Lec45 1

Nonlinear System Analysis
Lyapunov Based Approach Lecture 4 Module 1
Dr. Laxmidhar Behera

Department of Electrical Engineering, Indian Institute of Technology, Kanpur.
January 4, 2003
Intelligent Control Lecture Series
Page 1
Overview
Non-linear Systems : An Introduction Linearization Lyapunov Stability Theory Examples Summary

Intelligent Control Lecture Series Page 2
January 4, 2003
Nonlinear Systems: An Introduction Model:

Properties: Dont follow the principle of superposition, i.e,

January 4, 2003


Page 3

Multiple equilibrium points Limit cycles : oscillations of constant amplitude and frequency Subharmonic, harmonic oscillations for constant frequency inputs Chaos: randomness, complicated steady state behaviours Multiple modes of behaviour
January 4, 2003
Nonlinear Systems: An Introduction
Autonomous Systems: the nonlinear function does not explicitly depend on time .

Afne System:

Unforced System: input

January 4, 2003
Page 5
Example: Pendulum:
! " $ $
January 4, 2003
)
The state equations are

# ( $
# $ %&'
Page 6
%&'
Exercise Identify the category to which the following differential equations belong to? Why? 1. 2. 3. 4. 5.
$
where

is an external input.
January 4, 2003
$ 0 $

Linearization Concept of Equilibrium Point: Consider a system

where functions are continuously differentiable. The equilibrium point this system is dened as
2 3 1 4 4
for
4
January 4, 2003
Page 8
What is linearization? Linearization is the process of replacing the nonlinear system model by its linear counterpart in a small region about its equilibrium point. Why do we need it? We have well stablished tools to analyze and stabilize linear systems.
January 4, 2003
Page 9
Linearization
The method: Let us write the the general form of nonlinear system as:
5 2 2 2 2 2 2 2 2 2 6 7 5
(1)
January 4, 2003
5 2 2 2 2 2 2 2 2 2 6 7
. . .
2 2 2 2 2 2 2 2 2 6 6 7
5 5 6 5
Page 10
Linearization
Let that forces the system constant equilibrium state

2 2 2 2 2 8 4 4 4 2 2 2 2 2 4 8
be a constant input to settle into a

7 9 4 @
such that
holds true.
January 4, 2003
4 9
Page 11
Linearization
We now perturb the equilibrium state by allowing: and . Taylors expansion yields
A A B B B 4 4 A A B B A 4 4
5
January 4, 2003
5 C C 2 2 2 A B A A B B A 4
B 4 A C
Page 12
4 B C
R GF F
S UVT S R GF E E I I I U E E I I P GF E E UG F I UG F U W Q P W Q Q H R R R R R R R R H
S U VT S
Linearization
I I I GF F HE E G D I P G I
E HE 4 B 4 A C A C
D E
4 B 4 A C
B C
are the Jacobian matrices of where . . . . . .
January 4, 2003
E HE E HE
. . .
. . .
P P
Page 13
Linearization
Note that
A 5 4 5 5 5 5 5 5 5 A A A
because Let
is constant. Furthermore, and

C C
Neglecting higher order terms, we arrive at the linear approximation

A 5 A B
A 4
A 4 4
A 4 A C 5 4
A 4 B C 4
January 4, 2003
Page 14
Linearization
Similarly, if the outputs of the nonlinear system model are of the form
2 2 2 2 2 2 2 2 2 6 7 2 2 2 2 2 2 2 2 2
or in vector notation
` A B Y

. . .
X
January 4, 2003
2 2 2 2 2 2 2 2 2 X
7
Linearization
Taylors series expansion can again be used to yield the linear approximation of the above output equations. Indeed, if we let
Y 4 Y Y
then we obtain
A B Y
January 4, 2003
Page 16
Linearization
Example Consider a rst order system: where

$ a
Linearize it about origin

$
Its solution is : . Whatever may be the initial state , the state will settle at as , which is the only equilibrium point that this linearized system has.
d e b ca a $
January 4, 2003
Page 17
Linearization
However, the solution of actual nonlinear system is

d e bca d b iha $ g a
For various initial conditions, the system has two equilibrium points: and as can be seen in the following gure.
g
January 4, 2003
Page 18
Linearization
2 1.5 1 0.5
Stable and Unstable Equilibrium Points

x0=1.1 x0=1.01
x0=0.5
x(t)=x0e-t/(1-x0+x0e-t)
X(t)
0 -0.5 -1 -1.5 -2 x0=-0.5 x0=1.5
Time(seconds)
is a Stable while
H
is an unstable equilibrium point.

Page 19
p H a
p
January 4, 2003
Lyapunov Stability Theory The concept of stability: Consider the nonlinear system Let an equilibrium point of the system be ,
q q
January 4, 2003
Page 20
We say that is stable in the sense of Lyapunov if there exists positive quantity such that for every we have
q r r s q q $ $ t a t r s u vt u vt
for all . we say that if it is stable and

f a q $ t t
is asymptotically stable as
We call
January 4, 2003
unstable if it is not stable.

Lyapunov Stability Theory
How to determine the stability or instability of without explicitly solving the dynamic equations? Lyapunovs rst or indirect method: Start with a nonlinear system
q
Expand in Taylor series around redene )

q $
(we also
q
January 4, 2003
Page 22
where
R C R
is the Jacobian matrix of evaluated at contains the higher order terms, i.e.,
t t y
R wxR H C
and
January 4, 2003
Then the nonlinear system is asymptotically stable if and only if the linear system is stable, i.e., if all eigenvalues of have negative real parts.

t t
Advantage: Easy to apply Disadvantages: If some eigenvalues of are zero, then we cannot draw any conclusion about stability of the nonlinear system. It is valid only if initial conditions are close to the equilibrium . This method provides no indication as to how close is close.
q
January 4, 2003 Intelligent Control Lecture Series Page 24
Lyapunovs second or direct method: Consider the nonlinear system

January 4, 2003
Suppose that there exists a function, called Lyapunov function, with following properties:

1. 2. 3.
q
, for
:Positive denite : Negative

Page 25
f u

along trajectories of
Denite Then, is asymptotically stable. The method hinges on the existence of a Lyapunov function, which is an energy-like function.
q 5 C I 5 C C C C C C I I I 6 C C C 6
Advantages: answers stability of nonlinear systems without explicitly solving dynamic equations can easily handle time varying systems can determine asymptotic stability as well as plain stability can determine the region of asymtotic stability or the domain of attraction of an equilibrium
January 4, 2003
Example Oscillator with a nonlinear spring:

!
Linearize this system,

!
The characteristic equation of linearized system is .
January 4, 2003
Page 28
The characteristic root corresponds to the damping term but notice the existence of a root from the lack of a linear term in the spring restoring force. The linearized version of the system cannot recognize the existence of a nonlinear spring term and it fails to produce a non-zero characteristic root related to the restoring force.
$
January 4, 2003
Page 29
Lets look at Lyapunov based approach. Consider the state space model

with equilibrium Lyapunov function

q
$ q g " 0 f
. Lets try for a
g
We can see that

January 4, 2003
for all
.
Page 30
The time derivative of

C
is
C
C $ $ $
It follows then that
is asymptotically stable.
January 4, 2003
Page 31
Disadvantage of Lyapunov based Approach There is no systematic way of obtaining Lyapunov functions Lyapunov stability criterion provides only sufcient condition for stability.

January 4, 2003
Page 32
References 1. Nonlinear Systems, Hassan K. Khalil, Third Edition, Prentice Hall. 2. Applied Nonlinear Control, J. J. E. Slotine and W. Li, Prentice Hall 3. Nonlinear System Analysis, M. Vidyasagar, Second Edition, Prentice Hall
January 4, 2003
Page 33
Nonlinear System Analysis

Lyapunov Based Approach Lecture 5 Module 1
Dr. Laxmidhar Behera

Department of Electrical Engineering, Indian Institute of Technology, Kanpur.
January 4, 2003
Page 34
Stability of Linear Systems Consider a linear system in the form

Choose as Lyapunov function the quadratic form

@
where
is a symmetric positive denite matrix.
January 4, 2003
Page 35
Then we have
@ @ @ @ @ @ @ @ @ @ $
where Lyapunov Matrix Equation

January 4, 2003
@ $
If the matrix is positive denite, then the system is asymptotically stable. Therefore, we could pick , the identity matrix and solve
@ $
for
and see if
is positive denite
January 4, 2003
Page 37
Note: The usefulness of Lyapunovs matrix equation for linear systems is that it can provide an initial estimate for a Lyapunov function for a nonlinear system in cases where this is done computationally. Furthermore, it can be used to show stability of the linear quadratic regulator design.
January 4, 2003
Page 38
LaSalle-Yoshizawa Theorem Let be an equilibrium point of . Let be a continuously differentiable, positive denite and radially unbounded function such that
C $
where is a continuous function. Then, all solutions of are globally uniformly bounded and satisfy
y e
January 4, 2003
Page 39
In addition, if is positive denite, then the equilibrium is globally uniformly asymptotically stable.

January 4, 2003
Page 40
More Examples We will discuss three examples that demonstrate applications of Lyapunovs method, namely 1. How to assess the importance of nonlinear terms in stability or instability. 2. How to estimate the domain of attraction of an equilibrium point. 3. How to design a control law that guarantees global asymptotic stability
Lyapunov Stability Theory: Examples
Example .1 Consider the system

$
with . Find the equilibrium of the system by solving following equations:

q q q $ q $ q q
$
January 4, 2003
Page 42
Multiply the rst equation by and add them to get

q q $ $ g
, the second by
Hence, the equilibrium point is The linearized system is

g
q
January 4, 2003
Page 43
The characteristic equation is

R $ R g % R g R R $ R
Since the characteristic roots are purely imaginary, we can not draw any conclusion on the stability of the nonlinear system. Now we resort to Lyapunov based approach. Choose the Lyapunov function to be the sum of the kinetic and potential energy of the linear system

5b R $ R g % R R R R
&
(this does not work always!):

g 0 0 g
We see that

for all

. Then
$
f $ $ $

$

January 4, 2003
Page 45
Therefore, we see that b if if , the system is asymptotically stable , the system is unstable

b
this result can not be obtained obtained by linearization
January 4, 2003
u f

Page 46
Example .2 Suppose we want to determine the stability of the origin of the nonlinear system (Show that this is the equilibrium of the system.),
$ $ $
January 4, 2003
Page 47
The easiest way to show the stability is by linearization. The linearized form of the system is
$ g g $ g g $
The characteristic equation is

0 0 % %
We can see that the system is stable. Wait! since this result is based on linearization, it says that if initial condition is close to the equilibrium point


then the solution will tend to the equilibrium as . To nd how close is close we need to get an estimate of the domain of attraction. We can do this by using Lyapunov theory.
Lets try a Lyapunov function candidate

g 0 0 g
January 4, 2003
Page 49
Take its time derivative

$ $ $
We can see, therefore, that stability is guaranteed if or

u g u
$ "
January 4, 2003
" $ $ 0 $ g
$ $ "

Page 50

This means that the domain of attraction of the equilibrium is a circular disk of radius 1. As long as the initial conditions are inside the disk, it is guaranteed that the solution will end up at the stable equilibrium. In case, the initial conditions lie outside the disk then convergence is not guaranteed.
January 4, 2003
Page 51
Note: It should be mentioned that the above disk is an estimate of the domain attraction based on the particular Lyapunov function we selected. A different Lyapunov function could have produced a different estimate of the domain of attraction.
January 4, 2003
Page 52
Example .3 Trajectory Tracking Consider a single link manipulator

! " # # # % # # $ b
Now we want to nd a control so that tracks a desired trajectory . Dene . Then above equation may be written as error dynamic equation
Page 53
! b
January 4, 2003
b % #
Choose a Lyapunov Function Candidate

g b g b X
Take its time derivative

! b $ $ b b % # b X b b X b
We can choose our control input as . Then

$ $ b X b % #
assume
This implies that and . But, it does not imply that . Substituting the control into error dynamic equation, we get
! b b b ! b b b X
This implies that

January 4, 2003
$ b u b X
f
.
Page 55
Example .4 Back-Stepping Consider the system

$
Start with the scalar system

$
Design the feedback control the origin .

January 4, 2003

to stabilize
Page 56

We cancel the nonlinear term

by taking
$

$
Thus we obtain
$ $
Taking Lyapunov function candidate as , its time derivative satises

$ $ u d
Hence, the origin is globally asymptotically stable.

Now to back step, we use the change of variable

$ e
So the transformed system

$ $ $ g 0 e
$ e e
Taking as a composite Lyapunov Function, we obtain

e f $ $ e
January 4, 2003
f $ $ g 0 e 9 $ $ $ g 0 e
8 $ 8

Page 59
9
Choosing control input as

$ g 0 $ $ $ $ g 0 $ $ $ e e
we get Hence with this control law, the origin is globally asymptotically stable.
$ e f $ $
References
1. Nonlinear Systems, Hassan K. Khalil, Third Edition, Prentice Hall. 2. Applied Nonlinear Control, J. J. E. Slotine and W. Li, Prentice Hall 3. Nonlinear System Analysis, M. Vidyasagar, Second Edition, Prentice Hall
January 4, 2003
Page 61

Lec45 1

Uploaded by

Document Information

Original Title

Copyright

Available Formats

Share this document

Share or Embed Document

Sharing Options

Did you find this document useful?

Is this content inappropriate?

Copyright:

Available Formats

Lec45 1

Uploaded by

Copyright:

Available Formats

Nonlinear System Analysis

Lyapunov Based Approach Lecture 4 Module 1

Dr. Laxmidhar Behera

Intelligent Control Lecture Series

Non-linear Systems : An Introduction Linearization Lyapunov Stability Theory Examples Summary

Nonlinear Systems: An Introduction Model:

Properties: Dont follow the principle of superposition, i.e,

Nonlinear Systems: An Introduction

Unforced System: input

Intelligent Control Lecture Series

Nonlinear Systems: An Introduction

The state equations are

Nonlinear Systems: An Introduction

Linearization Concept of Equilibrium Point: Consider a system

Intelligent Control Lecture Series

Intelligent Control Lecture Series

Intelligent Control Lecture Series

Let that forces the system constant equilibrium state

be a constant input to settle into a

Intelligent Control Lecture Series

are the Jacobian matrices of where . . . . . .

Intelligent Control Lecture Series

is constant. Furthermore, and

Neglecting higher order terms, we arrive at the linear approximation

Intelligent Control Lecture Series

Intelligent Control Lecture Series

Example Consider a rst order system: where

Linearize it about origin

Intelligent Control Lecture Series

However, the solution of actual nonlinear system is

Intelligent Control Lecture Series

Stable and Unstable Equilibrium Points

0 -0.5 -1 -1.5 -2 x0=-0.5 x0=1.5

is an unstable equilibrium point.

Intelligent Control Lecture Series

Intelligent Control Lecture Series

for all . we say that if it is stable and

unstable if it is not stable.

Lyapunov Stability Theory

Expand in Taylor series around redene )

Intelligent Control Lecture Series

Lyapunov Stability Theory

Lyapunov Stability Theory

Lyapunov Stability Theory

Lyapunovs second or direct method: Consider the nonlinear system

:Positive denite : Negative

Lyapunov Stability Theory

Lyapunov Stability Theory

Lyapunov Stability Theory

Example Oscillator with a nonlinear spring:

Linearize this system,

The characteristic equation of linearized system is .

Intelligent Control Lecture Series

Lyapunov Stability Theory

Intelligent Control Lecture Series

Lyapunov Stability Theory

with equilibrium Lyapunov function

. Lets try for a

We can see that

Intelligent Control Lecture Series

Lyapunov Stability Theory

The time derivative of

It follows then that