk2
– p. 23/5
Proof of Necessity: Suppose the origin of ẋ = f (x) is
exponentially stable. View the system
ẋ = Ax = f (x) − G(x)x
– p. 24/5
In the domain {kxk < min{r0 , r}}, we have
∂V ∂V ∂V
Ax = f (x) − G(x)x
∂x ∂x ∂x
≤ −c3 kxk2 + c4 γkxk2
= −(c3 − c4 γ)kxk2
– p. 25/5
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
– p. 26/5
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)
– p. 27/5
Example
ẋ = −x3 + g(t, x)
V (x) = x4 is a quadratic-type Lyapunov function for the
nominal system ẋ = −x3
∂V ∂V
3 6 = 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
– p. 28/5
Remark: A nominal system with asymptotically, but not
exponentially, stable origin is not robust to smooth
perturbations with arbitrarily small linear growth bounds
Example
ẋ = −x3 + γx
The origin is unstable for any γ > 0
– p. 29/5
Ultimate Boundedness
kx(t0 )k ≤ a ⇒ kx(t)k ≤ β, ∀ t ≥ t0 ≥ 0
kx(t0 )k ≤ a ⇒ kx(t)k ≤ b, ∀ t ≥ t0 + T
– p. 30/5
Lyapunov Analysis: Let V (x) be a cont. diff. positive
definite function and suppose that the sets
Ωε
Ωc
– p. 31/5
Suppose
∂V
V̇ (t, x) = f (t, x) ≤ −W3 (x), ∀ x ∈ Λ, ∀ t ≥ 0
∂x
W3 (x) is continuous and positive definite
V̇ (t, x) ≤ −k, ∀ x ∈ Λ, ∀ t ≥ t0 ≥ 0
V (x(t)) ≤ V (x(t0 )) − k(t − t0 ) ≤ c − k(t − t0 )
x(t) enters the set Ωε within the interval [t0 , t0 + (c − ε)/k]
– p. 32/5
Suppose
Bµ
Ωε
Ωc
Br
– p. 33/5
Let α1 and α2 be class K functions such that
c = α1 (r) ⇒ Ωc ⊂ Br
kxk ≤ µ ⇒ V (x) ≤ α2 (µ)
ε = α2 (µ) ⇒ Bµ ⊂ Ωε
What is the ultimate bound?
– p. 34/5
Theorem (special case of Thm 4.18): Suppose
∂V
f (t, x) ≤ −W3 (x), ∀ kxk ≥ µ > 0
∂x
∀ t ≥ 0 and kxk ≤ r , where α1 , α2 ∈ K, W3 (x) is
continuous & positive definite, and µ < α−12 (α1 (r)). Then,
for every initial state x(t0 ) ∈ {kxk ≤ α−1
2 (α1 (r))}, there is
T ≥ 0 (dependent on x(t0 ) and µ) such that
kx(t)k ≤ α−1
1 (α2 (µ)), ∀ t ≥ t0 + T
– p. 36/5
Example
– p. 37/5
λmin (P )kxk2 ≤ V (x) ≤ λmax (P )kxk2 + 12 kxk4
– p. 38/5
Perturbed Systems: Nonvanishing Perturbation
Nominal System:
ẋ = f (x), f (0) = 0
Perturbed System:
∂V ∂V
2
f (x) ≤ −c3 kxk ,
≤ c4 kxk
∂x
∂x
∀ x ∈ Br = {kxk ≤ r}
– p. 39/5
Use V (x) to investigate ultimate boundedness of the
perturbed system
∂V ∂V
V̇ (t, x) = f (x) + g(t, x)
∂x ∂x
Assume
kg(t, x)k ≤ δ, ∀ t ≥ 0, x ∈ Br
V̇ (t, x) ≤ −c3 kxk2 +
∂V kg(t, x)k
∂x
≤ −c3 kxk2 + c4 δkxk
= −(1 − θ)c3 kxk2 − θc3 kxk2 + c4 δkxk
0<θ<1
def
≤ −(1 − θ)c3 kxk2 , ∀ kxk ≥ δc4 /(θc3 ) = µ
– p. 40/5
Apply Theorem 4.18
c1
r
kx(t0 )k ≤ α−1
2 (α1 (r)) ⇔ kx(t0 )k ≤ r
c2
δc4 c1 c3 c1
r r
µ< α−1
2 (α1 (r)) ⇔ <r ⇔ δ< θr
θc3 c2 c4 c2
c2 δc4 c2
r r
−1
b = α1 (α2 (µ)) ⇔ b = µ ⇔ b=
c1 θc3 c1
p
For all kx(t0 )k ≤ r c1 /c2 , the solutions of the perturbed
system are ultimately bounded by b
– p. 41/5
Example
β ≥ 0, |d(t)| ≤ δ, ∀ t ≥ 0
3 1
2 8
T T
V (x) = x P x = x x
1 5
8 16
2 1 5 2
2βx22
V̇ (t, x) = −kxk + 8 x1 x2 + 16 x2
1 5
+ 2d(t) x +
8 1
x
16 2
√ √
2 29 29δ
≤ −kxk + βk22 kxk2 + kxk
8 8
– p. 42/5
√
k2 = max |x2 | = 1.8194 c
xT P x≤c
√
Suppose β ≤ 8(1 − ζ)/( 29k22 ) (0 < ζ < 1)
√
29δ
V̇ (t, x) ≤ −ζkxk2 + 8
kxk
√
29δ def
≤ −(1 − θ)ζkxk2 , ∀ kxk ≥ 8ζθ
= µ
(0 < θ < 1)
If µ2 λmax (P ) < c, then all solutions of the perturbed
system, starting in Ωc , are uniformly ultimately bounded by
√ s
29δ λmax (P )
b=
8ζθ λmin (P )
– p. 43/5
Case 2: The origin of ẋ = f (x) is asymptotically stable
∂V
∂V
f (x) ≤ −α3 (kxk),
≤k
∂x
∂x
∀ x ∈ Br = {kxk ≤ r}, αi ∈ K, i = 1, 2, 3
V̇ (t, x) ≤ −α3 (kxk) +
∂V
∂x
kg(t, x)k
≤ −α3 (kxk) + δk
≤ −(1 − θ)α3 (kxk) − θα3 (kxk) + δk
0<θ<1
−1 δk def
≤ −(1 − θ)α3 (kxk), ∀ kxk ≥ α3 θ
= µ
– p. 44/5
Apply Theorem 4.18
δk
µ< α−1
2 (α1 (r)) ⇔ α−1
3 < α−1
2 (α1 (r))
θ
θα3 (α−1
2 (α1 (r))) c3 c1
r
⇔ δ< Compare with δ < θr
k c4 c2
Example
x
ẋ = −
1 + x2
∂V x 4x4
V (x) = x4 ⇒ − 2
=−
∂x 1+x 1 + x2
4|x|4
α1 (|x|) = α2 (|x|) = |x|4 ; α3 (|x|) = 2
; k = 4r 3
1 + |x|
– p. 45/5
The origin is globally asymptotically stable
θα3 (α−1
2 (α1 (r))) θα3 (r) rθ
= =
k k 1 + r2
rθ
→ 0 as r → ∞
1+ r2
x
ẋ = − + δ, δ>0
1+ x2
1
δ> 2 ⇒ lim x(t) = ∞
t→∞
– p. 46/5
Input-to-State Stability (ISS)
– p. 47/5
Theorem (Special case of Thm 4.19): Let V (x) be a
continuously differentiable function such that
∂V
f (x, u) ≤ −W3 (x), ∀ kxk ≥ ρ(kuk) > 0
∂x
∀ x ∈ Rn , u ∈ Rm , where α1 , α2 ∈ K∞ , ρ ∈ K, and
W3 (x) is a continuous positive definite function. Then, the
system ẋ = f (x, u) is ISS with γ = α−11 ◦ α2 ◦ ρ
∂V
f (x, u) ≤ −W3 (x), ∀ kxk ≥ µ
∂x
– p. 48/5
Choose ε and c such that
∂V
f (x, u) ≤ −W3 (x), ∀ x ∈ Λ = {ε ≤ V (x) ≤ c}
∂x
Suppose x(t0 ) ∈ Λ and x(t) reaches Ωε 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
For t ≥ t0 + T ,
kx(t)k ≤ α−1
1 (α2 (µ))
– p. 49/5
kx(t)k ≤ β(kx(t0 )k, t − t0 ) + α−1
1 (α2 (µ)), ∀ t ≥ t0
!
kx(t)k ≤ β(kx(t0 )k, t − t0 ) + γ sup ku(τ )k , ∀ t ≥ t0
τ ≥t0
– p. 50/5
Example
ẋ = −x3 + u
The origin of ẋ = −x3 is globally asymptotically stable
V = 12 x2
V̇ = −x4 + xu
= −(1 − θ)x4 − θx4 + xu
1/3
≤ −(1 − θ)x4 , ∀ |x| ≥ |u|
θ
0<θ<1
The system is ISS with
γ(r) = (r/θ)1/3
– p. 51/5
Example
ẋ = −x − 2x3 + (1 + x2 )u2
The origin of ẋ = −x − 2x3 is globally exponentially stable
V = 12 x2
– p. 52/5
Example
– p. 53/5
− 12 θ(x21 + x42 ) + |x2 |3 |u| ≤ 0
2
2|u| 2|u| 2|u|
if |x2 | ≥ or |x2 | ≤ and |x1 | ≥
θ θ θ
s
2
2|u| 2|u|
if kxk ≥ 1+
θ θ
s
2
2r 2r
ρ(r) = 1+
θ θ
– p. 54/5