H22 Solution3
H22 Solution3
H22 Solution3
ẋ1 = x2
ẋ2 = −(x1 + x2 ) − x21 x2
we have
−(d + k2 )x̃22 = x̃1 x̃2 + x̃2 −f3 (x̃1 + x1d )3 − x31d − f1 x̃1 − dx̃2 + ũ
(b) The closed-loop system is found by inserting ũ into the system equations
x̃˙ 1 = x̃2
˙ (1)
mx̃2 = −x̃1 − (d + k2 )x̃2
↓
x̃˙ 1
0 1 x̃1
= (2)
x̃˙ 2 1 1
− m − m (d + k2 ) x̃2
1
1. V̇ from the previous question is negative semidefinite (that is, V̇ = 0 on the
line x̃2 = 0). V is a continuously differentiable, positive definite, radially un-
2
bounded
n o that V̇ (x̃) ≤ 0 for all x̃ ∈ R and V (0) = 0. Let
function such
S = x̃ ∈ R2 |V̇ = 0 , i.e. S = {x̃ ∈ R2 |x̃2 = 0}. Inserting x̃2 = 0 gives
i.e. the only solution that can stay in S is the trivial solution x̃ = 0. LaSalle’s
theorem states that the origin is a globally asymptotically stable equilibrium
point of the closed-loop system.
2. Since the closed-loop system is linear, we can analyze its stability properties by
considering the eigenvalues. The eigenvalues of the closed loop system can be
calculated from
λ −1
1 1 =0
m
λ + m
(d + k2 )
which gives
1 1
λ2 + λ
(d + k2 ) + =0
m m
s 2
1 d + k2 d + k2 4
λ = − ± − (3)
2 m m m
Since d, k2 , m > 0 s 2
d + k2 d + k2 4
> −
m m m
and the eigenvalues will always lie in the left half plane which means that A is
Hurwitz. Any linear system on the form
ẋ = Ax
x̃˙ 1 = x̃2
f3 f1 d w ũ
x̃˙ 2 = − (x̃1 + x1d )3 − x31d − x̃1 − x̃2 + +
m m m m m
2
Inserting for ũ we get
x̃˙ 1 = x̃2
1 d + k2 w
x̃˙ 2 = − x̃1 − x̃2 +
m m m
a system which is not in equilibrium at the origin. Since the origin is not an equi-
librium point of the system (in error coordinates), it is also not stable. Hence our
previous control input u is unable to make the desired setpoint stable in the presence
of an unknown, constant disturbance.
ẋ1 = x2
ẋ2 = −h(x1 )x2 − g(x1 )
To be an equilibrium point of the system, the origin must satisfy ẋ = 0. We see that
ẋ1 = 0 implies that x2 = 0. Inserting this in ẋ2 = 0 yields
0 = −g(x1 )
ẋ2 = 0 ⇒ −g(x1 ) = 0
Hence, for the origin to be the only solution, we must have g(x1 ) = 0 if and only if
x1 = 0 (equivalent to what we found in a). By Corollary 4.1, the origin is asymp-
totically stable.
(c) To show global asymptotic stability, the function V R(x) needs to be radially un-
z
bounded. This is the case if the function g satisfies 0 g (y) dy → ∞ as |z| → ∞.
The condition h(x1 ) > 0 must also hold for all x1 ̸= 0, i.e. D = R2 . Then, by
the arguments provided in b and Corollary 4.2, the origin is globally asymptotically
stable.
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4. (a) To be an equilibrium point of the system
x1 − x2 = x1 + x2 =⇒ x2 = 0, x1 ∈ R
x21 − x1 = 0 =⇒ x1 = 0 ∨ x1 = 1.
Hence, the equilibrium points of the system are (0, 0) and (1, 0).
(b) Consider the general Lyapunov function candidate V (x) = 21 xT P x, where P =
[ pp11 p12
12 p22 ] is to be chosen as a positive definite, symmetric matrix. The derivative of
V̇ (x) = xT P ẋ
= −x1 + x2 + x21 + x22 (x1 p11 + x2 p12 ) + −x1 − x2 + x21 + x22
(x1 p12 + x2 p22 )
−x21 (p11 x22 (p12 x21 x22
= + p12 ) + x1 x2 (p11 − 2p12 − p22 ) + − p22 ) + + (x1 (p12 + p11 )
+ x2 (p22 + p12 ))
which entails that all the principal minors of P are positive, i.e. p11 > 0 and
p11 p22 − p212 > 0. This ensures that V is positive definite. Moreover, we see that
Notice that Theorem 4.1 states only that x is asymptotically stable, but nothing
specifically about from where the solution will converge to the origin. So long as there
exists some region D containing the origin where V is a strict Lyapunov function,
then Theorem 4.1 states that there is a (small) δ such that if ∥x(0)∥ ≤ δ, then x(t)
will converge to the origin as t → ∞ (Definition 4.1 of asymptotic stability).
Therefore any choices of D are equally good for only showing local asymptotic sta-
bility. However, the choice of D will influence the estimate of the region of attraction
obtained in the next task.
4
2
1.5
0.5
-0.5
-1
-1.5
-2
-2 -1.5 -1 -0.5 0 0.5 1 1.5 2
Figure 1: Sketch of the estimated region of attraction, and D is the region left of the dashed line.
(c) Since V is radially unbounded, the level sets Ωc = {x ∈ R2 |V (x) ≤ c}, where c is
chosen such that V̇ (x) ≤ 0 ∀x ∈ Ωc , are positively invariant. We can use this to
find an estimate of the region of attraction. To get the biggest possible Ωc , choose c
as the smallest value V along the boundary of D = {x ∈ R2 | x1 + x2 < 1} found in
b. That is,
c = min V (x)
x1 =1−x2
1 2
x1 + x22
= min
x1 =1−x2 2
1
= min − x2 + x22
2
The minimum of V (x) is found by
∂ 1 2
− x2 + x2 = −1 + 2x2 = 0
∂x2 2
the other the points where V̇ = 0 (you can verify this by inserting into the system
dynamics). Note that, although V̇ (1, 0) = 0, the equilibrium point (1, 0) is not in
Ω 1 and thus not included in E. This means that (0, 0) is the largest invariant set in
4
E, and with respect to Theorem 4.4, Ω 1 can be taken as an estimate of the region
4
of attraction, shown in Figure 1.
5. (a) Inserting x1 = x2 = 0 into the system dynamics gives ẋ1 = 0 and ẋ2 = 0, confirming
that the origin is an equilibrium point.
While we do not know enough about f1 and f2 to solve for all possible equilibrium
5
points, it is possible to check if there are equilibrium points on the set x21 +2x22 −4 = 0.
Inserting into the system dynamics gives
ẋ1 = 4x21 x2
ẋ2 = −2x31
where we see that x1 = 0 gives ẋ1 = 0 and ẋ2 = 0.√ Since we restricted the dynamics
to the set x21 + 2x22 − 4 = 0, x1 = 0√gives x2 = ± 2. Hence the system has at least
two more equilibrium points, (0, ± 2).
(b) A set C is invariant with respect to the system if, for every trajectory x,
x(t0 ) ∈ C =⇒ x(t) ∈ C ∀t ∈ R
where it can be seen that z = 0 yields ż = 0. This means that the relation-
ship between x1 and x2 as given by z stays constant if z = 0 initially. Hence,
{x ∈ R2 |x21 + 2x22 − 4 = 0} is an invariant set for the system.
(c) The function
2
V (x) = x21 + 2x22 − 4
is radially unbounded. The derivative of V with respect to time is
Since both {x ∈ Ω|x21 + 2x22 − 4 = 0 } and (0, 0) are invariant sets (recall that the
origin is an equilibrium point), the largest invariant set in E is given by M = E, and
by Theorem 4.4 it can be concluded that every solution starting in Ω approaches
{x ∈ Ω|x21 + 2x22 − 4 = 0} or the origin as t → ∞.
6
(d) Since the set C contains equilibrium points as shown in a, it cannot be a limit cycle
(once a trajectory x(t) reaches an equilibrium point, it will stay there for all future
time).
is given by
∂f (x) − (x1 + 2) − (x1 + 2x2 ) −2 (x1 + 2)
=
∂x −10x2 −5 (2 + 2x1 + x2 ) − 5x2
and the eigenvalues are λ1,2 = −2, −10. Thus the origin is asymptotically stable.
(b) The derivative of the Lyapunov function along the trajectory of the system is
2 + x1 + 2x2 ≥ 1
2 + 2x1 + x2 ≥ 1
Hence,
where
1 2
Q=
2 5
2
is positive definite (since q11 > 0 and q11 q22 − q12 > 0). Thus V̇ is negative definite
which implies that the origin is asymptotically stable.
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(c) Since V is radially unbounded, the level sets Ωc = {x ∈ R2 | V (x) ≤ c}, where V̇ (x) ≤
0 ∀ x ∈ Ωc are positively invariant sets and can thus be used as estimates of the region
of attraction. To get the largest estimate, we choose c as the smallest value of V
along the boundary of D. We start by considering the boundary 1 + x1 + 2x2 = 0:
1
1 + 4x2 + 5x22
min V (x) = min
x1 =−1−2x2 x2 2
To find the minimum, we solve
∂
1 + 4x2 + 5x22 = 0
∂x2
4 + 10x2 = 0
an estimate of the region of attraction can thus be taken as Ω0.1 = {x ∈ R2 | V (x) ≤ 0.1}.
(d) Since Ω0.1 is bounded and contained in D, it is positively invariant. Thus, any tra-
jectory starting in the set cannot leave it. Moreover, by Theorem 4.4, all trajectories
starting in the set will converge to the origin, which we can see is the case from
Figure 2. On the other hand, the set Ω2.5 is not bounded and contained in D. This
implies that it is possible for the trajectories not to converge to the origin in this
set. Even though V (x) decreases while x is in D, D itself is not positively invariant,
meaning that it might be possible for the trajectories to leave D (as is the case here).
Hence, D cannot be taken as an estimate of the region of attraction. Note also that
since Ω0.1 is only an estimate of the region of attraction, the true region is bigger
and therefore, some trajectories in Ω2.5 \Ω0.1 do in fact converge to the origin.
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Figure 2: Phase portrait for the system in Exercise 6. The boundaries 1 + x1 + 2x2 = 0 and 1 +
2x1 + x2 = 0 are given by the red, dashed lines. The blue line shows a trajectory that
escapes Ω2.5 and D.
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where we once again use that |cos x2 | ≤ 1, which we now can do since the term has a
definite sign. Moreover, V̇ is now on the form V̇ (x) = −xT Qx, with
1
1−ϵ 2
Q= 1 .
2
2 − 4ϵ1
We want to choose ϵ > 0 such that Q is positive definite (as this will make V̇ negative
definite). We know that Q > 0 if and only if all the principal minors are positive, that is
1−ϵ>0
1 1
(1 − ϵ) 2 − − >0
4ϵ 4
V̇ = xT P ẋ
T p
x1 1 −1 − x21 + x22 − 11x2
=
x2 −1 3 2x1 − 5x2
q
2 2
= (x1 − x2 ) − x1 + x2 − 11x2 + (−x1 + 3x2 ) (2x1 − 5x2 )
q
= − (x1 − x2 ) x21 + x22 − 11x1 x2 + 11x22 − 2x21 + 5x1 x2 + 6x1 x2 − 15x22
= − (x1 − x2 ) ∥x∥2 − 2x21 − 4x22
≤ − (x1 − x2 ) ∥x∥2 − 2∥x∥22
≤ |x1 − x2 |·∥x∥2 − 2∥x∥22
We can rewrite the term x1 − x2 as the inner product between the vector [1 − 1]T and
the vector x, that is |x1 − x2 | = |[1 − 1]x|. The Cauchy-Schwarz inequality then gives:
√
V̇ ≤ 1 + 1∥x∥2 ·∥x∥2 − 2∥x∥22
√
= − 2 − 2 ∥x∥22 < 0 ∀x ∈ R2 \{0}
Thus, since V̇ is negative definite (on R2 ) and V is positive definite and radially un-
bounded, by Theorem 4.2 the origin is globally asymptotically stable
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9. (Khalil 4.35) Since α is a class K function, it must be strictly increasing in its argument
and positive for positive arguments. Therefore, for any r′ ≥ r > 0, we have α(r′ ) ≥
α(r) > 0. Now, if r1 ≥ r2 , we must consequently have that r1 + r2 ≤ 2r1 . Using the
properties of α, we thus have
10. (a) For class KL functions we know that, for each fixed r, the mapping β(r, s) is de-
creasing with respect to s. Therefore,
β (r, t) ≤ β (r, 0)
Since
∥x(t)∥ ≤ β (∥x(0)∥ , t) ,
we must consequently have
∥x(t)∥ ≤ β (∥x(0)∥ , 0) ,
∥x(0)∥ ≤ δ ⇒ ∥x(t)∥ ≤ ϵ ∀t ≥ 0
From the above, we see that if we choose ϵ > β (δ, 0), then we will have ∥x(t)∥ ≤ ϵ for
any ∥x(0)∥ < δ, which is possible because lim β(r, 0) = 0 and β is strictly increasing
r→0
with respect to r. Hence, x = 0 is stable.
β(δ,0)
β(δ,0)
(b) Since β is of class KL then lim β (∥x (0)∥ , t) = 0. Thus lim ∥x (t)∥ = 0. By
t→∞ t→∞
definition of the norm, it follows that lim x (t) = 0. We conclude that the origin of
t→∞
the system is globally asymptotically stable.
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11. We have
ẋ1 = x2
(5)
ẋ2 = − (x1 + x2 ) − h (x1 + x2 )
We want to determine the gradient, g(x) = ∇V , of the Lyapunov function so that
∂g1 ∂g2
= (6)
∂x2 ∂x1
and
Looking at the system dynamics (5), we have the function h(·) of which we know very
little. In order to satisfy (7) we should choose g2 such that −g2 (x)h(x1 + x2 ) is negative.
Since we know that zh(z) > 0 ∀z, a smart choice for g2 is
g2 (x) = β(x1 + x2 )
with β > 0 being a constant. Then the symmetry condition (6) gives
∂g1 ∂g2
= =β
∂x2 ∂x1
Integrating this with respect to x2 in order to find g1 yields
Z x2
g1 (x) = β dy = βx2 + ϕ(x1 )
0
since zh(z) > 0 ∀z ̸= 0 and β > 0. The function V is constructed by integrating V̇ along
any path from 0 to x. We integrate along the axes to get
Z x1 Z x2
V (x) = g1 (y1 , 0) dy1 + g2 (x1 , y2 )dy2
0 0
Z x1 Z x2
= 2βy1 dy1 + β (x1 + y2 ) dy2
0 0
x x
1 2 1 x2 1 2 2
= 2β y1 + βx1 [y2 ]0 + β y2
2 0 2 0
β
= βx21 + βx1 x2 + x22 = xT P x
2
12
where
β
β 2
P = β β
2 2
and
β > 0
2 2
β β β2
− = > 0
2 4 4
which implies that P > 0, and so V is positive definite on R2 and radially unbounded. By
Theorem 4.2 it is concluded that the origin is globally asymptotically stable. Alternatively,
g can be found similarly to Example 4.5.
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