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AC&ST

AUTOMATIC CONTROL AND SYSTEM THEORY

STABILITY ANALYSIS
OF DYNAMIC SYSTEMS
Claudio Melchiorri

Dipartimento di Ingegneria dell’Energia Elettrica e dell’Informazione (DEI)


Università di Bologna
Email: claudio.melchiorri@unibo.it

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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

We are interested to study two types of “perturbations”:


1) Variation of motion due to a perturbation of the initial state:

Difference between motions

2) Variation of motion due to a perturbation of the input:

Difference between motions

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Local stability
Initial state perturbation

R3 The motion x(.) corresponding to the input


function u(.) is stable with respect to
perturbations of the initial state if:

if

The motion x(.) is asimptotically stable with respect to perturbations of


the initial state if:

if

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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(.).

2.  The stability definitions, besides to ϕ(t,t0,x(t0),u(.)), can also be applied to


the response function γ(t,t0,x(t0),u(.)).

3.  Stability can be referred to an equilibrum state x(t)=ϕ(t,t0,x(t0),u(.)), that


is a particular motion of the system.
C. Melchiorri (DEI) Automatic Control & System Theory 4
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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:

x=0, u(.) is an equilibrium state:


u > Mg stable
u < Mg unstable

6.  The given definition of stability refers to a local stability property


(for small perturbations).

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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.

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Stability in large

Example:

x=0 is an equilibrium point whose stability domain is –X < x < X.

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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

for all δu(·) such that ||δu(t)|| < Mu , t ≥ t0.

Similarly, by considering the response function γ(t,t0,x(t0),u(·)), it is possible to


define the bounded input – bounded output stability (b.i.b.o.).

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Stability of the equilibrium

Stability of an equilibrium state

Let consider an autonomous (homogeneous) system

Def. 1: xe is an equilibrium point (state) if

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.

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Stability of the equilibrium


Stability of an equilibrium state

The assumption of considering the zero state as an equilibrium state is not


restrictive.

As a matter of fact, if the equilibrium is for xe ≠ 0 (i.e. f(xe,t)=0), it is


possible to consider a new state z and a new function g(z, t) such that

In which, obviously, we have

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Stability of the equilibrium


Stability of an equilibrium state
Let consider an autonomous system

ẋ(t) = f (x(t)), (1)


Note: A system is autonomous if it is without input and does not depend explicitly on time.

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
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Stability of the equilibrium

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

where X is the whole state space.

In this case, since no other equilibrium state exists, the system (1) is said to be
globally asymptotically stable.

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Stability of the equilibrium

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, ∞].

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Stability of the equilibrium

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

|| x(t) − xe || ≤ α ||x(0) − xe|| e−λt ∀t > 0

whenever ||x(0) − xe|| < δ. It is said to be globally exponentially stable if this


property holds for any x ∈ Rn.

Note: Clearly, exponential stability implies asymptotic stability. The converse is,
however, not true.

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The integrator as a dynamic system


Example: the integrator
1
u(s) y(s)
s

Integrator

We want to study the time evolution of the state x(t) with initial condition x0 and null input.

1) Time evolution of the state x(t) due to perturbations of x0.


Given x0 x(t) = x0
Given a perturbation of the initial state δx x(t) = x0 + δx
The perturbations on the time evolution of the state and of the output are bounded
(globally stable in the sense of Lyapunov – non asymptotically stable)

2) Time evolution of the state x(t) due to perturbations of the input.


Given x0 and u(t)=0 x(t) = x0
In case of a (constant) perturbation of the input δu x(t) = x0 + δu t
The perturbations on the time evolution of the state and of the output are not bounded,
x(t) → ∞ for t → ∞
(non b.i.b.s. stable and non b.i.b.o. stable)
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Analysis of stability for dynamic systems

The study of the stability properties is of fundamental importance for the


analysis of dynamic systems and the design of control laws.

In the following, we discuss two methods applicable to both linear and non
linear systems expressed in state form

ẋ(t) = f (x, u, t), x(t0 ) = x0


1)  First Lyapunov method (local linearization)

2)  Second Lyapunov method (direct method)

Aleksandr Mikhailovich Lyapunov (1857 – 1918) was a


Russian mathematician, mechanician and physicist.
Lyapunov is known for his development of the stability theory
of a dynamical system, as well as for his many contributions
to mathematical physics and probability theory.

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First Lyapunov method (local linearization)

Let us consider the autonoumous system

where x = 0 is an equilibrium point. If it is possible to compute the derivative of the


functions f(·), then in a proper neighbourhood of the origin it is possible to write, by using
the Taylor series expansion:
f
ẋ(t) = f (x(t)) = f (0) + x(t) + f0 (x(t))
x
x=0
where f0(x(t)) are the residuals of the Taylor series expansion, assumed negligible.
Since f(0) = 0, by defining

then the homogeneous linear system

ẋ(t) = A x(t) (3)


represents the local linearization or local approximation of the non linear system (2).

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First Lyapunov method (local linearization)


Theorem: (Lyapunov linearization method)

1) If the linearized system (3) is strictly stable (all the eigenvalues


of A are with negative real part), the equilibrium point is
asymptotically stable for system (2).

2) If the linearized system (3) is unstable (at least an eigenvalue


of A has real positive part), the equilibrium point is unstable for
system (2).

3)  If A has eigenvalues with null real part, the linearization does
not give information on the stability of the considered
equilibrium point.

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First Lyapunov method (local linearization) – Example 1

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

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First Lyapunov method (local linearization) – Example 1

Evolution of the original and of the linearized system (dash)


1.4
Original system

1.2

0.8

0.6
Linearized system

0.4

0.2

0
0 1 2 3 4 5

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First Lyapunov method – Example 2 - Pendulum


Gravity force
Viscous friction
Input

If u(t) = 0, the system has 2 equilibrium states:

 
0 ⇡
xe,1 = xe,2 =
0 0
mg

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First Lyapunov method – Example 2 - Pendulum


2 f1 (x) f1 (x)
3 " #
f (x) 4 x1 x2 0 1
= 5=
g d
x f2 (x) f2 (x)
L cos x1 L2 m
x1 x2

Then:

STABLE UNSTABLE An eigenvalue is positive

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First Lyapunov method – Example 2 - Pendulum


2 f1 (x) f1 (x)
3 " #
f (x) 4 x1 x2 0 1
= 5=
g d
x f2 (x) f2 (x)
L cos x1 L2 m
x1 x2

By considering d = 0, then:

??????? UNSTABLE

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Lyapunov method
Definitions

Positive definite functions:


A function V(x): Rn -> R is positive definite in ϑ(0,ρ), a spherical
neighbourhood of the origin of the state space, if
1.  V(0) = 0;
2.  V(x) > 0 ∀ x ≠ 0

Lyapunov functions:
A function V(x): Rn à R is a Lyapunov function in ϑ(0,ρ) for system
(2) if

1.  V(x) is positive definite in ϑ(0,ρ);


2.  V(x) has continuous first-order partial derivatives with respect to x;
3. 

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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

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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

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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) .

2.  (asymptotic stability): The zero state is asymptotically stable


(AS) in the sense of Lyapunov if there exists a Lyapunov
function V in a neighbourhood of the origin ϑ(0,ρ) such that
dV(x)/dt < 0 for all x ∈ ϑ(0,ρ), x ≠ 0.
3.  (global asymptotic stability): System (2) is globally
asymptotically stable (GAS) in x = 0 if there exists a Lyapunov
function V defined in all the state space such that:

(radially unlimited Lyapunov function).


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Lyapunov method
4.  (asymptotic stability domain): Let V(x) be a Lyapunov function and
h a positive real number such that the (open) set

is bounded and let dV(x)/dt < 0 for all x ∈ D, x ≠ 0.


Then, all trajectories starting from a point in D converge
asymptotically to zero.

V(x)
Time evolution of the
t Lyapunov function

x2
Time evolution of the state
of an autonomous system
x1 x(0)

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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.

NOTE: The previous theorems can be applied to non autonomous systems

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.
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Lyapunov method

Chetaev theorem (instability theorem)

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

then the zero state x = 0 of the system is unstable.

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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:

U = {x ∈ D : ||x|| ≤ ρ, and V (x) > 0}.

Under these conditions, x = 0 is unstable.

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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.

The system evolves until velocity reaches


the zero value, and then stops (in a stable
equilibrium configuration).
In this configuration, from the diff. equation
of the system we obtain:

0 = k x + 0, x=0

Therefore, indeed the system stops in the


zero state x = 0.
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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)

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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)

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Lyapunov method – The pendulum


Gravity force
Viscous friction
Input

By considering u(t) = 0, the system has 2 equilibrium states:

 
0 ⇡
xe,1 = xe,2 =
0 0
mg

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Lyapunov method – The pendulum


Gravity force
Viscous friction
Input

Let define the function V(x) as the sum of the potential and
kinetic energy

mg

Clearly, V(x) is positive definite

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Lyapunov method – The pendulum

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)

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Lyapunov method – The pendulum

2
θ (t)

1
Angular position

-1
x1

-2

-3
-3 -2 -1 0 1 2 3
x 2: angular velocity ω(t)

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Lyapunov method – The pendulum

The derivative of V(x) is:

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.
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Applications of the Lyapunov method


First order systems
Let consider the following first order system:

ẋ + f (x) = 0 (1)
with f(x) continuous, and the condition:

x f (x) > 0, x 6= 0 (2)

Let consider the Lyapunov function V = x2, then

for

The origin x = 0 is a global asymptotically


stable (GAS) point.
In fact V is unlimited for x ➝ ∞

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Applications of the Lyapunov method


First order systems - Example

10
Given the system
8

the function f(x)= -sin2x + x 0

verifies condition (2) since: -2

-4

-6

-8

-10
-10 -5 0 5 10

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Applications of the Lyapunov method


First order systems - Example
3 1

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
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Applications of the Lyapunov method


Second order systems
Let consider the following second order system:

where f and g are continuous functions, and the conditions:

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Applications of the Lyapunov method


Second order systems
Consider the Lyapunov function

Then:

for for

If the integral function

is unlimited for x ➝ ∞, V is unlimited and the origin is GAS.

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Applications of the Lyapunov method


Second order systems - Example
Equations such as (3) and (4) are common when mechanical or electrical systems are
considered with elements able to accumulate energy (potential or kinetic)
(mass-spring-damper or LRC).
Let consider the circuit shown in the figure.
The equation

is of type (3) and verifies (4). If x(t)=i(t), then:

The integral is radially unlimited

The system is GAS

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.
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Applications of the Lyapunov method


Second order systems - Example

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Limit cycles
Limit cycles and invariant sets

Non-linear systems may have: 1

1.  Equilibrium points 0.8

Ø  stable 0.6

Ø  unstable 0.4

2.  Limit cycles 0.2

Ø  stable 0
5

Ø  unstable (closed trajectory) 2


3
4
0
1
0
-1
-2
-5 -3
Definition: Limit set
•  A positive limit set S+ is a set in the state space that “attracts” sufficiently close
trajectories when t ➝ ∞
•  A negative limit set S+ is a set in the state space that “attracts” sufficiently
close trajectories when τ ➝ ∞ where –τ, = t

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.

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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:

2) a positive definite function V2 exists such that in the domain D2={ x:


h2< V2(x) < h3} the following condition holds:

D2 can be unlimited: in this case the term h3 is not considered.


It is possible to show that the closed domain

contains a positive limit set.


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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
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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

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Limit cycles
Let consider the system
ẋ1 = x2
Van der Pool oscillator
ẋ2 = µ (1 x21 ) x2 x1
ẋ3 = x3 (λ < 0)

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Limit cycles
•  Evolution of the system defined by 3

-1

-2

-3
0 5 10 15 20

In the state space the system has an evolution,


with non zero initial conditions, as shown in
the figure. 1
NB: this system is linear, then this is
NOT a limit cycle! 0.8

0.6

0.4

0.2

0
4

2 4
3
2
0 1
0
-2 -1
-2
-3
-4 -4
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Lyapunov method
Non stationary linear systems

Let us consider the non stationary homogeneous system:

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:

The system is asymptotically stable in the sense of Lyapunov if it is


stable and

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Lyapunov method
Non stationary linear systems
The following theorem relates the stability properties of system (1) to
the state transition matrix φ(t,t0).

Theorem: System (1) is stable in the sense of Lyapunov if and


only if for all t0 a positive real number M exists such that:

System (1) is asymptoticaly stable in the sense of Lyapunov if it


is stable and if:

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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

Theorem: System (3) is B.I.B.S. stable if and only if:

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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

Theorem: System (3) is B.I.B.O. stable if and only if:

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Lyapunov method
Continuous-time, time invariant linear systems
Let us consider the following linear time invariant system:

By considering V(x) = xT P x, then:

where:

If matrix M is positive definite, system (1) is globally asymptotically stable. The


following theorem holds:

Theorem: The Lyapunov matrix equation (2) admits a unique solution


P (symmetric positive definite matrix) for each symmetric positive
definite matrix M if and only if all the eigenvalues of A are with negative
real part.
C. Melchiorri (DEI) Automatic Control & System Theory 57
AC&ST

Lyapunov method
Discrete time, time invariant linear systems
Let us consider the following linear time invariant system:

By considering V(x) = xT P x, then:

where:

If matrix M is positive definite, system (3) is globally asymptotically stable. The


following theorem holds:

Theorem: The Lyapunov matrix equation (4) admits a unique solution


P (symmetric positive definite matrix) for each symmetric positive
definite matrix M if and only if all the eigenvalues of A have magnitude
less than 1.
C. Melchiorri (DEI) Automatic Control & System Theory 58
AC&ST

AUTOMATIC CONTROL AND SYSTEM THEORY

STABILITY ANALYSIS
OF DYNAMIC SYSTEMS
THE END

C. Melchiorri (DEI) Automatic Control & System Theory 59

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