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Nonlinear Systems and Control Lecture # 21 Gain & The Small-Gain Theorem
Nonlinear Systems and Control Lecture # 21 Gain & The Small-Gain Theorem
Nonlinear Systems and Control Lecture # 21 Gain & The Small-Gain Theorem
Lecture # 21
L2 Gain
&
p. 1/1
Theorem 5.4: Consider the linear time-invariant system
x = Ax + Bu, y = Cx + Du
p. 2/1
Lemma: Consider the time-invariant system
p. 4/1
Proof
Z Z
V (x( ))V (x(0)) a 2 ku(t)k2 dt a ky(t)k2 dt
0 0
V (x) 0
Z Z
V (x(0))
2 2 2
ky(t)k dt ku(t)k dt +
0 0 a
p. 4/1
Proof
Z Z
V (x( ))V (x(0)) a 2 ku(t)k2 dt a ky(t)k2 dt
0 0
V (x) 0
Z Z
V (x(0))
2 2 2
ky(t)k dt ku(t)k dt +
0 0 a
s
V (x(0))
ky kL2 ku kL2 +
a
p. 4/1
Lemma 6.5: If the system
uT y V + y T y, >0
p. 5/1
Lemma 6.5: If the system
uT y V + y T y, >0
V uT y y T y
1
= 2 (u y)T (u y) + 1 T
2 u u 2 y T y
1 T T
2 2 u u y y
p. 5/1
Example
p. 6/1
Example
p. 6/1
Example
p. 6/1
Example
p. 6/1
Theorem 5.5: Consider the time-invariant system
f (0) = 0, h(0) = 0
where f and G are locally Lipschitz and h is continuous
over Rn . Suppose > 0 and a continuously
differentiable, positive semidefinite function V (x) that
satisfies the HamiltonJacobi inequality
T
V 1 V V 1
T
f (x)+ G(x)G (x) + hT (x)h(x) 0
x 2 2 x x 2
p. 8/1
Proof
V V
f (x) + G(x)u =
x x
2
T
1 2
1 V V
T
u 2 G (x)
+ f (x)
2
x
x
T
1 V V 1 2
T 2
+ G(x)G (x) + kuk
2 2 x x 2
1 2 2 1
V kuk kyk2
2 2
p. 8/1
Example
x = Ax + Bu, y = Cx
p. 9/1
Example
x = Ax + Bu, y = Cx
Suppose there is P = P T 0 that satisfies the Riccati
equation
T 1 T T
PA + A P + 2
P BB P + C C=0
p. 9/1
Example
x = Ax + Bu, y = Cx
Suppose there is P = P T 0 that satisfies the Riccati
equation
T 1 T T
PA + A P + 2
P BB P + C C=0
p. 9/1
Example
x = Ax + Bu, y = Cx
Suppose there is P = P T 0 that satisfies the Riccati
equation
T 1 T T
PA + A P + 2
P BB P + C C=0
p. 9/1
The Small-Gain Theorem
u1-e1- y1
H1 -
+
6
y2 e + u
?
H2 2 + 2
p. 10/1
The Small-Gain Theorem
u1-e1- y1
H1 -
+
6
y2 e + u
?
H2 2 + 2
ky1 kL 1 ke1 kL + 1 , e1 Lm
e , [0, )
p. 10/1
The Small-Gain Theorem
u1-e1- y1
H1 -
+
6
y2 e + u
?
H2 2 + 2
ky1 kL 1 ke1 kL + 1 , e1 Lm
e , [0, )
p. 10/1
" # " # " #
u1 y1 e1
u= , y= , e=
u2 y2 e2
p. 11/1
" # " # " #
u1 y1 e1
u= , y= , e=
u2 y2 e2
p. 11/1
" # " # " #
u1 y1 e1
u= , y= , e=
u2 y2 e2
Proof
e1 = u1 (H2 e2 ) , e2 = u2 + (H1 e1 )
p. 11/1
" # " # " #
u1 y1 e1
u= , y= , e=
u2 y2 e2
Proof
e1 = u1 (H2 e2 ) , e2 = u2 + (H1 e1 )
p. 11/1
ke1 kL ku1 kL + 2 (ku2 kL + 1 ke1 kL + 1 ) + 2
= 1 2 ke1 kL
+ (ku1 kL + 2 ku2 kL + 2 + 2 1 )
p. 12/1
ke1 kL ku1 kL + 2 (ku2 kL + 1 ke1 kL + 1 ) + 2
= 1 2 ke1 kL
+ (ku1 kL + 2 ku2 kL + 2 + 2 1 )
1
ke1 kL (ku1 kL + 2 ku2 kL + 2 + 2 1 )
1 1 2
p. 12/1
ke1 kL ku1 kL + 2 (ku2 kL + 1 ke1 kL + 1 ) + 2
= 1 2 ke1 kL
+ (ku1 kL + 2 ku2 kL + 2 + 2 1 )
1
ke1 kL (ku1 kL + 2 ku2 kL + 2 + 2 1 )
1 1 2
1
ke2 kL (ku2 kL + 1 ku1 kL + 1 + 1 2 )
1 1 2
p. 12/1
ke1 kL ku1 kL + 2 (ku2 kL + 1 ke1 kL + 1 ) + 2
= 1 2 ke1 kL
+ (ku1 kL + 2 ku2 kL + 2 + 2 1 )
1
ke1 kL (ku1 kL + 2 ku2 kL + 2 + 2 1 )
1 1 2
1
ke2 kL (ku2 kL + 1 ku1 kL + 1 + 1 2 )
1 1 2
ke kL ke1 kL + ke2 kL
p. 12/1