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05 Stability
05 Stability
STABILITY ANALYSIS
OF DYNAMIC SYSTEMS
Claudio Melchiorri
Definition of stability
Let us consider a generic dynamic systems (linear/non-linear, time varying, stationary)
described by
Assume that U, Uf, X, Y are normed vector spaces (equipped with a norm).
Given the initial time instant t0, the initial state x(t0) and the input function u(.), let
consider the reference motion
Local stability
Initial state perturbation
if
if
Local stability
Input perturbation
The motion x(.) corresponding to the input function u(.) is stable with respect
to perturbations of the input function if:
if
Notes
1. These definitions of stability refer to a particular motion, defined by the
three elements t0, x(t0), u(.).
Local stability
Notes
4. If the system is stationary, stability does not depend on t0 but on x(t0),
u(.) only
5. A particular motion may correspond to different input functions, and its
stability may depend on the applied input
Example:
Stability in large
Stability in large: initial state perturbations
Let consider the asymptotic stability with respect to perturbations of the initial
state; if
∀ δx1(t0) such that x(t0)+δ x1(t0) ∈ X0(t0, x(t0), u(·)), then X0 is called
asymptotic stability domain with respect to t0, x(t0), u(·).
• If X0(t0, x(t0), u(·)) = X (i.e. the whole state space) then the motion x(·)
corresponding to the input function u(·) is globally asymptotically stable.
• If this condiiton holds for all t0 and all u(·) the system ∑ is globally
asymptotically stable.
Stability in large
Example:
Stability in large
Stability in large: input perturbations
Let consider again the definition of stability with respect to variations of the input
function.
The system is bounded input - bounded state stable (b.i.b.s.) with respect to the
motion t0, x(t0), u(·) if two positive real numbers Mu and Mx exist, in general
function of t0, x(t0), u(·), such that
0 = f (xe , t), 8t t0
Let consider now system (1) and assume, without loss of generality, that
the zero state is an equilibrium state (xe = 0), i.e.
Def. 2: The zero state of system (1) is stable in the sense of Lyapunov at
time instant t0 if for all ε > 0 there exists a parameter η > 0 such that
Def. 3: The zero state of system (1) is asymptotically stable in the sense of
Lyapunov at time instant t0 if it is stable and if
Note: These definitions apply to the equilibrium state, not to “the system.” A dynamic system can
have several equilibrium points.
C. Melchiorri (DEI) Automatic Control & System Theory 11
AC&ST
Def. 4: The zero state of system (1) is said to be globally asymptotically stable
or asymptotically stable at large in the sense of Lyapunov at time instant t0 if it
is stable and if
In this case, since no other equilibrium state exists, the system (1) is said to be
globally asymptotically stable.
x2 In summary:
3
1 t
1. Stable
t 2. Asymptotically stable
ε
3. Unstable
x1
η
2
If the previous definitions hold for all initial time instants t1 ∈ [t0, ∞], the
stability property is said to be uniform in [t0, ∞].
Def. 5: The zero state of system (1) is said to be (locally) exponentially stable
if there exist two real constants α, λ > 0 such that
Note: Clearly, exponential stability implies asymptotic stability. The converse is,
however, not true.
Integrator
We want to study the time evolution of the state x(t) with initial condition x0 and null input.
In the following, we discuss two methods applicable to both linear and non
linear systems expressed in state form
3) If A has eigenvalues with null real part, the linearization does
not give information on the stability of the considered
equilibrium point.
2 f1 (x) f1 (x)
3 " #
f (x) 4 x1 x2 sin x2 2x1 cos x1 x1 cos x2
= 5=
x f2 (x) f2 (x) 2x1 2 cos x2
x1 x2
Asimptotycally stable
system
1.2
0.8
0.6
Linearized system
0.4
0.2
0
0 1 2 3 4 5
0 ⇡
xe,1 = xe,2 =
0 0
mg
Then:
By considering d = 0, then:
??????? UNSTABLE
Lyapunov method
Definitions
Lyapunov functions:
A function V(x): Rn à R is a Lyapunov function in ϑ(0,ρ) for system
(2) if
Lyapunov method
Positive definite functions 4
3
25
2
20 1
15
-1
-2
10
-3
-4
5 -4 -2 0 2 4
0
5
0 25
0
20
-5 -5
15
4
3 10
5
1
0
0
5
-1
5
-2
0
-3 0
-4
-4 -2 0 2 4
-5 -5
Lyapunov method
Undefinite function Positive definite function
6 300
4 200
2 100
0 0
-100
-2
-200
-4
-300
-6 4
4
2 4
2 4 0 2
0 2 0
-2
0 -2
-2 -2 -4 -4
X
-4 -4
3 3
2 2
1 1
0 0
-1 -1
-2 -2
-3 -3
-3 -2 -1 0 1 2 3 -3 -2 -1 0 1 2 3
Lyapunov method
Lyapunov theorems
1. (simple stability): The zero state is stable in the sense of
Lyapunov if there exists a Lyapunov function V in a
neighbourhood of the origin ϑ(0,ρ) .
Lyapunov method
4. (asymptotic stability domain): Let V(x) be a Lyapunov function and
h a positive real number such that the (open) set
V(x)
Time evolution of the
t Lyapunov function
x2
Time evolution of the state
of an autonomous system
x1 x(0)
Lyapunov method
NOTE: The function
describes the variation in time of function V(x) when this is computed along a
solution x(t) of the differential equation.
This can be made by defining a Lyapunov function V(x,t) (with time) such that
and by properly modifying the theorems in order to consider the factor ∂ V/∂ t.
C. Melchiorri (DEI) Automatic Control & System Theory 29
AC&ST
Lyapunov method
If there exists a function V(x) positive definite, with positive definite derivative in
an arbitrary small neighbourhood ϑ(0, ρ) of the origin, that is
Lyapunov method
Chetaev theorem (instability theorem -- another formulation)
Consider an autonomous dynamical systems and assume that x = 0 is an
equilibrium point. Let V : D → R have the following properties:
(i) V(0) = 0
(ii) ∃ x0 ∈ Rn, arbitrarily close to x = 0, such that V(x0) > 0
(iii) dV/dt > 0 ∀ x ∈ U, where the set U is defined as follows:
Lyapunov method
Example: mass with spring and dumper
m ẍ = kx b ẋ
k
m
b
x(t) Function V(x) decreases since a dissipative
element (“b”) is present, otherwise V(x)
would be constant and therefore the energy
would not be dissipated.
0 = k x + 0, x=0
Lyapunov method
2
T
x = [1, 0] 1.5
50
1
m=5 0.5 40
K = 50 0
30
b=2 -0.5
20
-1
10
-1.5
-2 0
3
2
-2.5 1
1
0.5
0
-3 -1 0
0 5 10 15 20
-2 -0.5
-3 -1
V (x)
V̇ (x)
Lyapunov method
x = [1, 0]T 4
3
50
2
40
m=5 1
K = 50 30
b=0 0
20
-1
10
-2
0
4
-3 2 1
0.5
0
-4 0
0 5 10 15 20 -2
-0.5
-4 -1
V (x)
V̇ (x)
0 ⇡
xe,1 = xe,2 =
0 0
mg
Let define the function V(x) as the sum of the potential and
kinetic energy
mg
25
20
15
10
0
4
2 4
0 2
0
-2
-2
posizione angolare θ (t) -4 -4
xx11:: angular position θ(t) x2:xangular
2
: velocità velocity
angolare ωω(t)
(t)
2
θ (t)
1
Angular position
-1
x1
-2
-3
-3 -2 -1 0 1 2 3
x 2: angular velocity ω(t)
If d = 0: If d ≠ 0:
The system is conservative: V(x) = c, a The system dissipates energy: V(x)
constant depending on the initial condition decreases and dV(x)/dt < 0
V(x) = c is a closed curve about x = 0 V(x) decreases until the system is “in
motion” (velocity non zero)
If c is “sufficiently small”, then x(t) is
constrained to remain “close” to zero x goes to 0
x = 0 is then a stable equilibrium. x = 0 is then an asymptotically stable
equilibrium.
C. Melchiorri (DEI) Automatic Control & System Theory 39
AC&ST
ẋ + f (x) = 0 (1)
with f(x) continuous, and the condition:
for
10
Given the system
8
-4
-6
-8
-10
-10 -5 0 5 10
0.5
2
Position
Velocity 0
1
-0.5
0
ẋ -1
-1.5
-1
-2
-2
-2.5
Phase plane
-3 -3
0 5 10 15 20 -1 -0.5 0 0.5 1 1.5 2 2.5 3
x
9
x0 = 3
6
3 Plot of V(x) = x2
2
0
0 0.5 1 1.5 2 2.5 3
C. Melchiorri (DEI) Automatic Control & System Theory 42
AC&ST
Then:
for for
The Lyapunov function can be considered as the sum of the kinetic and potential energy, the fact that it
decreases is related to the dissipativity of the system.
C. Melchiorri (DEI) Automatic Control & System Theory 45
AC&ST
Limit cycles
Limit cycles and invariant sets
Ø stable 0
5
An invariant J is a set defined in the state space with the property that for each initial
state belonging to J, the whole trajectory belongs to J for both positive and negative
values of t.
Limit cycles
Limit cycles and invariant sets
Let consider a non-linear autonomous system:
Assume that
1) a positive definite function V1 exists such that in the limited domain
D1={ x: V1(x) < h1} the following condition holds:
Limit cycles
D1={ x: V1(x) < h1} D2={ x: h2< V2(x) < h3}
x2
D1
x1
D2
D3
V2 h2
h1 V1
D3 D1 D3 D2
D2
C. Melchiorri (DEI) Automatic Control & System Theory 49
AC&ST
Limit cycles
Let consider the system
It is simple to verify that a limit cycle exists for r = 1 and that such limit cycle is globally
asymptotically stable for the system, that is for any initial conditions the trajectories tend to
this limit cycle.
0.8
0.6
0.4
V(z)
2
0.2
1.5
0 1
2
1 2
1 0.5
0
0
-1 -1 0
X -2 -2
2 X
1
-0.5
-1
-1.5
The limit cycle r = 1 is asymptotically stable
N.B.: r > 0 in any case -2
-2 -1 0 1 2
Limit cycles
Let consider the system
ẋ1 = x2
Van der Pool oscillator
ẋ2 = µ (1 x21 ) x2 x1
ẋ3 = x3 (λ < 0)
Limit cycles
• Evolution of the system defined by 3
-1
-2
-3
0 5 10 15 20
0.6
0.4
0.2
0
4
2 4
3
2
0 1
0
-2 -1
-2
-3
-4 -4
C. Melchiorri (DEI) Automatic Control & System Theory 52
AC&ST
Lyapunov method
Non stationary linear systems
As known, this system is stable in the sense of Lyapunov if, for all t0 and for
all ε > 0, a parameter η > 0 exists such that:
Lyapunov method
Non stationary linear systems
The following theorem relates the stability properties of system (1) to
the state transition matrix φ(t,t0).
Lyapunov method
Non stationary linear systems
Let us consider the non stationary linear system :
The system is B.I.B.S. if for all t0 and for all ε > 0 a parameter η > 0
exists such that if ||u(t)|| < η , t ≥ t0 then
Lyapunov method
Non stationary linear systems
Similarly, system (3) is B.IB.O. if for all t0 and for all ε > 0 a parameter
η > 0 exists such that if ||u(t)|| < η , t ≥ t0 then
Lyapunov method
Continuous-time, time invariant linear systems
Let us consider the following linear time invariant system:
where:
Lyapunov method
Discrete time, time invariant linear systems
Let us consider the following linear time invariant system:
where:
STABILITY ANALYSIS
OF DYNAMIC SYSTEMS
THE END