Nonlinear System Analysis and Control

Nonlinear Systems Analysis and Control
Lecture notes by
Xiaoming Hu
2021
Optimization and Systems Theory

KTH Royal institute of technology
SE-100 44 Stockholm, Sweden
Contents
Chapter 1. Nonlinear differential systems 1

1. Introduction to nonlinear systems 1
2. Some basic results 3
Chapter 2. Periodic Solutions 9
1. Periodic solutions 9
2. Index of a singular point 9
3. Second order systems 10
Chapter 3. Lyapunov Stability 15
1. Stability of Dynamic Systems 15
2. Stability in the First Approximation 17
Chapter 4. Lyapunov’s Direct Method 21
1. Lyapunov’s direct method 21
2. Further results on Lyapunov stability 24
3. Converse theorems to Lyapunov’s stability theorems 27
Chapter 5. Stability of Invariant Set and Model Reduction 31
1. Stability of invariant set 31
2. Center manifold theory 32
3. Singular perturbation 34
Chapter 6. Controllability and Observability 37
1. Controllability of nonlinear systems 37
2. Perception and observability 40
Chapter 7. Linearization of Nonlinear Systems 45
1. Linear equivalence of nonlinear systems 45
2. State feedback linearization 51
Chapter 8. Feedback Stabilization 57
1. Local coordinates transformation 57
2. Feedback stabilizability 58
3. Local versus global 59
4. Global normal forms 60
5. Global asymptotic stabilization 61
6. Passivity approach 62
7. Artstein-Sontag’s theorem 62
iv CHAPTER 0. CONTENTS
8. Semiglobal stabilization 63
9. Stabilization using small inputs 64
Chapter 9. Tracking and Regulation 67
1. Steady state response of a nonlinear system 67
2. Output regulation 69
3. Trajectory tracking for nonholonomic systems 70
Chapter 10. Switched Systems 75
1. Common quadratic Lyapunov function 75
2. Controllability of switched linear systems 77
Appendix A. Some Geometric Concepts 79
CHAPTER 1
Nonlinear differential systems
1. Introduction to nonlinear systems

A nonlinear control system can be generally expressed as follows:
ẋ = f (x, u)
y = h(x, u)
where x ∈ M ⊂ Rn is the state variable, y ∈ Rp the output and u ∈ Rm the

input.
Here we use some examples to illustrate why sometimes we have to deal
with nonlinear control systems.
Example 1.1 (Adaptive control). Consider a one-dimensional linear

system:
ẋ = ax + u
Where a is a positive, unknown constant. We do not know the upper bound
for a. In this case no linear control can guarantee the stability. However it
is known that the following adaptive control
u = −kx
k̇ = x2
always stabilizes the system.
Example 1.2 (Attitude control of spacecraft). The equations used are

basically those for a rotating rigid body with extra terms describing the effect
of control torques. Therefore one can separate the equations into kinematic
equations and dynamic equations.
Consider a rigid body rotating in the inertial space. Introduce a coordi-
nate system, N, fixed in the inertial space and a coordinate system, B, fixed
in the body. Let the coordinates of an arbitrary point be denoted by ξ N if
expressed in the N -frame and by ξ B if expressed in the B-frame. Then the
relation between the two frames is ξ N = Rξ B where R is a rotation matrix,
that is RT R = I, det R = 1 (if we use the right-hand rule), and
(1.1.1) Ṙ = RS(ω)
2 CHAPTER 1. NONLINEAR DIFFERENTIAL SYSTEMS
where
⎛ ⎞
0 −ω3 ω2
(1.1.2) S(ω) = ⎝ ω3 0 −ω1 ⎠ .
−ω2 ω1 0
ωi are the components of the angular velocity expressed in the B-frame.

Alternatively, the angular position can be described by three angles
φ, θ, ψ, consecutive clockwise rotations about the axes in the B-frame. If
we use the standard basis in R3 , then
⎛ ⎞ ⎛ ⎞ ⎛ ⎞⎛ ⎞
ω1 φ̇ 1 0 0 0
⎝ω2 ⎠ = ⎝ 0 ⎠ + ⎝0 cos φ sin φ ⎠ ⎝θ̇⎠ +
ω3 0 0 − sin φ cos φ 0
⎛ ⎞⎛ ⎞⎛ ⎞
1 0 0 cos θ 0 − sin θ 0
⎝0 cos φ sin φ ⎠ ⎝ 0 1 0 ⎠ ⎝0⎠ .
0 − sin φ cos φ sin θ 0 cos θ ψ̇
Thus,
⎛ ⎞ ⎛ ⎞⎛ ⎞
φ̇ 1 sin φ tan θ cos φ tan θ ω1
(1.1.3) ⎝ θ̇ ⎠ = ⎝0 cos φ − sin φ ⎠ ⎝ω2 ⎠
ψ̇ 0 sin φ sec θ cos φ sec θ ω3
Clearly this description is only valid in the region |θ| ≤ π2 .

The dynamic equations depend on how the craft is controlled. We as-
sume here that m gas jet actuators are used for control. Let J be the inertia
matrix of the spacecraft, b1 , · · · , bm be the axes about which the correspond-
ing control torque of magnitude bi ui is applied by means of opposing pairs
of gas jets. Then

m
(1.1.4) J ω̇ = −S(ω)Jω + bi ui
i=1
where x and y are Cartesian coordinates of the middle point on the rear
axle, θ is orientation angle, v is the longitudinal velocity measured at that
point, l is the distance of the two axles, and φ is the steering angle.
In this example we briefly review the nonholonomic constraints on such
a system. The nonholonomic constraints are basically due to the two facts
of a car: no movement in the direction orthogonal to the front wheels and
in the direction orthogonal to the rear wheels, and the range of steering is
limited. (Naturally if dynamical factors such as friction forces acting on the
tires are considered, then the situation is much more complicated.)
2. SOME BASIC RESULTS 3
Example 1.3 (Kinematic model of a car).
vf φ
θ
(x,y)
(x,y)
h
w L
y h
x
Figure 1.1. The geometry of a car, with position (x, y),
orientation θ and steering angle φ.
That the velocity orthogonal to the rear wheels should be zero implies
(1.1.5) ẋ sin(θ) − ẏ cos(θ) = 0,
That the velocity orthogonal to the front wheels should be zero implies
d d
(1.1.6) (x + l cos(θ)) sin(θ + φ) − (y + l sin(θ)) cos(θ + φ) = 0.
dt dt
One can easily verify that the state equations defined by
ẋ = v cos(θ)
(1.1.7) ẏ = v sin(θ)
v
θ̇ = tan φ
l
satisfy the nonholonomic constraints.
An alternative way to derive the third equation is to use the facts:
lθ̇ = vf sin φ, vf cos φ = v.
Thus we have the equation.
One can simplify the model a bit by defining the right hand side of the
third equation as a new control ω:
θ̇ = ω.
By this way we obtain the so-called Unicycle Model.
2. Some basic results

Consider a differential system
ẋ = f (x, t) x ∈ Rn
The equation is said to be autonomous if f (x, t) = f (x).
x0 is said to be an equilibrium if
f (x0 , t) = 0 ∀t ≥ 0.
Suppose f ∈ C on the rectangle
Ω : |t − t0 | ≤ a |x − x0 | ≤ b.
Let
M = max |f (x, t)|
(t,x)∈Ω
and
b
α = min(a, ).
M
Then,
Theorem 1.1. (Cauchy-Peano Theorem) there exists a solution x(x0 , t) ∈

C1 on |t − t0 | ≤ α.
Uniqueness of solution
Example 1.4.
1
ẋ = x 3
x(0) = 0
For any 0 ≤ c ≤ 1,

0 0≤t≤c
φc (t) = 2(t−c) 3
3 )
2 c<t≤1
is a solution.
Theorem 1.2. (Picard-Lindelöf Theorem) Suppose f ∈ C on Ω and f

satisfies a Lipschitz condition on Ω, i.e.
|f (x1 , t) − f (x2 , t)| ≤ k|x1 − x2 | ∀x, x2 , t ∈ Ω,
then, there exists a unique solution x(x0 , t) ∈ C 1 on |t − t0 | ≤ α.
Remark 1.1. Consider a system ẋ = f (x), where f is Lipschitz. For a

given initial state x0 where f (x0 ) = 0, then f (x(x0 , t)) = 0, ∀t ≥ 0.
2.1. Continuity of solutions in initial conditions.

Theorem 1.3. Consider an autonomous system
ẋ = f (x),
where f : Rn → N an open set in Rn . Suppose f is Lipschitz with constant
k. Let x1 (t), x2 (t) be solutions on the closed interval [t0 , t1 ]. Then for all
t ∈ [t0 , t1 ], we have
x1 (t) − x2 (t) ≤ x1 (t0 ) − x2 (t0 )ek(t−t0 ) .
2.2. Maximal solutions. Now suppose t ∈ R+ and f (x, t) is C 1 ev-

erywhere.
Starting from a point x0 , what is the maximal time interval on which
the solution exists?
Fact: the maximal interval can not be a closed interval!
Suppose [t0 , δmax ) is the maximal interval. If δmax is finite, then
lim |x(x0 , t, t0 )| = ∞
t→δmax
Theorem 1.4. Suppose f (x, t) ∈ C 1 , then there exists a number δmax

which may be infinity, such that x(x0 , t, t0 ) exists over [t0 , δmax ) and over
no larger interval. If δmax is finite, then limt→δmax |x(x0 , t, t0 )| = ∞.
Example 1.5.
ẋ = x2
has a finite escape time if x0 > 0.
2.3. Global existence and uniqueness. The only case where the
global existence is guaranteed is when the right hand side satisfies a global
linear growth condition:
f (x, t) − f (y, t) ≤ kT x − y ∀t ∈ [0, T ], ∀x, y ∈ Rn
f (x0 , t) ≤ hT , ∀t ∈ [0, T ]
2.4. Invariant sets. Consider an autonomous system

ẋ = f (x) x ∈ Rn .
For such systems
x(x0 , t + T, t0 + T ) = x(x0 , t, t0 )
For this reason, one can write the solution as x(x0 , t − t0 ).
x(x0 , t) can be interpreted in Rn as a curve with t as the curve parameter.
Such a curve is called phase trajectory or phase curve.
The mapping f : Rn → Rn is called a vector field.
A point q ∈ Rn is called an ω − limit point for x(x0 , t) if there exists a

sequence tn → ∞ such that
x(x0 , tn ) → q
as tn → ∞.
Remark 1.2. q may not be on the trajectory of x(x0 , t).
A set M is called invariant with respect to the differential equation if
x0 ∈ M implies that
x(x0 , t) ∈ M ∀t ≥ 0.
When the set M is a smooth manifold (or smooth for short), the tangent
space to each point on M plays the role when deciding invariance.
Theorem 1.5. Let M be a compact and invariant set in Rn , and ω(p)
denote the set of ω − limit points with initial state p. Then ω(p), p ∈ M
has the following properties:
(1) ω(p) = φ
(2) ω(p) closed
(3) ω(p) invariant
(4) ω(p) connected.
Furthermore, if x(p, T ) ∈ ω(p), then x(p, t) ∈ ω(p), ∀t ≥ 0.
2.5. Gronwall-Bellman’s inequality.
Theorem 1.6 (Gronwall’s inequality). Let y(t), α(t) ≥ 0 on [a, b] and
c ≥ 0. If
t
y(t) ≤ c + α(s)y(s)ds a ≤ t ≤ b,
a
then
t
y(t) ≤ ce a
α(s)ds
a ≤ t ≤ b.
An extension of Gronwall’s inequality is the so called Bellman’s inequal-
ity.
Theorem 1.7 (Bellman’s inequality). Let α(t), β(t), c(t) be continuous
functions defined on [a, b], and α(t) ≥ 0, β(t) ≥ 0. Suppose
t
y(t) ≤ c(t) + β(t) α(s)y(s)ds a ≤ t ≤ b,
a
then,
t t
y(t) ≤ c(t) + β(t) α(s)c(s)exp( α(r)β(r)dr)ds, a ≤ t ≤ b.
a s
2.6. Contraction mapping theorem.

Theorem 1.8 (Global). Let (X, · ) be a Banach space, and let T :
X → X be a mapping. If there exists a fixed ρ < 1 such that
T (x1 ) − T (x2 ) ≤ ρx1 − x2 , ∀x1 , x2 ∈ X,
then there exists a unique fixed point x∗ ∈ X (namely x∗ = T x∗ ). Further-
more, limn→∞ T n (x) = x∗ for all x ∈ X.
Theorem 1.9 (Local). Let S be a closed subset of a Banach space X
and let T : S → S be a mapping. If there exists a fixed ρ < 1 such that
T (x1 ) − T (x2 ) ≤ ρx1 − x2 , ∀x1 , x2 ∈ S,
then there exists a unique fixed point x∗ ∈ S (namely x∗ = T x∗ ). Further-
more, limn→∞ T n (x) = x∗ for all x ∈ S.
2.7. Second order systems.
(1.2.1) ẋ1 = f2 (x1 , x2 )
(1.2.2) ẋ2 = f2 (x1 , x2 )
Suppose the right hand side is C 1 and f (0, 0) = 0. In order to understand
how the solutions around the equilibrium would behave, we can linearize the
equations:
∂f1 ∂f1
(1.2.3) ẋ1 = x1 + x2
∂x1 ∂x2
∂f2 ∂f2
(1.2.4) ẋ2 = x1 + x2
∂x1 ∂x2
Type of equilibrium:
Node: if both eigenvalues are nonzero, real and have the same sign.
Focus: if both eigenvalues are complex, and the real part is nonzero.
Saddle: if both eigenvalues are nonzero, real and have the opposite sign.
Center (?): if both eigenvalues are complex, and the real part is zero.
(Note: for nonlinear systems, this is the case undecidable by linearization).
x2 x2
x1 x1
Node Focus
x2 x2
x1 x1
Saddle Center
Figure 1.1
CHAPTER 2
Periodic Solutions
1. Periodic solutions
Consider
(2.1.1) ẋ = f (x),
where x ∈ Rn and f is Lipschitz. A solution x(x0 , t) is called periodic with
periodic T if for all t ≥ 0
x(x0 , t + T ) = x(x0 , t)
A periodic solution is represented by a closed phase curve (maybe just
an equilibrium), which is also called a cycle. A periodic solution is called
isolated if there exists a neighborhood of it that does not contain any other
periodic solution.
An isolated periodic solution is called a limit cycle.
Remark: A linear system does not have any limit cycle.
2. Index of a singular point

The concept of index is very powerful. In the notes we will only give
some results without proof. Consider a C 1 vector field f (x) in R2 , as we
know, a point x0 such that f (x0 ) = 0 is called an equilibrium or a singular
point.
Let C be a simple, closed curve not passing through any singular point
and θf (p) be the orientation of f at p ∈ C. Then

1
If (C) = dθf (x)
2π C
is called the index of the curve C, namely, the number of counter-clockwise
rotations.
Fact 1. If C does not encircle any singular point, then If (C) = 0.
Fact 2. Under continuous deformation of a closed curve, the index does not
change as long as the curve does not pass through any singular point.
Fact 3. Under continuous deformation of the vector field, the index of the
curve does not change as long as there are no singular points on the curve
at any time during the deformation.
With these facts, we can define
10 CHAPTER 2. PERIODIC SOLUTIONS
Definition 2.1. Suppose x0 is an isolated singular point of f (x). The

index of x0 , If (x0 ), is defined as If (C) where C is any circle that encloses
x0 and does not enclose any other singular point.
Example 2.1. The index of a node, saddle, and focus (or center) is
respectively +1, −1, +1.
Theorem 2.1. Suppose f (x) has no singular points on a simple, closed

curve S. If S only encloses a finite number of singular points, then If (S) is
equal to the sum of the indices of those enclosed singular points.
Fact 4. Let C be a simple, closed trajectory of the system
ẋ = f (x).
Then, If (C) = 1.
This fact can be seen from the fact that the vector field is always tangent
to C. It is very useful for the understanding of limit cycles.
Remark 2.1. The index is obviously a geometric concept independent

of the coordinate system, thus it can be defined on any two dimensional
manifold. In particular it is known that the sum of the indices of all the
singular points of a smooth vector field on the sphere is always 2, provided
the vector field has only isolated singular points (Poincaré-Hopf ).
3. Second order systems

Consider
ẋ1 = f1 (x1 , x2 )
(2.3.1)
ẋ2 = f2 (x1 , x2 )
Now let γ + := {x(t), t ≥ 0} denote a trajectory in R2 . Then
Theorem 2.2. (Bendixson) If γ + lies in a bounded region of R2 , then

only one of the following cases are possible:
a. γ + is an equilibrium;
b. γ + is a cycle;
c. γ + approaches an equilibrium;
d. γ + approaches a cycle or a phase polygon spirally.
Where a phase polygon consists of phase curves connecting several sin-
gular points (equilibria).
3. SECOND ORDER SYSTEMS 11
Cycle Phase polygons
Example 2.2.
ẋ1 = x2
ẋ2 = −x1 + (1 − x21 − x22 )x2
Denote S = {(x1 , x2 ) : x21 + x22 ≤ 1}. Then, if initialized in S, γ + ∈ S.
And x21 + x22 = 1 is a limit cycle.
2 2
x 1 + x2 =1
Unfortunately it is in general difficult to determine the existence and

nonexistence of a periodic solution.
Theorem 2.3. (Bendixson’s Theorem) Suppose D is a simply connected
domain in R2 such that
∂f1 ∂f2
∇f (x) = +
∂x1 ∂x2
is not identically zero over any subdomain of D and does not change sign
over D, then D does not contain any nontrivial periodic solutions.
12 CHAPTER 2. PERIODIC SOLUTIONS
Proof: Suppose C is a closed trajectory of (2.3.1). Let n(x) denote the

outward normal to C at x. Then f (x) · n(x) = 0 for all x ∈ C. Thus

f (x) · n(x)dl = 0.
C
But by the divergence theorem we have

∇f (x)dS = f (x) · n(x)dl = 0,
D C
which easily constitutes a contradiction.

Example 2.3.
ẋ1 = a11 x1 + a12 x2
ẋ1 = a21 x1 + a22 x2
Characteristic polynomial:
λ2 − (a11 + a22 )λ + (a11 a22 − a12 a21 ) = 0
and gradient
∇f (x) = a11 + a22 ∀x ∈ 2 .
We know a11 + a22 = 0 , a11 a22 − a12 a21 > 0 gives imaginary eigenvalues.
Theorem 2.4. (Poincaré-Bendixson’s Theorem) For a trajectory γ + , let
L denote its ω − limit set. If L is contained in a closed bounded region M
and if M contains no equilibria, then either
1. γ + is a periodic solution, or
2. L is a periodic solution.
Example 2.4.
ẋ1 = x2 + x1 (1 − x21 − x22 )
ẋ2 = −x1 + x2 (1 − x21 − x22 )

Let M = (x1 , x2 ) : 0.9 ≤ x21 + x22 ≤ 1.1 .
x2
x1
3. SECOND ORDER SYSTEMS 13
M contains no equilibrium, therefore M contains a periodic solution.

Fact: The region interior to a closed phase curve always contains at least
one equilibrium.
CHAPTER 3
Lyapunov Stability
1. Stability of Dynamic Systems

Stability theory has had a long history. The concept of stability came
originally from mechanics where the equilibrium of a rigid body was studied.
The modern stability theory that allows the analysis of a general differen-
tial equation was first developed by Russian mathematician Aleksandr M.
Lyapunov (1857-1918). In this section we will introduce stability concepts
in the sense of Lyapunov [?, ?].
Consider a time-varying dynamic nonlinear system
(3.1.1) ẋ = f (x, t), x ∈ Rn , t ≥ 0.
A point x0 is called an equilibrium if
f (x0 , t) = 0, t ≥ 0.
Without loss of generality, we assume x0 = 0. Because if x0 = 0 we may

make a coordinate change z = x − x0 . Then, expressing (3.1.1) into z
coordinate frame, z = 0 becomes the equilibrium. For convenience we also
assume that the system has a unique solution for each initial condition x0
in a neighborhood N0 of x0 and each t0 , which is denoted by x(x0 , t, t0 ).
We refer to standard ODE textbooks for the existence and uniqueness
of the solution of (3.1.1). In the following we give a simple commonly used
result. System (3.1.1) (or briefly, f (t, x)) is said to satisfy Lipschitz condition
if there exists a constant number L > 0, such that
(3.1.2) f (x, t) − f (y, t) ≤ Lx − y, x, y ∈ Rn , t ≥ 0.
It is said to satisfy the Lipschitz condition on a region U ⊂ Rn if (3.1.2) is

satisfied for any x, y ∈ U .
Theorem 3.1. [?] Consider system (3.1.1). Assume that it satisfies

Lipschitz condition (3.1.2) for x, y ∈ Br (x0 ) and t ∈ [t0 , t1 ]. Then there
exists a δ > 0 such that system (3.1.1) with initial condition x(t0 ) = x0 has
a unique solution on [t0 , t0 + δ] ⊂ [t0 , t1 ].
16 CHAPTER 3. LYAPUNOV STABILITY
If the time t does not appear explicitly on the right hand side of (3.1.1),
we have
(3.1.3) ẋ = f (x), x ∈ Rn ,
which is called an autonomous system. Autonomous system is mostly im-
portant in engineering applications. Because of autonomy we have
x(x0 , t + c, t0 + c) = x(x0 , t, t0 ),
which implies that the solution does not depend on a particular initial time.
Thus we can rewrite the solution as x(x0 , t − t0 ) or simply assume t0 = 0.
First, we consider the Lyapunov stability.
Definition 3.1. Consider system (3.1.1) and assume x = 0 is an equi-
librium.
(1) x = 0 is stable, if for any > 0 and any t0 ≥ 0, there exists a
δ(, t0 ) > 0, such that
(3.1.4) x0 < δ(, t0 ) ⇒ x(x0 , t, t0 ) < , ∀t ≥ t0 ≥ 0.
(2) x = 0 is uniformly stable, if it is stable, and in (3.1.4) the δ is
independent of t0 , i.e.,
δ(, t0 ) = δ().
(3) x = 0 is unstable, if it is not stable.
Next, we consider the convergence of the solutions.
librium.
(1) x = 0 is attractive, if for each t0 ≥ 0 there exists a η(t0 ) > 0 such
that
(3.1.5) x0 < η(t0 ) ⇒ lim x(x0 , t + t0 , t0 ) = 0.
t→+∞
(2) x = 0 is uniformly attractive, if there exists an η > 0 such that

x0 < η implies that x(x0 , t + t0 , t0 ) converges to zero uniformly
in t0 and x0 .
Finally we consider the asymptotical stability.
librium.
(1) x = 0 is asymptotically stable (A.S.), if x = 0 is stable and attrac-
tive.
(2) x = 0 is uniformly asymptotically stable (U.A.S.), if x = 0 is
uniformly stable and uniformly attractive.
We give some simple examples to depict this.
2. STABILITY IN THE FIRST APPROXIMATION 17
Example 3.1. (1) Consider the following system

(3.1.6) ẋ = −(2 + sin(t))x.
Under the initial condition x(t0 ) = x0 , the solution can be obtained
and then it is easy to check that
(3.1.7) x(t) ≤ x0 e−(t−t0 ) ,
which implies that the system is uniformly asymptotically stable.
(2) Consider the following system
1
(3.1.8) ẋ = − x.
1+t
The solution is
1 + t0
(3.1.9) x= x0 .
1 + t0 + t
From (3.1.9) it is clear that the system is asymptotically stable. But
it is not uniformly asymptotically stable because it is not uniformly
attractive.
If the solution of a system satisfies an exponential relation as (3.1.7),
the system is said to be exponentially stable. We give a rigorous definition.
Definition 3.4. System (3.1.1) is said to be exponentially stable at x0 =
0, if there exist positive numbers a > 0 and b > 0 and a neighborhood N0 of
the origin, such that
(3.1.10) x(x0 , t, t0 ) ≤ ax0 e−b(t−t0 ) , t ≥ t0 ≥ 0, x0 ∈ N0 .
For autonomous systems, it follows from definitions that the stability

and uniform stability are equivalent. In fact, it is also true for periodic
system. Autonomy is a special case of periodicity.
Lemma 3.1. [?] If f (t, x) is periodic, then uniform (asymptotical) sta-
bility is equivalent to (respectively, asymptotical) stability.
2. Stability in the First Approximation

We consider first a time-invariant linear system:
(3.2.1) ẋ = Ax, x ∈ Rn .
For such a system, we state some well known stability properties as a
lemma.
Lemma 3.2. Consider system (3.2.1).
(1) x = 0 is asymptotically stable, if and only if all the eigenvalues of
A have negative real parts.
(2) For system (3.2.1), asymptotic stability is equivalent to exponential

stability.
(3) x = 0 is stable, if and only if (i) it does not have eigenvalues
with positive real parts; (ii) for imaginary eigenvalues (including
0), their algebraic multiplicity should be equal to their geometric
multiplicity. Equivalently, their corresponding Jordan blocks are
diagonal.
(4) A is asymptotically stable, if and only if for any positive definite
matrix Q > 0, there exists a positive definite matrix P > 0 such
that
(3.2.2) P A + AT P = −Q
In other words, if we use such P to construct a quadratic form

V (x) = xT P x, then
V̇ = −xT Qx < 0.
When in (3.1.1) the coefficient matrix is time-varying, the stability anal-

ysis is more difficult.
Time varying case:
Theorem 3.2. For ẋ = A(t)x, uniformly asymptotic stability is equiva-

lent to exponential stability.
For time-varying systems, eigenvalues alone in general can not determine
the stability.
Example 3.2. Consider
ẋ = A(t)x,
where A(t) = P −1 (t)A0 P (t), and

−1 −5 cos(t) sin(t)
A0 = , P (t) = .
0 −1 − sin(t) cos(t)
Obviously, A(t) has both eigenvalues −1 fore every t. But the solution to
the system is x(t) = Ψ(t)Ψ−1 (t0 )x(t0 ), where
t
e (cos(t) = 12 sin(t) e−3t (cos(t) − 12 sin(t))
Ψ(t) = t .
e (sin(t) − 12 cos(t)) e−3t (sin(t) + 12 cos(t))
Theorem 3.3. Suppose ż = A(t)z is exponentially stable. Then there

exists an ε > 0 s.t. if B(t) < ε, ∀t ≥ 0, then ẑ(t) = (A(t) + B(t))z(t)
is also exponentially stable.
2. STABILITY IN THE FIRST APPROXIMATION 19
Theorem 3.4. Suppose A(t) < M, ∀t ≥ 0 and the eigenvalues λi (t)

of A(t) satisfy
Re {λi (t)} ≤ −r ≤ 0, ∀t ≥ 0.
Then there exists an ε > 0 such that if Ȧ < ε, ∀t ≥ 0, then x = 0 of
ẋ = A(t)x
is exponentially stable.
Now let us consider (3.1.1) and suppose it can be written as:

(3.2.3) ẋ = A(t)x + g(x, t),
where g(x, t) = O(x2 ), x ∈ Br (0), t ≥ t0 ≥ 0. Then we call

(3.2.4) ż = A(t)x,
the Jacobian linearized system of (3.1.1).

About the exponential stability we have the following:
Theorem 3.5. [?] If the equilibrium x = 0 of (3.2.4) is exponentially

stable, the x = 0 of (3.2.3) is also exponentially stable.
We have the following unstable result.
Theorem 3.6. [?] Consider system (3.2.1). If A(t) = A is a constant

matrix, and at least one of the eigenvalues of A is located in the open right
half plane, then x = 0 of (3.2.1) is unstable.
Remark 3.1. Consider a nonlinear system, it is important to know how

much its linear approximation (also called the Jacobian linearization) can tell
us. Moreover, the difference between linear time-varying and time-invariant
systems is also significant. We would like to emphasize the followings:
(1) The principle of stability in the linear approximation only applies
to local stability analysis.
(2) In the case where the linearized system is autonomous, and some of
the eigenvalues are on the imaginary axis, and the rest are on the
left open half plane, (“the critical case”), then one has to consider
the nonlinear terms to determine stability.
(3) In the case of a time-varying linearized system, if z = 0 is only
(non-uniformly) asymptotically stable, then one also has to consider
the nonlinear terms.
Before ending this section, we give two useful results on nonlinear sta-
bility. The first result is for the so-called triangular systems.
Proposition 3.1. Consider

ż = f (z, y), z ∈ Rp
(3.2.5)
ẏ = g(y), y ∈ Rq .
Suppose y = 0 of ẏ = g(y) and z = 0 of ż = f (z, 0) are asymptotically

stable, then (z, y) = (0, 0) of (3.2.5) is asymptotically stable.
The second result is for two dimensional systems obtained by Lyapunov,
which is quite useful for determining stability in the so-called critical case.
Proposition 3.2. [?] Consider a two dimensional system:
(3.2.6)

ẋ1 = axm2 + a2 x2
m+1
+ · · · + x1 (bxn2 + b2 xn+1
2 + · · · ) + x21 h(x1 , x2 )
ẋ2 = x1 + g(x1 , x2 ),
where g is at least of second order and h is Lipschitz continuous. The origin
is unstable, if one of the following conditions holds:
(1) m is even;
(2) m is odd and a > 0;
(3) m is odd, a < 0, n even, m ≥ n + 1 and b > 0;
(4) m is odd, a < 0, n odd, and m ≥ 2n + 2;
(5) the equation for x1 contains only x21 h(x1 , x2 ).
The origin is asymptotically stable if
(1) m is odd, a < 0, b < 0, n even, and m ≥ n + 1;
(2) n is even, b < 0, and axm m+1
2 + a2 x2 + · · · = 0.
For the rest of the cases, higher order expansions must be considered.
CHAPTER 4
Lyapunov’s Direct Method
1. Lyapunov’s direct method

1.1. Positive Definite Functions.
Definition 4.1. A function φ : + → + is of class K if it is contin-
uous, strictly increasing and φ(0) = 0; it is of class L if it is continuous,
strictly decreasing, φ(0) < ∞ and lim φ(r) = 0.
r→∞
Definition 4.2. (Various function classes)
• A function V : + × n → is said to be a locally positive

definite function if it is continuous, V (t, 0) = 0 ∀t ≥ 0 and
there exists a r > 0 and an α ∈ K s.t.
α(x) ≤ V (t, x), ∀t ≥ 0, ∀x ∈ Br .
• V is decrescent if there exists a function β of class K s.t.
V (t, x) ≤ β(x), ∀x ∈ Br , ∀t ≥ 0.
• V is positive definite if r = ∞.
• V is radially unbounded if V (t, x) ≥ ϕ(x), lim ϕ(r) = ∞.
r→∞
Consider W : n → a continuous function, and V (t, x) ≥ W (x), then

V (t, x) is an lpdf(pdf) if W (x) is an lpdf(pdf).
(Naturally we assume V (t, 0) = 0.)
How do we decide lpdf ?

• W (0) = 0
• W (x) > 0, ∀x ∈ Br − {0}
Remark: In this case, if W (x) ∈ C 1 , then W (x) is also decrescent in
Br .
For pdf , it should also satisfy:
• ∃c > 0, s.t inf|x|>cW (x) > 0
W is radially unbounded if
• W (x) → ∞ as x → ∞ uniformly in x.
Now let us consider some examples.
22 CHAPTER 4. LYAPUNOV’S DIRECT METHOD
Example 4.1.
i. V (x) = x21 + x22 is positive definite in 2 .

ii. V (x) = x21 (1 + sin2 (t)) + x22 (1 + cos2 (t)) is positive definite and
decrescent.
iii. V (t, x) = (t + 1)(x21 + x22 ) is positive definite, but not decrescent.
iv. V (x) = x21 + sin2 (x2 ) is locally positive definite but not pdf.
x21
v. V (x) = 1+x21
+ x22 is positive definite but not radially unbounded.
1.2. Theorems on (Critical) Stability. Now consider
(4.1.1) ẋ = f (x, t), as x ∈ n , f ∈ C 1.
Suppose x = 0 is the equilibrium of interest, for V (t, x), we define the total
derivative, V̇ as:
∂V ∂V
V̇ (t, x) = (t, x) + f (x, t).
∂t ∂x
Theorem 4.1. x = 0 of (4.1.1) is uniformly stable if there exists a C 1 ,

decrescent lpdf V (t, x) s.t.
V̇ ≤ 0 ∀t ≥ 0 in a neighborhood of 0.
Example 4.2.
ẋ1 = a(t)x2n+1
2
ẋ2 = −a(t)x2n+1
1
Let V = 12 (x2n+2
1 + x2n+2
2 ), giving V̇ = 0, and the system is thus uniformly
stable.
Example 4.3. Consider the motion of a spacecraft along a principal axis
J2 − J3
ω̇1 = ω2 ω3 + u1
J1
J3 − J1
ω̇1 = ω1 ω3 + u2
J2
J1 − J2
ω̇1 = ω2 ω1 + u3
J3
When u1 = u2 = u3 , ω = 0 is uniformly stable.

1. LYAPUNOV’S DIRECT METHOD 23
1.3. Theorem on Instability.
Theorem 4.2. x = 0 is unstable if there exists a C 1 , decrescent function

V (t, x) and t0 ≥ 0 s.t.
i. V̇ is lpdf,
ii. V (t, 0) = 0 ∀t ≥ t0 .
iii. there exists a sequence {xn = 0} where xn → 0 as n → ∞ such
that V (t0 , xn ) ≥ 0.
In particular, if V (t, x) is lpdf, then V (t, x) automatically satisfies con-
ditions ii. and iii.
1.4. Theorems on Asymptotic Stability.
Theorem 4.3. The equilibrium 0 of (4.1.1) is uniformly asymptotically
stable if there exists a C 1 decrescent lpdf V , such that −V̇ is lpdf.
Definition 4.3. Consider ẋ = f (x). The domain of attraction is defined
as
D(0) = {x0 ∈ Rn : x(x0 , t) → 0 as t → ∞}.
Fact: the domain of attraction is always an open set.
Question: Suppose on a domain S,
V (x) > 0, V̇ (x) < 0, ∀x = 0 in S.

Does this imply that S is contained in the domain of attraction D(0) and/or
S is invariant?
Example 4.4.
ẋ1 = −x1 − x2 + x31 + x1 x22
ẋ2 = −x2 + 2x1 + x32 + x21 x2
Let V = 12 (2x21 + x22 ), giving
V̇ = −2x21 − x22 + (2x21 + x22 )(x21 + x22 ) ≤ 0 for |x| < 1,
but |x| < 1 is not in D(0). The next theorem deals with exponential
stability.
Theorem 4.4. Suppose there exists a lpdf V (t, x) which is bounded by
ax2 ≤ V (t, x) ≤ bx2 , ∀t ≥ 0, ∀x ∈ Br .

If
V̇ (t, x) ≤ −cx2 , ∀t ≥ 0, ∀x ∈ Br ,
where a, b, c are positive, then x = 0 is exponentially stable.
Proof:
Since −bx2 ≤ −V (t, x), we have
c
V̇ (t, x) ≤ −cx2 ≤ − V (t, x),
b
and
V (t, x(t)) ≤ V (t0 , x0 )e− b (t−t0 ) .
c
Now, we have
1
x(t)2 ≤ V (t, x(t))
a
1
V (t0 , x0 )e− b (t−t0 )
c
≤
a
b
x0 2 e− b (t−t0 )
c
≤
a
so

b
x0 e− 2b (t−t0 ) ,
c
x(t) ≤ ∀t ≥ t0 .
a
2. Further results on Lyapunov stability

2.1. LaSalle’s Theorem. Consider again (4.1.1)
Theorem 4.5. (LaSalle’s)

Suppose (4.1.1) is autonomous. If there exists a C 1 lpdf V (x) whose total
derivative is nonpositive in a neighborhood N (0) and no trajectories other
than x = 0 lies in a region inside N (0) defined by V̇ = 0, then the equilibrium
is asymptotically stable.
If V (x) is pdf and radially unbounded, and the other conditions all hold if
we replace N (0) by n , then the equilibrium is globally asymptotically stable.

ẋ1 = x2 ,
ẋ2 = −x1 − f (x2 ),
where f (0) = 0 and xf (x) > 0 if x = 0.
Let V = 12 (x21 + x22 ), giving
V̇ = −x2 f (x2 ).
We have V̇ = 0 when x2 = 0. Do there exist a trajectory (a(t), 0) ?
No, because x2 = 0, gives x˙2 = −x1 (t) = −a(t) = 0.

2. FURTHER RESULTS ON LYAPUNOV STABILITY 25
2.2. Total Stability. Suppose (4.1.1) is affected by some disturbance.

(4.2.1) ẋ = f (x, t) + g(x, t).
Denote the solution of (4.2.1) by xg (x0 , t, t0 ).
Definition 4.4. x = 0 is called totally stable (stable under persistent
disturbances) if for all ε > 0 there exists two positive numbers δ1 (ε) and
δ2 (ε) such that
|xg (x0 , t, t0 )| < ε, ∀t ≥ t0 ≥ 0,
if
|x0 | < δ1 and |g(x, t)| < δ2 , ∀x ∈ Bε , ∀t ≥ t0 ≥ 0.
Theorem 4.6. If x = 0 of (4.1.1) is uniformly asymptotically stable, it
is also totally stable.
2.3. The Lur’e Problem. Consider
(4.2.2) ẋ = Ax + Bu
y = Cx + Du
where x ∈ Rn and u, y ∈ RM . The feedback is defined by
u = −Φ(y, t).
Definition 4.5. Suppose Φ : Rm × R+ → Rm . Then Φ is said to belong
to the sector [a, b] (where a < b) if (1) Φ(0, t) = 0, ∀t ≥ 0 and (2)
(Φ(y, t) − ay)T (by − Φ(y, t)) ≥ 0, ∀t ≥ 0, ∀y ∈ Rm .
Absolute stability problem: Suppose the pair (A, B) is controllable and
the pair (C, A) is observable and let G(s) = C(sI − A)−1 B + D be the
transfer function. The problem is to derive conditions involving only the
transfer function G(·) and the numbers a, b, such that x = 0 is a globally
uniformly asymptotically stable equilibrium for every mapping Φ belonging
to the sector [a, b].
Lemma 4.1. (Kalman-Yakubovich-Popov) Consider system (4.2.2). Sup-
pose A is Hurwitz and (A, B) controllable, (C, A) observable, and
inf λmin (G(jω) + G∗ (jω)) > 0 ( strictly positive real condition)
ω∈R
where λmin denotes the smallest eigenvalue of the matrix. Then there exist a
positive definite matrix P ∈ Rn×n and matrices Q ∈ Rm×n and W ∈ Rm×m
and > 0 such that
AT P + P A = −P − QT Q
BT P + W T Q = C
W T W = D + DT .
Theorem 4.7. (Passivity) Suppose in system (4.2.2), A is Hurwitz, the

pair (A, B) is controllable, the pair(C, A) is observable, G(s) is strictly pos-
itive real, and Φ belongs to the sector [0, ∞), i.e. Φ(0, t) = 0 and
y T Φ(y, t) ≥ 0, ∀t ≥ 0, ∀y ∈ Rm .
Then, the feedback system is globally exponentially stable.
2.4. Theorems on Global Stability.
Definition 4.6. 0 is globally exponentially stable if there exists con-
stants a, b > 0 such that
x(x0 , t, t0 ) ≤ ax0 e−b(t−t0 ) , ∀t ≥ t0 ≥ 0, ∀x0 ∈ n .
Definition 4.7. Suppose (4.1.1) is autonomous. 0 is globally asymp-
totically stable, if it is asymptotically stable and the domain of attraction is
n .
Theorem 4.8. The equilibrium 0 is globally exponentially stable if there
exists a pdf V (t, x) such that
ax2 ≤ V (t, x) ≤ bx2 , ∀t ≥ 0, ∀x ∈ n
and
V̇ (t, x) ≤ −cx2 , ∀t ≥ 0, ∀x ∈ n ,
where a, b, c are positive.
Theorem 4.9. Suppose (4.1.1) is autonomous. 0 is globally asymptoti-
cally stable, if there exists a radially unbounded, decrescent pdf V (x), such
that −V̇ is pdf.
ẋ1 = −x31 + x22 ,
ẋ2 = −x32 − x1 x2 .
Let V = 12 (x21 + x22 ), giving
V̇ = −x41 − x42 .
Example 4.7. As an illustration of the necessity of radially unbounded-
ness, consider
ẋ1 = −x31 + x22 x31
ẋ2 = −x2
x21
Let V = 1+x21
+ 2x22 , giving
2x41
V̇ ≤ − − 2x22 .
(1 + x21 )2
3. CONVERSE THEOREMS TO LYAPUNOV’S STABILITY
THEOREMS 27
However, the system is not globally asymptotically stable. (solve for x2 and
insert in equation for ẋ1 .)
3. Converse theorems to Lyapunov’s stability theorems

In this chapter we only consider autonomous systems
(4.3.1) ẋ = f (x) x ∈ n f ∈ C 1
and x = 0 is an equilibrium.
3.1. Converse theorems to local asymptotic stability.
Theorem 4.10. Suppose x = 0 is asymptotically stable, then there exists
a C 1 function V(x) and α, β and γ of class K such that
α(x) ≤ V (x) ≤ β(x), ∀x ∈ Br
V̇ (x) ≤ −γ(x), ∀x ∈ Br
Theorem 4.11. Suppose x = 0 is exponentially stable, then there exists
a C 1 function V(x) and positive constants a, b and c > 0 such that
ax2 ≤ V (x) ≤ bx2 , ∀x ∈ Br

and
V̇ (x) ≤ −cx2 , ∀x ∈ Br
or
∂V ∂V
f (x) ≤ −cx2 ≤ μx, ∀x ∈ Br
∂x ∂x
Proof: Suppose ∀x0 ∈ Br
x(x0 , t) ≤ αx0 e−γt α, γ > 0

Let ∞
V (x0 ) = x(x0 , ς)2 dς
0
then
∞
α2
V (x0 ) ≤ α2 x0 2 e−2γς dς ≤ x0 2
0 2γ
On the other hand
x˙ 2 = 1 x ẋ = 1 x f (x)
2 2
(x reads x(x0 , t)) Since f ∈ C , so f is Lipschitz in Br .
1
therefore
1 1
| x f (x) − 0| ≤ Lx2
2 2
or
1 1 1
− Lx2 ≤ x f (x) ≤ Lx2
2 2 2
So
˙ 2 ≥ − 1 Lx2
x
2
=⇒
1
x2 ≥ x0 2 e− 2 Lt
So
2
V (x0 ) ≥ x0 2
L
Now
dV (x(x0 , t)) d ∞
V̇ (x) = = x(x(x0 , t), ς)2 dς
dt dt 0

d ∞
= x(x0 , t + ς)2 dς
dt 0
Put r = ς + t
∞
d
x(x0 , r)2 dr = −x(x0 , t)2 = −x2
dt t

3.2. Converse theorem to global asymptotically stability.
Theorem 4.12. Suppose x = 0 is globally asymptotically stable, then
there exists a C 1 function V(x) and α, β and γ of class K∞ such that
α(x) ≤ V (x) ≤ β(x), ∀x ∈ n
V̇ (x) ≤ −γ(x), ∀x ∈ n
Remark 4.1. In general we can not show the global version of Theo-
rem(4.11), unless one assumes that f (x) satisfies a linear growth condition
i.e.
| ∂f∂x
(x)
| < K, ∀x ∈ n .
We now give the following result as an application of the converse theo-

rems.
∂f
Theorem 4.13. Let f(x) be C 2 and A = ∂x |x=0 . Then x = 0 of
ẋ = f (x)
is exponentially stable if and only if z = 0 of the linearised system
ż = Az
is exponentially stable.
3. CONVERSE THEOREMS TO LYAPUNOV’S STABILITY
THEOREMS 29
Proof:
if: By the principle of stability in the first approximation.
only if: Suppose x = 0 is exponentially stable, then by Theorem (4.11),
∃V (x) such that
αx2 ≤ V (x) ≤ βx2 , ∀x ∈ Br
V̇ (x) ≤ −γx2 , ∀x ∈ Br
∂V
≤ μx, ∀x ∈ Br
∂x
Rewrite the equation as
ẋ = Ax + F (x)
where
∂f
F (x) = f (x) − |x=0 x = f (x) − Ax
∂x
note that
F (x) = O(x2 )
then
∂V (x)
V̇ = (Ax + F (x))
∂x
∂V (x)
= Ax + O(x3 )
∂x
Let
V (x) = P1 x + x P2 x + O(x3 )
V (x) ≥ 0 =⇒ P1 = 0, P2 > 0
=⇒
∂V (x)
Ax = (2x P2 + O(x2 ))Ax
∂x
= x (P2 A + A P2 )x + O(x3 )
V̇ ≤ −γx2
=⇒ P2 A + A P2 is negative definite =⇒ A stable.
CHAPTER 5
Stability of Invariant Set and Model Reduction
1. Stability of invariant set

Consider
(5.1.1) ẋ = f (x).
Recall that for a set S ∈ Rn , we usually define the distance for a point x0
to S as
dist(x0 , S) = inf x0 − y.
y∈S
Now denote the -neighborhood of S as

U
= {x ∈ Rn |dist(x, S) < }.
Definition 5.1. An invariant set M is stable if for each > 0, there

exists δ > 0 such that
x(0) ∈ Uδ ⇒ x(t) ∈ U
;
M is asymptotically stable if it is stable and there exists δ > 0 such that
x(0) ∈ Uδ ⇒ lim dist(x(t), M ) = 0.
t→∞
Suppose φ(t) is a periodic solution of the system. Then the invariant set
γ = {φ(t)|0 ≤ t < T } is called an orbit.
Definition 5.2. A (nontrivial) periodic solution φ(t) is orbitally stable

if the orbit γ is stable; it is asymptotically orbitally stable if γ is asymptoti-
cally stable.
We note that another possible way to study the stability of a periodic
solution φ(t) is to consider the error dynamics. Let e(t) = x(t) − φ(t), then
(5.1.2) ė = f (e + φ(t)) − f (φ(t)).
By this way, the problem becomes stability of an equilibrium. However, it is
well known that (5.1.2) is never asymptotically stable if φ(t) is nonconstant.
Poincaré map
A Poincaré map is a map that maps a local section of a cross section to
γ at p onto the section. It can be viewed as a discrete time system.
CHAPTER 5. STABILITY OF INVARIANT SET AND MODEL
32 REDUCTION
Let H be a hypersurface transversal to γ at a point p. Let U be a

neighborhood of p on H, small enough such that γ intersects U only once
at p. The first return or Poincaré map P : U → H is defined for q ∈ U by
P (q) = x(q, τ ),
where τ (q) is the time taken for the flow x(q, t) starting from q to return to
H. The map is well defined for U sufficiently small.
It is not difficult to see that the stability of p for the discrete-time system
or map P reflects the stability of γ. This is summarized as follows.
Theorem 5.1. A periodic orbit γ is asymptotically stable if the corre-
sponding discrete time system obtained from Poincaré map is asymptotically
stable.
In particular, if ∂P∂x(p) has n − 1 eigenvalues of modulus less than 1, then

γ is asymptotically stable.
Floquet technique
It is however in general difficult to compute the Poincaré map. On the
other hand, the eigenvalues of the linearization of the Poincaré map may be
computed by linearizing the dynamical system around the limit cycle φ(t).
This can be done using Floquet technique.
The linearization of (5.1.1) around φ(t) is
∂f (φ(t))
ż = z.
∂x
Since A(t) = ∂f (φ(t))
∂x is periodic, we have the following property for its state
transition map.
Proposition 5.1 (Floquet’s theorem). The transition matrix of the
above A(t) can be written as
Φ(t, 0) = K(t)eBt ,
1
where K(t) = K(t + T ) and K(0) = I, and B = T lnΦ(T, 0).
It follows then that the stability of γ is determined by the eigenvalues of

eBT . These eigenvalues are called Floquet multipliers, and the eigenvalues of
B are called the characteristic exponents. If v ∈ Rn is tangent to φ(0), then
v is the eigenvector corresponding to the Floquet multiplier 1. The rest of
the eigenvalues, if none is on the unity circle, determine the stability of γ.
2. Center manifold theory

Consider
(5.2.1) ẋ = f (x)
2. CENTER MANIFOLD THEORY 33
where f is C 2 in Br (0) ∈ Rn and f (0) = 0.

Let
∂f
L= |x=0 ,
∂x
then,
i. x = 0 is asymptotically stable if σ(L) ∈ C − .
ii. x = 0 is unstable if at least one eigenvalue of L is in the right-half
complex plane.
What happens to the critical case? i.e. the case where L has no eigen-
values in the right-half plane but has some eigenvalues on the imaginary
axis.
Let us rewrite the above system (possibly after a linear coordinate
change) as:
ż = Az + f (z, y), z ∈ p
(5.2.2)
ẏ = By + g(z, y), y ∈ m
where A, B are constant matrices and σ(A) ⊂ C 0 , σ(B) ⊂ C − , i.e. A has

its eigenvalues on the imaginary axis and B has its eigenvalues in the left
half plane, f (0, 0) = 0, f (0, 0) = 0, g(0, 0) = 0, g (0, 0) = 0.
(f denotes the Jacobian of f ).
Theorem 5.2. There exists an invariant set defined by y=h(z), z < δ
h ∈ C 2 , and h(0)=0, h’(0)=0. This invariant set is called a center manifold.
On the center manifold the dynamics of the system is governed by
(5.2.3) ẇ = Aw + f (w, h(w))
Lemma 5.1. Suppose y = h(z) is a center manifold for (5.2.2). Then

there exists a neighborhood N of 0, and M > 0, k > 0, such that |y(t) −
h(z(t))| ≤ M e−kt |y(0) − h(z(0))| for all ≥ 0, as long as (y(t), z(t)) ∈ N .
Theorem 5.3. (z,y)=(0,0) of (5.2.2) is unstable, stable or asymptoti-

cally stable if and only if w=0 of (5.2.3) is respectively unstable, stable or
asymptotically stable.
Now let Φ : p → m be a C 1 mapping and define

[M Φ](z) = Φ (z)(Az + f (z, Φ(z))) − BΦ(z) − g(z, Φ(z))
If Φ is a center manifold, then [M Φ](z) = 0.
Theorem 5.4. If [M Φ](z) = O(|z|q ) where q > 1 as z → 0, then as

z→0
h(z) = Φ(z) + O(|z|q )
34 REDUCTION
Example 5.1. Determine if the equilibrium of the following system is

asymptotically stable
ẋ1 = x1 x32
ẋ2 = −x2 − x21
We first try x2 = −x21 as the approximation of a center manifold. Then
[M Φ](x1 ) = −2x1 (−x1 x61 ) − 0 = −2x81
So h(x1 ) = −x21 + O(x81 ) on the center manifold
ẇ = wh3 (w) = −w7 + O(w13 )

w = 0 is asymptotically stable. Therefore, (x1 , x2 ) = (0, 0) is asymptotically
stable.
ẋ1 = x1 x32
ẋ2 = −x2 − x21
ẋ3 = −x33 + x1 r(x1 , x2 , x3 )
The center manifold is same as in the previous example and the flow on the
center manifold is governed by
ẇ1 = −w17 + O(w113 )

ẇ2 = −w23 + w1 r(w1 , h(w1 ), w2 )
3. Singular perturbation
Consider
ẋ = f (x, z, ε, t) x ∈ n ,
(5.3.1) εż = g(x, z, ε, t) z ∈ n ,
where f, g are C 1 and ε is a small positive parameter.

In control engineering, the model (5.3.1) is a convenient tool for “re-
duced order modeling”. The reduction is realized through so called singular
(parameter) perturbation. It proceeds as follows.
Set ε = 0, the second part of (5.3.1) degenerates into an algebraic equa-
tion
(5.3.2) 0 = g(x̄, z̄, 0, t).
We say that (5.3.1) is in standard form if in a domain of interest (5.3.2) has
p ≥ 1 distinct (isolated) real roots
z̄ = φi (x̄, t) i = 1, . . . , p.
3. SINGULAR PERTURBATION 35
If (5.3.1) is in standard form, then for each root, φi , we have the following
reduced model:
(5.3.3) x̄˙ = f (x̄, φ(x̄, t), 0, t).
Since we only study one of the reduced models in a time, we drop the
subscript i for simplicity.
Example 5.3. Consider a system with high gain amplifier
+ + + int z int x
- - K -
where N = tan(·). Or
ẋ = z
ż = −kx − z − k tan(z) + ku
set ε = 1
k ⇒
ẋ = z
εż = −x − εz − tan(z) + u
set ε = 0 ⇒
z̄ = tan−1 (ū − x̄)
x̄˙ = tan−1 (ū − x̄)
or
u- +
N -1 z- inv
-
x
-
z-
z
t0 ε t1
3.1. Time-scale properties of the standard model. When ε is

sufficiently small, (5.3.2) has a two-time-scale behavior. There are both
slow and fast transients in the system. Under suitable assumptions, we
will show that the slow response, loosely speaking, is approximated by the
reduced model (5.3.3), while the discrepancy between the response of the
reduced model and that of the original model is the fast transient.
36 REDUCTION
Now let us suppose that at t0 , (5.3.1) starts at (x0 , z0 ). Then in the

reduced model (5.3.3), one can take x̄(t0 ) = x0 . However, z̄(t0 ) = φ(x0 , t0 )
may be quite different from z0 .
Thus, in general, z̄(t) cannot be a uniform approximation of z(t). The
best one can expect is that
(5.3.4) z(t) = z̄(t) + O(ε)
will hold on an interval [t1 , T ], where t1 > t0 . However, for x(t), the approx-
imation can be uniform, i.e.
(5.3.5) x(t) = x̄(t) + O(ε)
hold on [t0 , T ].
How do we know if z(t) escape to infinity or as we hope, converge to z̄(t)
during the transient period ?
Set τ = t−t 0
ε , a new time scale. We obtain the “boundary layer system”:
dẑ
= g(x0 , ẑ(τ ) + z̄(t0 ), 0, t0 )
dτ
with ẑ(0) = z0 −z̄(t0 ), and x0 , t0 fixed parameters. ẑ(τ ) is used as a boundary
layer correction for a possible uniform approximation of z(t):

t − t0
(5.3.6) z(t) = z̄(t) + ẑ + O(ε).
ε
Clearly, z̄(t) is the slow transient of z(t), and ẑ(τ ) the fast transient.
Theorem 5.5. (Tikhonov)
Suppose
i. the equilibrium ẑ = 0 of the boundary layer system is asymptotically
stable uniformly in x0 and t0 , and z0 − z̄(t0 ) belongs to it’s domain
of attraction,
ii.

∂g
Re λ (x̄(t), z̄(t), 0, t) ≤ −c < 0 ∀t ∈ [t0 , T ],
∂z
then (5.3.5) and (5.3.6) are valid for all t ∈ [t0 , T ], while (5.3.4) holds for
all t ∈ [t1 , T ], whereas the “thickness of the boundary layer” t1 − t0 can be
made arbitrarily small by choosing sufficiently small ε.
CHAPTER 6
Controllability and Observability
1. Controllability of nonlinear systems

Consider a nonlinear affine control system
(6.1.1) ẋ = f (x) + g(x)u
y = h(x)
Definition 6.1. A control system (6.1.1) is called controllable if for any

two points x1 , x2 in Rn , there exist a finite time T and an admissible control
u such that x(x1 , T, 0, u) = x2 , where x(x0 , t, t0 , u) denotes the solution of
(6.1.1) at time t with initial condition x1 , initial time t0 and control u(·).
For a linear system
ẋ = Ax + Bu x ∈ Rn u ∈ Rm
it is controllable if and only if the linear space
R = Im(B AB · · · An−1 B)
has dimension n. The simplest way to study controllability of a nonlinear
system is to consider its linearization.
Proposition 6.1. Consider system (6.1.1) and x0 where f (x0 ) = 0. If
the linearization at x0 and u = 0
∂f
ż = (x0 )z + g(x0 )v z ∈ Rn v ∈ Rm
∂x
is controllable, then the set of points that can be reached from x0 in any
finite time contains a neighborhood of x0 .
However, if we linearize the car system around the origin, we will see
the linearization is not controllable at all.
Now the question is, whether the nonlinear system itself is controllable?
Consider
ẋ = f (x) + g(x)u x ∈ N ∈ Rn
where g(x) = (g1 (x), . . . , gm (x)).
A distribution Δ(x) is said to be invariant under vector field f (x), if
∀k(x) ∈ Δ(x),
38 CHAPTER 6. CONTROLLABILITY AND OBSERVABILITY
[f, k] ∈ Δ(x).
Definition 6.2 (Strong accessibility distribution Rc ). Rc is the smallest

distribution which contains span{g1 , . . . , gm } and is invariant under vector
fields f, g1 , . . . , gm and is denoted by
Rc (x) =< f, g1 , . . . , gm |span{g1 , . . . , gm } > .
Remark 6.1. For linear systems, the strong accessibility distribution is
Rc (x) =< Ax, b1 , . . . , bm |ImB > .
Since we get the bi -invariance (for i = 1, . . . , m) for free ([bi , bj ] = 0) and
[b, Ax] = Ab
for any constant vector b, we have
Rc (x) =< A|ImB >,
which is the controllable subspace for linear systems.

For nonlinear systems, it is in general very difficult to determine the
controllability except for some special cases. Thus it is useful to study the
so called accessibility.
Proposition 6.2. If at a point x0 , dim(Rc (x0 )) = n, then the system

is locally strongly accessible from x0 . Namely, for any neighborhood of x0 ,
the set of reachable points at time T contains a non-empty open set for any
T > 0.
A proof for this result and the one that follows is beyond the scope of this
course. Interested readers may consult the book by Isidori for references.
Example 6.1 (Rotation Control). Consider the angular motion of a

spacecraft. Here we assume there are only two controls (two pairs of boosters)
available. The model for angular velocities around the three principal axes
is as follows:
a2 − a3
ẋ1 = x2 x3
a1
a3 − a1
ẋ2 = x1 x3 + u1
a2
a1 − a2
ẋ3 = x2 x1 + u2
a3
a1 > 0, a2 > 0, a3 > 0.
1. CONTROLLABILITY OF NONLINEAR SYSTEMS 39
Let us compute the strong accessibility distribution Rc (x) and check the ac-
cessibility of the system. In this case,
⎡ ⎤ ⎡ ⎤ ⎡ ⎤
αx2 x3 0 0
f (x) := ⎣ βx3 x1 ⎦ , g1 (x) := ⎣ 1 ⎦ , g2 (x) := ⎣ 0 ⎦ .
γx1 x2 0 1
where α := (a2 − a3 )/a1 , β = (a3 − a1 )/a2 and γ = (a1 − a2 )/a3 .
Step 1.: R0 (x) = span {g1 (x), g2 (x)} = span {e2 , e3 }.
Step 2.: Lie brackets are computed as follows:
⎡ ⎤
αx3
∂e2 ∂f
[f, g1 ] = f (x) − e2 = − ⎣ 0 ⎦ =: g3 (x)
∂x ∂x
⎡ γx1 ⎤
αx2
∂e3 ∂f
[f, g2 ] = f (x) − e3 = − ⎣ βx1 ⎦ =: g4 (x)
∂x ∂x 0
⎡ ⎤
0
[g1 , g2 ] = ⎣ 0 ⎦ .
0
Thus,
R1 (x) = span {gi (x), i = 1, . . . , 4} .
Step 3.: If α = 0 (i.e. a2 = a3 ), then R1 (x) = R0 (x). So, Rc (x) =
R0 (x) = span {e2 , e3 }. If α = 0, then R1 (x) = R0 (x) and dim R1 (x) =
2 < 3 for x2 = x3 = 0. Hence, go back to Step 2.
Step 2-2.:
R2 (x) = R1 (x) + span {[f, gi ] , [gi , gj ] , i, j = 1, 2, 3, 4}
Since
⎡ ⎤
−α
∂g4 ∂e2
[g1 , g4 ] = e2 − g4 (x) = ⎣ 0 ⎦ , (α = 0)
∂x ∂x 0
R2 (x) = R3 (whole space).
Step 3-2: Since dim R2 (x) = 3 for any x, Rc (x) = R3 .
Therefore, if a2 = a3 , then the system is locally strongly accessible from
any point in R3 .
Theorem 6.3 (Chow). If f = 0, then dim(Rc (x)) = n ∀x ∈ N implies

the system is controllable.
Now we go back to the car example. With u1 = v and u2 = Lv tan φ, we
obtain that Rc (x) has dimension 3 everywhere. Since f = 0 in this case, by
Proposition 6.3 we know the system is controllable.
2. Perception and observability

2.1. Sensors. Sensing is crucial for feedback control. There are many
sensors available. Fusion of different sensors is often needed.
One can typically classify sensors as:
• Enteroception-Inner State: temperature, pressure, etc.
• Proprioception- Position of body and parts: encoders, gyros, ac-
celerometer, etc.
• Extereoception-State of the environment: range sensors, vision, etc.
In this section we first use the example of a camera to illustrate how to
model sensing as a control system. Here we consider the problem of using
video images to identify the relative location and orientation of a robot. We
suppose its mounted camera can recognize a corner of a room, namely that
the images of a corner point and at least two line directions can be observed
continuously. We want to use these measurements to recover the 3D location
of the camera in the room and the orientation of the camera’s image plane
in the room.
Let us consider the camera as a pinhole camera: We suppose the point’s
Focal point
x1
x2 Optical axis f y1
x3 y2
position is (x1 , x2 , x3 ) in 3D. Then in the image plane we have (y1 , y2 ) =

(f xx13 , f xx23 ).
The relative motion of the point (f = 1):
⎛˙⎞ ⎛ ⎞⎛ ⎞ ⎛ ⎞
x1 0 −ω3 ω2 x1 v1
⎝x2 ⎠ = ⎝ ω3 0 −ω1 ⎠ ⎝x2 ⎠ + ⎝v2 ⎠
x−ω
(6.2.1)
x3 1
2 ω1 0 x3 v3
y1
= x3
x2 x3 = 0,
y2 x3
where ω is the angular velocity measured in the camera frame, and and v is
the translational velocity. If we consider ω as given and v to be regulated,
we then have a control system.
Now let us consider the modeling of a motion sensor, which detects the
gradient of lateral motion (infra-red radiation). For a given sensor i located
2. PERCEPTION AND OBSERVABILITY 41
at si , let ni = r − si , ṙni be the projection of ṙ onto ni , and ṙσ be the

component of ṙ perpendicular to ni . Then,
ṙσ = ṙ − ṙni
ni
= ṙ − ṙ, ni
ni 2
ṙσ is basically what a sensor array can measure. Physically such readings
decay over distance, so we assume the output from sensor i is:
ṙσ r − si 2 ṙ − r − si , ṙ (r − si )
(6.2.2) yi = = ,
ni p r − si p+2
where p is a positive number.
r(t 0 )
r(t )
.
r(t )
θi
si
2.2. Observability. Consider a nonlinear system:

(6.2.3) ẋ = f (x, u)
y = h(x).
where x ∈ Rn , u ∈ Rp is the input and y is the output one can measure,
both f and h arc C 1 in a neighborhood of the origin and f (0, 0) = 0 ∀t
h(0) = 0.
Since 1970’s there has been an extensive study on the design of ob-
servers for such systems, [?] etc. Most current methods lead to the design
of an exponential observer. As a necessary condition for the existence of an
exponential observer, the linearized pair ( ∂f∂x
(0,0)
, h(0)) must be detectable.
Under this condition, locally the different choices of input would barely af-
fect the rate of convergence for an observer. In principle, one can apply the
so-called separation principle even in this case, just as in the linear case.
However, in general for nonlinear systems, the observability does not
only depend on the initial conditions, but also on the control. This presents
an interesting issue: how to design an exciting control to “maximize” the
observability. Although this has been a very important issue in the field of
active perception, it is beyond the scope of this course. We will only use an
example here to illustrate this.
Example 6.2 (Attitude estimation).

ẋ1 = −u3 x2 + u1
ẋ2 = u3 x1 + u2
ẋ3 = τ x1 − τ x3
y = x3
This is the bilinear model for using a low-pass sensor to measure the pitch
and roll angles of a rigid body.
One can see easily that in order to build an observer, the open-loop con-
trol u3 needs to satisfy certain constraint. Some feasible controls are, for
example, u3 = 0 constant or u3 = sin(t).
Now we consider the following system:
ẋ = f (x) + g(x)u
(6.2.4)
y = h(x)
where x ∈ M, y ∈ Rp , u ∈ Rm , f , g and h are C 1 , y is the output, u is the

input, h(0) = 0 and x = 0 is an equilibrium point.
Definition 6.3. Consider (6.2.4). Two states x0 and x1 are said to be

indistinguishable if for all admissible u
y(·, x0 , u) = y(·, x1 , u),
where y(·, x) is the output trajectory with initial condition x.
Definition 6.4. Two states x0 and x1 are said to be distinguishable if
they are not indistinguishable.
Definition 6.5. Let V be an open set containing x0 and x1 . x0 and x1
are said to be V -distinguishable if there is an admissible control such that
y(t, x0 , u) = y(t, x1 , u), t ∈ [0, T ]
where x(t, x0 , u) ∈ V and x(t, x1 , u) ∈ V .
Definition 6.6 (Observability). The system is said to be (locally) ob-

servable at x0 if there is a neighborhood N (x0 ) such that every x ∈ V ⊂
N (x0 ) other than x0 is V -distinguishable from x0 . The system is said to be
(locally) observable if it is locally observable at every x ∈ M.
Definition 6.7. Consider (6.2.4), the observation space O is the linear

space (over R) of functions on M in the forms of
LX1 LX2 · · · LXk hj , j ∈ [1, · · · , p], k = 1, 2, · · · ,
where Xi ∈ {f, g1 , · · · , gm }.
2. PERCEPTION AND OBSERVABILITY 43
The observation space O defines the observability codistribution as fol-

lows:
dO = span{dH | H ∈ O}.
Since dO is generated by exact one-forms it follows that it is involutive (in
other words, Ker dO is involutive).
Theorem 6.4. Consider (6.2.4). If
dim dO(x0 ) = n,
then the system is locally observable at x0 .
However, it is known (see for example, [?]) that nonlinear observability
does not imply the existence of an observer in general.
ẋ1 = −x1 + x32
ẋ2 = x2 + x21
y = x1 .
One can easily show that this system is observable. It is shown in [?] that
one can not construct any observer for this system.
For this reason, we will focus on some sufficient conditions for observers.
In general, an observer for (6.2.4) should take the following form:
x̂˙ = p(x̂, h(x(t)))

with the corresponding error dynamics asymptotically stable. Consequently,
x(t) − x̂(t) → 0 as t → ∞.
If the error dynamics is exponentially stable, it is easy to see that an
exponential observer in the following form can be found:
x̂˙ = f (x̂) + l(h(x(t)) − h(x̂))
where l(0) = 0. In some literature, an observer is confined to this form.
For the design of exponential observers, this assumption causes no sub-
stantial loss of generality, since what matters in this case is the first order
approximation.
Obviously, it is easier to design an observer in this form and it will be the
focus in this course. However, we should point out that we can not always
design an observer in this form, whenever it is possible to have observers [?].
We only use an example to demonstrate this.
Example 6.4. Let us consider the following system:
ẋ = x2 − 8x4
ẏ = x2 − y
where y is the output.

It is not difficult to show that there is no exponential observer for the
system since the linearized system is not detectable. However, one can show
that
x̂˙ = x̂2 − 8x̂4 + (1 + x̂)(y − ŷ)
ŷ˙ = x̂2 − ŷ
is an observer.
2.3. Design of exponential observers. Consider
(6.2.5) ẋ = Ax + f (x)
(6.2.6) y = Cx,
where x ∈ Rn , y ∈ Rp , and the pair (C, A) is detectable.
Suppose f can be decomposed as
f (x) = f1 (x) + m(cx),
where f1 satisfies a linear growth condition:
f1 (x) − f2 (z)| ≤ kx − z ∀x, z ∈ Rn .
Now let us construct an observer for (6.2.5) as
x̂˙ = Ax̂ + f1 (x̂) + m(y) + L(y − C x̂).
The error (x − x̂) dynamics is
(6.2.7) ė = (A − LC)e + f1 (x) − f1 (x̂).
Theorem 6.5. The observer has exponentially stable error dynamics
(6.2.7) if the solution pair (P, Q) to:
(A − LC)T P + P (A − LC) = −Q
λmin (Q)
satisfies: k < 2λmax (P ) .
CHAPTER 7
Linearization of Nonlinear Systems
In this chaper we consider first the linear equivalence of affine nonlinear

systems; then we discuss state feedback linearization of nonlinear systems1.
1. Linear equivalence of nonlinear systems

Consider an affine nonlinear system

m
(7.1.1) ẋ = f (x) + gi (x)ui := f (x) + g(x)u, x ∈ Rn , u ∈ Rm ,
i=1
where f (x0 ) = 0.
Definition 7.1. The system (7.1.1) is said to be equivalent to a linear
system (locally around an equilibrium point x0 ), iff there exists a (local)
coordinate chart (U, z) (z(x0 ) = 0) such that the system (7.1.1) is expressed
as

m
(7.1.2) ż = Az + bi ui := Az + Bu, z ∈ U, u ∈ Rm ,
i=1
where (A, B) is a completely controllable pair.

First we consider the local linearization problem.
Theorem 7.1. The system (7.1.1) is said to be equivalent to a linear
system locally around an equilibrium point x0 , iff

i) dim adkf gi (x0 ) 1 ≤ i ≤ m; 0 ≤ k ≤ n − 1 = n;

ii) there exists a neighborhood U of x0 , such that
s
adf gi , adtf gj = 0, 1 ≤ i, j ≤ m; 0 ≤ s, t ≤ n.
Proof. (Necessity.) Assume the coordinate change: T : x → z. Then

T∗ (f ) = Az, T∗ (gi ) = bi , i = 1, · · · , m.
Since the system (7.1.2) is completely controllable, a simple computation
shows that
(7.1.3) adkT∗ (f ) T∗ (gi ) = (−1)k Ak bi .
1This chapter is written by Daizhan Cheng.
46 CHAPTER 7. LINEARIZATION OF NONLINEAR SYSTEMS
But a diffeomorphism doesn’t affect the Lie bracket, i.e.,

T∗ [f, g] = [T∗ (f ), T∗ (g)].
Hence, (7.1.3) implies i) and ii).
(Sufficiency) According to i), there exist n linearly independent vector
fields
Xik+1 = adkf gi , i = 1, · · · , m; k = 0, 1, · · · , ni − 1,
m

ni = n which are linearly independent on a neighborhood, U of x0 .
i=1
Choosing a local coordinate frame as

z = z11 , · · · , zn1 1 , · · · , z1m , · · · , znmm ∈ Rn
and constructing a mapping F : z → U as

1
X1 Xn Xm Xm
(7.1.4) F (z) = ez 11 ◦ · · · ez 1 1 · · · ez m1 ◦ · · · eznmnm (x0 ).
1 n1 1 m
Let P = F (z). Using Lemma 2.8.3, ii) implies that

∂F
(P ) = Xki (P ), i = 1, · · · , m; k = 1, · · · , ni .
∂zki
Hence under the coordinates z we have
−1 1
F∗ (X1 ), · ·· , F∗−1 (Xn11 ), · · · , F∗−1 (X1m ), · · · , F∗−1 (Xnmm )
= (JF )−1 ◦ X11 , · · · , Xn11 , · · · , X1m , · · · , Xn1m ◦ F
= I.
For notational ease, we still use f and gi for their new forms under the
coordinates z, i.e., F∗−1 (f ) and F∗−1 (gi ). Moreover, set ni = n1 +n2 +· · ·+ni ,
and denote
δi = (0, · · · , 0,
1 , 0, · · · , 0)T ∈ Rn .
i−th
Then
gi = δ(ni−1 +1) ,
(7.1.5)
adkf gi = δni−1 +k+1 , i = 1, · · · , m, k = 1, · · · , ni − 1.
Denote
T
f = f11 , · · · , fn11 , · · · , f1m , · · · , fnmm .
Using (7.1.5), a straightforward computation shows that

∂fts 1, s = i, and t = j + 1, s, i = 1, · · · , m;
=
∂zji
0, otherwise; t = 1, · · · , ni ; j = 1, · · · , ni − 1.
1. LINEAR EQUIVALENCE OF NONLINEAR SYSTEMS 47
Hence we can express f as

T
(7.1.6) f = 0, z11 , · · · , zn1 1 −1 , · · · , 0, z1m , · · · , znmm −1 + Y (zn1 1 , · · · , znmm ).
Note that the vector field Y depends only zni i , i = 1, · · · , m. Calculating

adnf i gi yields
T
∂Y11 ∂Yn11 ∂Y1m ∂Ynmm
adnf i gi = , · · · , , · · · , , · · · , .
∂zni i ∂zni i ∂zni i ∂zni i
Note that adnf i gi is commutative with Xki , i = 1, · · · , m, and k = 1, · · · , ni .
It follows that
∂fts
(7.1.7) = const . ∀s, t, i.
∂zni i
Putting (7.1.6) and (7.1.7) together, we have
⎛ 1⎞ ⎛ 1 ⎞⎛ 1⎞ ⎛ ⎞
ż A1 · · · A1m z b1 · · · 0
⎜ .. ⎟ ⎜ .. ⎟ ⎜ .. ⎟ ⎜ .. ⎟
(7.1.8) ⎝ . ⎠=⎝ . ⎠⎝ . ⎠ + ⎝ . ⎠ u,
ż m A1 · · · Am
m m zm 0 ··· bm
where
⎧⎛ ⎞
⎪
⎪ 0 ··· cij1
0
⎪
⎪⎜ ⎟
⎪
⎪⎜ 0 ··· cij2 ⎟
0
⎪
⎪⎜. ⎟, i = j
⎪
⎪⎜. ⎟
⎪
⎪⎝. ⎠
⎪
⎪
⎨ 0 in
· · · 0 cj i
Aij = ⎛ ⎞
⎪
⎪ 0 0 · · · 0 cii1
⎪
⎪⎜ ⎟
⎪
⎪⎜1 0 · · · 0 cii2 ⎟
⎪
⎪⎜. ⎟ , i = j,
⎪
⎪⎜. ⎟
⎪
⎪⎝. ⎠
⎪
⎪
⎩ in
0 0 · · · 1 ci i
and
bi = (1, 0, · · · , 0)T , i = 1, · · · , m.
This is a canonical form of the completely controllable linear systems.
Remark 7.1. From the above argument one sees easily that if the condi-
tions in the Theorem 7.1.2 are satisfied globally and the mapping F : Rn →
M defined as in (7.1.4) is a global diffeomorphism, then the system (7.1.1)
is globally equivalent to a completely controllable linear system.
Next, we consider an affine nonlinear system with outputs.
⎧
⎨ẋ = f (x) + g (x)u := f (x) + g(x)u, x ∈ Rn , u ∈ Rm ,
m
i i
(7.1.9) i=1
⎩
y = h(x), y ∈ Rp ,
where f (x0 ) = 0, h(x0 ) = 0.

system (locally around an equilibrium point x0 ), iff there exists a (local)
coordinate chart (U, z) (z(x0 ) = 0) such that the system (7.1.9) is expressed
as
⎧
⎨ż = Az + b u := Az + Bu, z ∈ U, u ∈ Rm ,
m
i i
(7.1.10) i=1
⎩
y = Cz,
where (A, B) is completely controllable and (C, A) is completely observable.

Consider the local case.
system locally around an equilibrium point x0 , iff

i) dim adkf gi (x0 ) 1 ≤ i ≤ m; 0 ≤ k ≤ n − 1 = n,

& '

ii) dim dLkf hj (x0 ) 1 ≤ j ≤ p; 0 ≤ k ≤ n − 1 = n,
iii) there exists a neighborhood, U of x0 , such that
Lgi Lsf Lgj Ltf h(x) = 0, x ∈ U, 1 ≤ i, j ≤ m, s, t ≥ 0.
Proof. (Necessity) Let f be any vector field and h any smooth function.
Then for any diffeomorphism, T the Lie derivative is invariant in the sense
that
LT∗ (f ) ((T −1 )∗ (h)) = (T −1 )T ∗ (Lf (h)).
Now the necessity of i), ii), and iii) are obvious because they are correct for
a linear system.
(Sufficiency) We need a formula, which itself is useful.
k
i k
(7.1.11) Ladk g h(x) = (−1) Lfk−i Lg Lif h(x),
f i
i=0
where
k k!
= .
i i!(k − i)!
It can be proved by induction. It is trivially true for k = 0. Assume it
is true for k = p, then
Ladp+1 g h(x) = Lf Ladp g h(x) − Ladp g Lf h(x).
f f f
Using (7.1.11) to the two terms in the above and noticing the identity that

p p p+1
+ = ,
q q+1 q+1
1. LINEAR EQUIVALENCE OF NONLINEAR SYSTEMS 49
we have (7.1.11) for p + 1.

Next, we claim that there exists a neighborhood U of x0 , such that
L[ads gi ,adt gj ] Lkf h(x) = 0, x ∈ U,
(7.1.12) f f
1 ≤ i, j ≤ m; 0 ≤ s, t ≤ n − 1; ≤ k ≥ 0.
Using (7.1.11) and the condition iii), the claim (7.1.12) is obvious.
Since (7.1.12) is equivalent to that
( )
dLkf h(x), [adsf gi , adtf gj ] = 0,
the condition ii) now implies that

s
adf gi , adtf gj = 0, 1 ≤ i, j ≤ m, 0 ≤ s, t ≤ n − 1.
According to the Theorem 7.1, the system (7.1.10) can be locally expressed
as

ż = Az + Bu
y = h(z).
Now under z coordinates the vector vields
& '
{X1 , · · · , Xn } = g1 , · · · , adfn1 −1 g1 , · · · , gm , · · · , adfnm −1 gm .
Then Xi = δi = ∂
∂zi , i = 1, · · · , n. It is easy to see from iii) that
LXi LXj hs (z) = 0, s = 1, · · · , p,

which means
∂ 2 hs (z)
= 0, 1 ≤ i, j ≤ n, s = 1, · · · , m.
∂zi ∂zj
That is, hs (z) is only a linear function of z. We also assume h(z(x0 )) = 0,
hence
y = Cz.

Example 7.1. Consider the following system
⎧
⎪
⎨ẋ1 = x1 + u
x1
(7.1.13) ẋ2 = cos(x
⎪
⎩
2)
y = h(x) = sin(x2 ).
We consider its local linear equivalence at the origin. It is easy to see that

x1 1 1
f= x1 , g= , and adf g = 1
cos(x2 ) 0 cos(x2 ) .
The condition i) is satisfied. Since

dh = (0, cos(x2 ))
dLf h = (1, 0), k ≥ 1,
k
the condition ii) is satisfied. Moveover,
Lg h = 0, Lg Lkf h = 1, k ≥ 1.
Hence
Lg Lsf Lg Ltf h = 0, s ≥ 0, t ≥ 0.
The condition 3 follows. That is, the system (7.1.13) is equivalent to a linear
system around the origin.
Next, we look for its linear form. Let

1 g 1
X1 = g = , X2 = adf = 1
0 cos(x2 )
Construct the mapping
z1 ◦ ez2 (0).
F (z1 , z2 ) = eX 1 X2
First, we solve eX 2
z2 (0), that is, to solve

dx1
dz2 = 1
dx2 1
dz2 = cos(x1 ) ,
with initial condition as

x1 (0) = 0
x2 (0) = 0.
The solution is
x1 = z1 , x2 = sin−1 (z2 ).
Next, to get F (z1 , z2 ), we solve

dx1
dz1 =1
dx2
dz1 = 0,
with initial condition as

x1 (0) = z2
x2 (0) = sin−1 (z2 ).
Hence the mapping F is obtained as

x1 = z1 + z2
x2 = sin−1 (z2 ),
2. STATE FEEDBACK LINEARIZATION 51
with F −1 as
z1 = x1 − sin(x2 )
z2 = sin(x2 ).
Finally, the system (7.1.13) can be expressed under coordinate z as
⎧
⎪
⎨ż1 = u
ż2 = z1 + z2
⎪
⎩
y = z2 .
Linear equivalece means the system is essentially a linear system. This

investigation reveals the geometric essence of a linear system. Practically,
it is much more useful to use a control to convert a nonlinear system into a
linear system. We consider it in thin section.
2. State feedback linearization

The linearization problem asks when the system can be converted into
a linear system under a coordinate transformation and a state feedback
(7.2.1) u(x) = α(x) + β(x)v.
Definition 7.4. The system (7.1.1) is linearizable if there is a local

coordinate change z = z(x) with z(0) = 0, a state feedback control (7.2.1)
with nonsingular β(x) such that the closed-loop system can be expressed as
(7.2.2) ż = Az + Bv,
where (A, B) is a completely controllable linear system.
When the coordinate transformation and the feedback are global, the lin-
earization is global.
Denote by

Δi = span adsf gj j = 1, · · · , m; s ≤ i − 1 , i = 1, 2, · · · .
The following theorem has basic importance.
Theorem 7.2. The system (7.1.1) is linearizable about x0 , iff there is a
neighborhood U , such that
i) Δi (x), x ∈ U , i = 1, · · · , n are non-singular and involutive;
ii) dim(Δn )(x) = n, x ∈ U .
Proof. (Necessary) An obvious fact is that the distributions Δi , i =
1, · · · , n are feedback invariant. That is, let
f˜ = f + gα, g̃ = gβ,
then & '

Δi = span adsf˜ g̃j j = 1, · · · , m; s ≤ i − 1 .
Denote the diffeomorphism by T , then we know that
T∗ (f˜) = T∗ (f ) + T∗ (g)α = Az,

T∗ (g̃) = T∗ (g)β = B.
Then it is obvious that i) and ii) are satisfied by T∗ (Δi ), and so are by Δi .
(Sufficiency) Choosing n linearly independent vector fields as (where
Xij := adjf gi )
(7.2.3)
⎛ ⎞
k +1
X0 · · · X1k1 X1k1 +1 · · · X1k2 ··· X1 s−1 ··· X1ks
⎜ .1 .. .. ⎟
⎜ .. ⎟
⎜ . . ⎟
⎜ . .. ⎟
⎜ .. k
Xms−1
+1
··· Xmss ⎟
k
⎜ . s ⎟
⎜ . .. ⎟
⎜ .. . ⎟,
⎜ ⎟
⎜ .. ⎟
⎜ . k1 +1 · · ·
Xm k2
Xm ⎟
⎜ 2 2 ⎟
⎜ .. ⎟
⎝ . ⎠
Xm0 ··· k1
Xm
where the first t columns of vector fields are the bases of

Δt = span{ adsf gj s < t, j = 1, · · · , m}, t = 1, · · · , ks .
The g1 , · · · , gm may be reordered if necessary. Denoting k0 = 0 and di =
ki − ki−1 , i = 1, · · · , s, we define a set of distributions as
& '

Δij = span adkf gt k < ki−1 + j, j = 1, · · · , m .
So Δij is spanned by the vector fields in the first i − 1 blocks and the first j
vector fields in the i-th block of (7.2.3), that is,

(Δ1 , · · · , Δks ) = Δ11 , · · · , Δ1d1 , · · · , Δs1 , · · · , Δsds .
The perpendicular co-distribution of Δi is denoted by Ωks +1−i . Then we
have a sequence of co-distributions as
Ω 1 , · · · , Ω ks ,
where the first i-th element is the perpendicular co-distribution of the last
i-th element in the sequence of {Δt }. Corresponding to {Δij }, the co-
distribution sequence is re-indexed as
{Ω1 , · · · , Ωks } = {Ω11 , · · · , Ω1ds , · · · , Ω21 , · · · , Ω2ds−1 , · · · , Ωs1 , · · · , Ωsd1 }.
Then
* +⊥
Ωij = Δds+1−i
s+1−i +1−j
.
Now Δsds is involutive and of co-dimension ms , by Frobenius’s theorem, there

exist smooth functions z1 , · · · , zms , such that
Ω11 = span{dz1 , · · · , dzms }.

It follows that
⎛ ⎞
dz11 * +
⎜ ⎟
(7.2.4) Ds := ⎝ ... ⎠ adfks −1 g1 · · · adfks −1 gms
1
dzm s
is non-singular. Now we claim that
dLkf zj , j = 1, · · · , ms ; k = 1, · · · , ks − 1
are linearly independent.

Similar to the proof of (7.1.11), we can proof the following formula:
( ) k
i k
, -
(7.2.5) k
Lf ω, g = (−1) Lfk−i ω, adif g .
i
i=1
Now assume
s −1
k ms
cij dLif zj = 0.
i=1 j=1
Using (7.2.5), we have

. /
ks −1
ms
cj dLf zj , g1 , · · · , gm
i i
i=1 j=1
⎛ ⎞
. dz 1 /
⎜ . ⎟ * ks −1
1 +
= c1ks −1 · · · cm ks −1
s
⎝ .. ⎠ adf g1 · · · adfks −1 gms = 0.
1
dzms
Hence c1ks −1 = · · · = cm
ks −1 = 0. Then we consider
s
.k −2 m /
s s

cij dLif zj , adf g1 , · · · , adf gm = 0.
i=1 j=1
Same argument shows that c1ks −2 = · · · = cm

ks −2 = 0. Continuing this
s
procedure shows that all cij = 0, that is, dLif zj are linearly independent,
i = 1, · · · , ks − 1, j = 1, · · · , ms .
In fact, the above also shows that
(7.2.6) Lif zj ∈ Δ⊥
ks −1−i , j = 1, · · · , ms .
Next, we can find ms−1 − ms functions zms +1 , · · · , zms−1 , such that
dz1 , · · · , dLdfs z1 , · · · , dzms , · · · , dLdfs zms , dzms +1 , · · · , dzms−1
are linearly independent and they form the basis of

* +⊥
Ω21 = Δs−1
ds−1 −1 .
Continuing this procedure, we finally can find m functions z1 , · · · , zm such

that the following n one-forms, ωji = dLif zj , are linearly independent.
(7.2.7)
⎛ ⎞
d +ds−1
ω0 · · · ω1ds ω1ds +1 ··· ω1 s ··· ω1ds +···+d2 +1 ··· ω1ds +···+d1
⎜ .1 .. .. ⎟
⎜ .. ⎟
⎜ . . ⎟
⎜ 0 d +ds−1 ds +···+d1 ⎟
⎜ωms · · · ds
ωm ds +1
ωm ··· ωmss ··· ds +···+d2 +1
ωm ··· ωm ⎟
⎜ s s s s ⎟
⎜ .. .. ⎟.
⎜ . . ⎟
⎜ ds−1 +···+d1 ⎟
⎜ 0
ωm ···
d
ωms−1
d
ωms−1
+···+d2 +1
··· ωms−1 ⎟
⎜ s−1 s−1 s−1 ⎟
⎜ .. ⎟
⎝ . ⎠
0
ωm 1
··· ωm1d1
Moreover, the first t columns of the co-vector fields in (7.2.7) span the co-
distributions Ωt , t = 1, · · · , km .
Denote by r1 = d1 + · · · + ds , r2 = d1 + · · · + ds−1 , · · · , rs = d1 , we can
get n linearly independent functions, grouped as
⎛ ⎞
z1
⎜ ⎟
z11 = ⎝ ... ⎠ , z21 = Lf z11 , · · · , zr11 Lfr1 −1 z11
⎛zms ⎞
zms +1
⎜ .. ⎟
z1 = ⎝ . ⎠ , z22 = Lf z12 , · · · , zr22 = Lfr2 −1 z12
2
zms−1
..
. ⎛ ⎞
zm2 +1
⎜ ⎟
z1s = ⎝ ... ⎠ , z2s = Lf z1s , · · · , zrss = Lfrs −1 z1s
zm1
Using this set of functions as a local coordinate frame, we have
ż1i = z2i
..
(7.2.8) .
żri i−1 = zri i
żri i = Lrfi z1i + Lg Lfri −1 z1i u, i = 1, · · · , s.
Set ⎛ ⎞ ⎛ r1 1 ⎞
Lg Lfr1 −1 z11 Lf z1
⎜ ⎟ ⎜Lr2 z12 ⎟
⎜Lg Lfr2 −1 z12 ⎟ ⎜ f ⎟
⎜
D=⎜ ⎟, F = ⎜ . ⎟.
.. ⎟ ⎝ .. ⎠
⎝ . ⎠
Lg Lfrs −1 z1s Lrfs z1s
We claim that D is non-singular. Define an n × m matrix, E as
⎛ ⎞
dz11
⎜ .. ⎟
⎜ . ⎟
⎜ r1 −1 1 ⎟
.⎜dLf z1 ⎟ /
⎜ ⎟
⎜ . ⎟
E= ⎜ .
. ⎟,g .
⎜ ⎟
⎜ dz1s ⎟
⎜ ⎟
⎜ .. ⎟
⎝ . ⎠
rs −1 s
dLf z1
Then rank(E) = m. This is because the first n forms are linearly indepen-
dent, and as a convention g1 , · · · , gm are linearly independent. Now the only
m non-zero rows of E form D, so rank(D) = m.
Using the controls as
u = −D −1 F + D −1 v,
the system (7.2.8) becomes
ż1i = z2i
..
(7.2.9) .
żri i−1 = zri i
żri i = vi , i = 1, · · · , s,
where v i are a split of v as

⎛ ⎞ ⎛ ⎞ ⎛ ⎞
v1 vms +1 vm2 +1
⎜ ⎟ ⎜ ⎟ ⎜ ⎟
v 1 = ⎝ ... ⎠ , v 2 = ⎝ ... ⎠ , ··· , v s = ⎝ ... ⎠ .
vms vms−1 vm1
The system (7.2.9) is a completely controllable linear system.
Remark 7.2. Note that from the above proof one sees that as long as
dim(Δi+1 − Δi ) = dim(Δi − Δi−1 )
the involutivaty of Δi is assured by Δi+1 . So the condition of the involuti-
vaties of Δi , i = 1, · · · , n in Theorem 7.2 can be replaced by the following
condition: When
dim(Δi+1 − Δi ) < dim(Δi − Δi−1 ),
Δi is involutive. (Δ0 := {0})

Consider a single input system. It is clear that if dim(Δn ) = n, then
dim(Δk ) = k, k = 1, · · · , n.
Moveover, using the above Remark, if Δn−1 is involutive, then all Δk , k =
1, · · · , n are involutive. So we have the following corollary.
Corollary 7.1. The system (7.1.1) with m = 1 is linearizable about
x0 , iff there is a neighborhood U , such that
i) Δn−1 (x), x ∈ U , is involutive;
ii) dim(Δn )(x) = n, x ∈ U .
CHAPTER 8
Feedback Stabilization
1. Local coordinates transformation

Consider a MIMO system
ẋ = f (x) + g(x)u
y = h(x)
where x ∈ Rn , u ∈ Rm and y ∈ Rm .
Relative degree:
The system is said to have relative degree {r1 , ..., rm } at x0 if
Lgj Lkf hi (x) = 0 ∀1 ≤ j ≤ m, ∀k < ri − 1, ∀1 ≤ i ≤ m, ∀x ∈ N (x0 )
and
⎡ ⎤
Lg1 Lfr1 −1 h1 (x0 ) ··· Lgm Lfr1 −1 h1 (x0 )
⎢ ⎥
⎢ Lg1 Lfr2 −1 h2 (x0 ) ··· Lgm Lfr2 −1 h2 (x0 ) ⎥
A(x0 ) = ⎢ ⎥
⎣ ··· ··· ··· ⎦
Lg1 Lfrm −1 hm (x0 ) ··· Lgm Lfrm −1 hm (x0 )
is nonsingular.
Lemma 8.1. Suppose the system has relative degree {r1 , ..., rm } at x0 ,
then the row vectors
dh1 (x0 ), dLf h1 (x0 ), · · · , dLfr1 −1 h1 (x0 ), · · · , dhm (x0 ), dLf hm (x0 ), · · · , dLfrm −1 hm (x0 )
are linearly independent.
Proposition 8.2. Suppose the system has relative degree {r1 , ..., rm }
at x0 , then in N (x0 ) it can be transformed into the following form by a
58 CHAPTER 8. FEEDBACK STABILIZATION
coordinate change:
ż = f0 (z, ξ) + p(z, ξ)u
ξ˙1i = ξ2i
..
.
ξ˙ri i −1 = ξri i

m
i
ξ̇r−i = bi (z, ξ) + aij (z, ξ)uj
j=1
yi = ξ1i i = 1, ..., m
If in addition,
sp{g1 , · · · , gm }
is involutive, then one can find z(x) such that p(z, ξ) = 0.
Remark 8.1. In the normal form, ξji = Lj−1

f hi (x) and
A(z, ξ) = (Lgj Lfri −1 hi (x0 ))

is nonsingular.
The dynamics
ż = f0 (z, 0) − p(z, 0)A−1 (z, 0)b(z, 0),
is called the zero dynamics of the system, which can be considered as the
“remaining” dynamics by forcing the output to be zero all the time.
2. Feedback stabilizability
Consider a SISO system
(8.2.1) ẋ = f (x) + g(x)u
(8.2.2) y = h(x)
where x ∈ N (0) ∈ Rn , f (0) = 0, f ∈ C 1 , g ∈ C 1 and f (0) = 0, h(0) = 0.
Remark 8.2. although in this section our focus is on SISO systems, all
the results discussed in the rest of this section also apply to MIMO systems.
The system (8.2.1) is said to be locally stable if the origin (0) of the
system is asymptotically stable and the domain of the attraction is not
necessarily the whole Rn space.
Let
∂f (0)
A= , b = g(0)
∂x
Fact: if the pair(A, b) is stabilizable, then (2.2) is locally stabilizable.
3. LOCAL VERSUS GLOBAL 59
Proposition 8.3. A necessary condition for (8.2.1) to be stabilizable by

a C 1 feedback control is
a. The linearization pair (A, b) does not have uncontrollable modes which
are associated with the unstable eigenvalues.
b. The map (x, u) → f (x) + g(x)u is onto a neighborhood of 0.
The above result is sometimes called the Brockett theorem [?]. The
theoretical foundation for this was also given by a Russian mathematician
Krasnoselskii [?].
Proposition 8.4. Consider a system in the normal form in N (0) of

Rn :
ż = f0 (z, ξ)
ξ˙1 = ξ2
..
.
ξ˙r−1 = ξr
ξ̇r = f1 (z, ξ) + g1 (z, ξ)u
If the zero dynamics of the system
ż = f0 (z, 0)
is locally asymptotically stable, then the system is locally stabilizable. A
stabilizing control is
1
u= (−f1 (z, ξ) − ar ξ1 + · · · − a1 ξr ),
g1 (z, ξ)
where ai , i = 1, . . . , r are chosen so that the polynomial
sr + a1 sr−1 + · · · + ar
becomes Hurwitz polynomial (i.e., all the roots are in the open left half-
plane.)
3. Local versus global

In this section we use an example to illustrate that there are nonlinear
systems which are locally stabilizable but are never globally stabilizable.
Consider:
ż = −z + (ξ1 − ξ2 )z 2
ξ̇1 = ξ2
ξ̇2 = u
if we choose the output to be y = ξ1 , then the system has relative degree

two and the zero dynamics ż = −z is asymptotically stable. Therefore the
system is locally stabilizable.
Now we show the system is never globally stabilizable (i.e. the domain
of attraction is the whole Rn ) by any control!
Let
Ω = {(z, ξ1 , ξ2 ) : ω := zξ1 = 1}
we show Ω is invariant (possibly, a trajectory may escape to infinity in finite
time):
ω̇ = żξ1 + z ξ˙1 = −ω + ω 2 − ωzξ2 + zξ2
For any initial point in Ω, i.e., ω0 = 1, we have
ω̇ = 0.
Since 0 is not contained in Ω, the origin is thus not globally stabilizable by
any control.
4. Global normal forms

In this chapter we only consider SISO systems:
(8.4.1) ẋ = f (x) + g(x)u
y = h(x)
where x ∈ Rn ,y, u ∈ R and all the mappings are smooth. The system
is said to have uniform relative degree r if it has relative degree r at all
x0 ∈ R n .
Proposition 8.5. Suppose the system has uniform relative degree r. Let
Lrf h(x) 1
α(x) = − β(x) =
Lg Lfr−1 h(x) Lg Lfr−1 h(x)
f˜ = f + gα g̃ = gβ
τi = (−1) i−1
adi−1
f˜
g̃(x) 1 ≤ i ≤ r.
If τi s are complete, then the system can be globally transformed by coordinate
change into
ż = f0 (z, ξ1 , · · · , ξr )
ξ̇1 = ξ2
..
.
ξ˙r−1 = ξr
ξ˙r = b(z, ξ) + a(z, ξ)u
y = ξ1
5. GLOBAL ASYMPTOTIC STABILIZATION 61
where a = 0 ∀z, ξ. If in addition

[τi , τj ] = 0 ∀1 ≤ i, j ≤ r,
then f0 can be made as
f0 (z, ξ1 ).
This is a so-called nonpeaking condition.
Recall the example we have studied before:
ż = −z + (ξ1 − ξ2 )z 2
ξ̇1 = ξ2
ξ̇2 = u
If we choose y = ξ1 , it is already in the normal form and the nonpeaking
condition is not satisfied. In fact, we have shown there that this system is
never globally stabilizable.
5. Global asymptotic stabilization

We say a system ẋ = f (x) is globally (asymptotically) stable if the
equilibrium x = 0 is asymptotically stable and the domain of attraction is
the whole space Rn .
We start with the relative degree one case. consider
ż = f0 (z, ξ)
ξ̇ = a(z, ξ) + b(z, ξ)u.
Theorem 8.6. If there exists a “dummy” output y = ξ − v(z) such that

the zero dynamics
ż = f0 (z, v(z))
is globally asym. stable, then the nonlinear system is globally asym. stabi-
lizable by a feedback control.
Now consider the relative degree r case:
ż = f0 (z, ξ1 )
ξ̇1 = ξ2
..
(8.5.1) .
ξ˙r−1 = ξr
ξ˙r = a(z, ξ) + b(z, ξ)u
Theorem 8.7. If there exists a smooth function
ξ1 = v(z)
such that
ż = f0 (z, v(z))
is globally asym. stable, then the system (8.5.1) is globally asym. stabilizable
by a feedback control.
6. Passivity approach
Consider the system (8.4.1).
Definition 8.1. The system is said to be passive if there exists a positive
semidefinite function V (x) (storage function), such that for all u ∈ U
∂V
yT u ≥ (f + gu).
∂x
It is said to be lossless if the equality holds and strictly passive if
∂V
yT u ≥ (f + gu) + S(x),
∂x
where S(x) is positive definite.
Theorem 8.8. (1) If the system is passive with a radially unbounded

positive definite storage function and is zero-state detectable, then
the system is globally stabilizable;
(2) If the system is strictly passive with a radially unbounded positive
definite storage function, then the system is globally stabilizable.
7. Artstein-Sontag’s theorem
We consider again (8.4.1).
Definition 8.2. A positive definite, radially unbounded and differen-
tiable function V(x) is called a control Liapunov function if for all x = 0,
Lg V (x) = 0 ⇒ Lf V (x) < 0.
It is obvious that the existence of a control Liapunov function (CLF) is

necessary for the existence of a global stabilizing controller. The question is
to what extent this condition is also sufficient?
It turns out if we are satisfied with almost smooth feedback controllers,
this condition is also sufficient.
Definition 8.3. A function α(x) defined on Rn is called almost smooth
if α(0) = 0, α is smooth on Rn \ 0 and at least continuous at x = 0.
Theorem 8.9. Consider system (8.4.1). There exists an almost smooth

feedback law u = α(x) which globally asymptotically stabilizes the system if
and only if there exists a CLF V (x) with the additional property: for each
8. SEMIGLOBAL STABILIZATION 63
> 0 there exists a δ() > 0 such that for each x ∈ Bδ \ 0, there exists
ux ∈ B
such that
Lf V (x) + Lg V (x)ux < 0.
Proof The necessity is easy. We only show the sufficiency. Let

⎧
⎪
⎨ 0 if Lg V (x) = 0
(8.7.1) α(x) = √
⎪
⎩ − Lf V (x)+ (Lf V (x))2 +(Lg V (x))4
Lg V (x) otherwise.
One can use the condition in the theorem to show it is continuous at 0. With
this control, we have
2
V̇ = − (Lf V (x))2 + (Lg V (x))4 < 0
for all x = 0. Therefore, the closed-loop system is globally stable.
8. Semiglobal stabilization
We say a nonlinear system is semiglobally stabilizable if for any bounded
set of initial data S, there exists a feedback control such that the closed-loop
system is asymptotically stable and the domain of attraction contains S.
Theorem 8.10. Suppose in (8.5.1) a(z, ξ) = 0, b(z, ξ) > 0 and

ż = f0 (z, 0)
is globally asym. stable. Let
p(λ) = λr + ar−1 λr−1 + · · · + a1 λ + a0

be any Hurwitz polynomial and set
u = −(kar−1 ξr + · · · + kr a0 ξ1 ).
Then, when tuning k according to the initial data set S, the control semiglob-
ally stabilizes (8.5.1).
Now we consider a slightly different system:

ż = f0 (z, ξ1 )
ξ˙1 = ξ2
..
.
ξ̇r−1 = ξr
ξ̇r = a(z, ξ1 ) + u
Theorem 8.11. If
ż = f0 (z, 0)
is globally exponentially stable, then the same high gain control
u = −(kar−1 ξr + · · · + kr a0 ξ1 )
also stabilizes the system semiglobally.
Remark 8.3. In this result, we do not need to cancel a(z, ξ1 ) in the
control.
9. Stabilization using small inputs

Using bounded controls to globally stabilize a system has been a very
important topic in nonlinear control theory. In this course we will focus
on linear systems. For results for nonlinear systems, interested readers can
refer to, for example, [?].
Now consider a linear system
(8.9.1) ẋ = Ax + Bu
Definition 8.4 (ANCBC). (8.9.1) is said to be asymptotically null con-
trollable with bounded controls (ANCBC) if for each initial state x(0) ∈ Rn ,
there exists a control u(t) with |u(t)| ≤ m ∀t ≥ 0 that steers the solution x(t)
asymptotically to the origin, that is, so that the solution of (8.9.1) converges
to zero.
Theorem 8.12. (8.9.1) is ANCBC if and only if A has no eigenvalues
with positive real part and the pair (A, B) is stabilizable.
Theorem 8.13. Suppose (8.9.1) is ANCBC, then it can be globally sta-
bilized subject to control saturation.
Remark 8.4. In general one can not just saturate a linear stabilizing
control u = F x. Some negative results have been given in the literature.
Now we consider the m-integrator case.
ẋ1 = x2
..
(8.9.2) .
ẋn−1 = xn
ẋn = u
Theorem 8.14. Let 0 < < 14 . Then there exists a feedback law of the
form
n
u=− i sat(hi (x1 , · · · , xn ))
i=1
9. STABILIZATION USING SMALL INPUTS 65
where each hi : Rn → R is a linear function, and sat(s) := sign(s)min{|s|, 1},

such that the origin of the closed-loop system is globally asymptotically sta-
ble.
In fact, one can show that with a linear coordinate change, (8.9.2) can
be converted into
ż1 = n−1 z2 + · · · + zn + u
ż2 = n−2 z3 + · · · + zn + u
..
(8.9.3) .
żn−1 = zn + u
żn = u,
and
u = −sat(zn ) − 2 sat(zn−1 ) − · · · − n sat(z1 )
stabilizes (8.9.3).
CHAPTER 9
Tracking and Regulation
1. Steady state response of a nonlinear system

We first review the linear case. Consider a controllable and observable
linear system:
(9.1.1) ẋ = Ax + bu
y = cx
where x ∈ Rn . Suppose u is generated by the following exogenous system:
(9.1.2) ẇ = Γw
u = qw
where w ∈ Rm and σ(Γ) ∈ C¯+ .
Proposition 9.1. Suppose A is a stable matrix, then all trajectories of

(x(t), w(t)) tend asymptotically to the invariant subspace S := {(x, w) : x =
Πw}, where Π is the solution of
AΠ − ΠΓ = −bq.
On the invariant subspace, we have
y(t) = cΠw.
Naturally y ∗ (t) := cΠw is the steady state response.

Now consider a nonlinear system in general
ẋ = f (x, u)
y = h(x)
where x is defined in N (0) of Rn , u ∈ Rm and f (0, 0) = 0.
Let u∗ (t) be given and suppose there exists x∗ ∈ N (0) such that
lim x(t, x0 , u∗ (·)) − x(t, x∗ , u∗ (·)) = 0
t→∞
∀ x0 ∈ N (x∗ ), then
xss (t) = x(t, x∗ , u∗ (·))
is called the steady state response to u∗ (·).
68 CHAPTER 9. TRACKING AND REGULATION
We assume that u∗ (t) is generated by a dynamical system

ẇ = s(w)
u = p(w)
and w = 0 is Lyapunov stable, and
∂s
|w=0
∂w
has all eigenvalues on the imaginary axis.
Such a system is called an exogenous system or an exosystem.
ẋ1 = −x1 + u
ẋ2 = −x2 + x1 u
with desired u∗ to be
u∗ (t) = Acos(at) + Bsin(at)
Question: does xss (t) exist?
u∗ can be generated by
ẇ1 = aw2
ẇ2 = aw1
u∗ = w1 .
Now consider the augmented system:
ẋ1 = −x1 + u
ẋ2 = −x2 + x1 w1
ẇ1 = aw2
ẇ2 = aw1
For this system every solution tends to the center manifold:

1
x1 = π1 (w) = (w1 − aw2 )
1 + a2
1
x2 = π2 (w) = ((1 + a2 )w12 − 3aw1 w2 + 3a2 w22 )
1 + 5a2 + 4a4
So xss (t) = (π1 (w), π2 (w)), with w1 (0) = A, w2 (0) = aB.
Proposition 9.2. Suppose the system (9.1.3) is locally exponentially
stable. Then there exists a mapping x = π(w) defined in W (0) with π(0) = 0,
such that
∂π
s(w) = f (π(w), p(w))
∂w
2. OUTPUT REGULATION 69
for all w ∈ W (0). Moreover, the input

u∗ (t) = p(w(t))
with sufficiently small w(0) produces a steady state response
xss (t) = π(w(t)).
2. Output regulation
Consider
(9.2.1) ẋ = f (x) + g(x)u + p(x)w
(9.2.2) ẇ = s(w)
(9.2.3) e = h(x, w)
where the first equation is the plant with f (0) = 0, the second equation
is an exosystem as we defined before and e is the tracking error. Here w
represents both the signals to be tracked and disturbances to be rejected.
Full information output regulation problem
Find, if possible, u = α(x, w), such that
1. x = 0 of
ẋ = f (x) + g(x)α(x, 0)
is exponentially stable;
2. the solution to
ẋ = f (x, w, α(x, w))
ẇ = s(w)
satisfies
lim e(x(t), w(t)) = 0
t→∞
for all initial data in some neighborhood of the origin.
Let us first consider the linear case:
ẋ = Ax + Bu + P w
ẇ = Sw
e = Cx + Qw
Proposition 9.3. Suppose the pair (A, B) is stabilizable and no eigen-
value of S is on the open left half plane, then the full information output
regulation problem is solvable if and only if there exist matrices Π and Γ
which solve the linear matrix equation
AΠ + BΓ + P = ΠS
CΠ + Q = 0.
The feedback control then is
u = K(x − Πw) + Γw
where A + BK is Hurwitz.
Now consider (9.2.1). Suppose:
H1: w = 0 is a stable equilibrium of the exosystem and
∂s
|w=0
∂w
has all eigenvalues on the imaginary axis.
H2: The pair f (x), g(x) has a stabilizable linear approximation at x = 0.
Theorem 9.4. Suppose H1 and H2 are satisfied. The full information
output regulation problem is solvable if and only if there exist π(w), c(w)
with π(0) = 0, c(0) = 0, both defined in some neighborhood of the origin,
satisfying the equations
∂π
s(w) = f (π(w)) + g(π(w))c(w) + p(π(w))w
∂w
h(π(w), w) = 0
The feedback control can be designed as
α(x, w) = K(x − π(w)) + c(w)
where K stabilizes the linearization of ẋ = f (x) + g(x)u in (9.2.1).
3. Trajectory tracking for nonholonomic systems

We begin this section with an example.
Example 9.2 (Kinematic model of a car).
φ
θ
(x,y)
(x,y)
h
w L
y h
Figure 9.1. The geometry of a car, with position (x, y),

orientation θ and steering angle φ.
where x and y are cartesian coordinates of the middle point on the rear
axle, θ is orientation angle, v is the longitudinal velocity measured at that
point, l is the distance of the two axles, and φ is the steering angle.
3. TRAJECTORY TRACKING FOR NONHOLONOMIC SYSTEMS 71
In this example we briefly review the nonholonomic constraints on such

a system. The nonholonomic constraints are basically due to the two facts
of a car: no movement in the direction orthogonal to the front wheels and
in the direction orthogonal to the rear wheels, and the range of steering is
limited. (Naturally if dynamical factors such as friction forces acting on the
tires are considered, then the situation is much more complicated.)
That the velocity orthogonal to the rear wheels should be zero implies
(9.3.1) ẋ sin(θ) − ẏ cos(θ) = 0,
That the velocity orthogonal to the front wheels should be zero implies
d d
(9.3.2) (x + l cos(θ)) sin(θ + φ) − (y + l sin(θ)) cos(θ + φ) = 0.
dt dt
One can easily verify that the state equations defined by
ẋ = v cos(θ)
(9.3.3) ẏ = v sin(θ)
θ̇ = vl tan φ
satisfy the nonholonomic constraints.

Now if we use φ as one of the controls, then the system would become
a nonaffine control system. There are two ways to bypass this difficulty:
1. Consider φ as a new state variable and let φ̇ = u2 , where u2 is the new
control. By this way we increase the dimension of the system by one. 2. Let
ω = vl tan φ be the new control. In the rest of the section we will take the
second approach. Thus (9.3.3) can be rewritten as
ẋ = v cos(θ)
(9.3.4) ẏ = v sin(θ)
θ̇ = ω
Suppose now the reference trajectory to track is
xd (t) = p(t)
(9.3.5)
yd (t) = q(t), 0 ≤ t ≤ T.
We suppose that ṗ(t)2 + q̇(t)2 = 0 for any t ∈ [0, T ].

In order to track the trajectory, we need
x˙d = vd cos(θd )
(9.3.6)
y˙d = vd sin(θd ).
Solving the equations we have

3
vd (t) = ṗ(t)2 + q̇(t)2 (forward), θd (t) = atan(ṗ(t), q̇(t)).
This gives
q̈(t)ṗ(t) − p̈(t)q̇(t)
ωd (t) = θ̇d (t) = .
vd (t)2
By this way we obtain an open-loop control vd (t), ωd (t) for the trajectory
tracking. In fact this is the unique control that gives exact tracking.
However, the above controller is not robust at all with respect to distur-
bances and measurement errors. Thus we present a feedback controller that
does the tracking only approximately, but robustly.
The idea is that we choose an off-the-axis point as our new reference
point:
xL = x + L cos φ
(9.3.7) yL = y + L sin φ.
This leads to

ẋL cos φ −L sin φ v
=
ẏL sin φ L cos φ ω

A
It is well known that by this way one can feedback linearize the dynamics
since the matrix A is always nonsingular. Thus,

v cos φ sin φ ẋL
(9.3.8) = .
ω − L sin φ
1 1
L cos φ ẏL
If ẋL and ẏL are chosen as
ẋL = −k(xL − xd (t)) + ẋd

(9.3.9)
ẏL = −k(yL − yd (t)) + ẏd ,
for some constant k, including both a proportional and a derivative part, xL
and yL are driven towards xd and yd . To obtain the corresponding controls
for the robot, i.e., v and ω, the expressions for (ẋL , ẏL ) in (9.3.9) are used
in equation (9.3.8). Rewriting the expression yields
v = −k(L − ρ cos Δφ) + vd cos(θd − φ)

(9.3.10)
ω = kρ
L sin Δφ + L sin(θd − φ)
vd
where Δφ(t) is the relative angle to the reference point on the trajectory
measured by the vehicle, ρ(t) is the distance from (x, y) on the vehicle to
the reference point (xd (t), yd (t)).
Remark 9.1. It seems that the shorter L is, the better the tracking accu-
racy becomes. However, both simulations and experiments have shown that
3. TRAJECTORY TRACKING FOR NONHOLONOMIC SYSTEMS 73
shorter L requires more computation and is more sensitive to disturbances

and noises. Thus one has to make a tradeoff when deciding on the right L.
CHAPTER 10
Switched Systems
As one of the simplest hybrid systems, a switched system has many

engineering applications. Theoretically, it is also challenging: Switching
adds complexity, and at the same time provides more freedom for control
design. In this chapter we consider only switched affine (control) systems.
The problem of common quadratic Lyapunov function is studied first. Then
controllability of switched linear systems is studied briefly.
1. Common quadratic Lyapunov function

A switched (affine) nonlinear system is described as

m
σ(x,t)
(10.1.1) ẋ = f σ(x,t) (x) + gi (x)ui , x ∈ Rn , u ∈ Rm ,
i=1
where σ(x, t) : Rn × [0, +∞) → Λ is a piecewise constant function, called

the switching signal, Λ is an index set for switching modes . Through this
chapter we assume Λ = {1, 2, · · · , N } is a finite set, unless elsewhere stated.
f i and gji , i = 1, · · · , N , j = 1, · · · , m, are smooth vector fields.
When f i = Ai x and gji = bij , we have the following switched linear
control system:

m
σ(x,t)
(10.1.2) ẋ = Aσ(x,t) x + bi ui , x ∈ Rn , u ∈ Rm .
i=1
Particularly, as the controls are identically zero, we have a switched

linear system as
(10.1.3) ẋ = Aσ(x,t) x, x ∈ Rn .
This section considers system (10.1.3) only. It is well known that even
if each switching mode of (10.1.3) is stable, under certain switching system
(10.1.3) could be unstable, and vise versa. The following example is from
the literature.
Example 10.1. Consider the following system
(10.1.4) ẋ = Aσ(x,t) x, x ∈ R2 ,
76 CHAPTER 10. SWITCHED SYSTEMS
where σ(x, t) ∈ {1, 2}, and

1 −1 10 −1 100
2
A = , A = .
−100 −1 −10 −1
The two switching modes are stable. But if the switching law is as follows:
in quadrants 1 and 4, σ(x, t) = 1 and in quadrants 2 and 3, σ(x, t) = 2,
then the system is unstable.
Taking −Ai , i = 1, 2 for switching modes, it is easy to see that the
same switching law makes the switched system stable, though each mode is
unstable.
One way to assure the stability under arbitrary switching laws is a com-
mon Lyapunov function. For switched linear system (10.1.3) we consider a
common quadratic Lyapunov function (QLF).
Definition 10.1. 1. A matrix A is said to have a QLF if there exists a

positive definite matrix P > 0, such that
(10.1.5) P A + AT P < 0.
P is briefly called a QLF of A. If in addition P is diagonal, A is said to

have a diagonal QLF.
2. P > 0 is a common QLF of {Aλ |λ ∈ Λ}, if
(10.1.6) P Aλ + (Aλ )T P < 0, λ ∈ Λ.
An important result is the following:
Theorem 10.1. Given a set of stable matrices {A1 , · · · , AN }. Assume

they are commutative pairwise, then they share a common QLF.
Proof. Choosing a positive definite matrix P0 and define Pi > 0, i =

1, · · · , N , recursively by
⎧
⎪
⎪ P1 A1 + AT1 P1 = −P0 ,
⎪
⎨P A + AT P = −P ,
2 2 2 2 1
(10.1.7)
⎪
⎪ · · ·
⎪
⎩
PN AN + ATN PN = −PN −1 .
Then we claim that PN is a common QLF. It can be proved by mathematical

induction: It is true for N = 1. Assume
Pi,s := Ps Ai + ATi Ps < 0, s ≤ k, i ≤ s.

2. CONTROLLABILITY OF SWITCHED LINEAR SYSTEMS 77
If we can prove that Pi,k+1 = Pk+1 Ai + ATi Pk+1 < 0, we are done. Since
Pi,k+1 Ak+1 + ATk+1 Pi,k+1

= (Pk+1 Ai + ATi Pk+1 )Ak+1 + ATk+1 (Pk+1 Ai + ATi Pk+1 )
= (Pk+1 Ak+1 + ATk+1 Pk+1 )Ai + ATi (Pk+1 Ak+1 + ATk+1 Pk+1 )
= −(Pk Ai + ATi Pk ) > 0,
and Ak+1 is stable, it follows that
Pi,k+1 < 0, ∀i ≤ k + 1.

Remark 10.1. One of the advantages of the above result is that its proof
is constructive, which provides a way to construct the common QLF. More-
over, PN has an analytic expression as
4∞ T 4∞ T
PN = 0 eAN tN 0 eAN−1 tN−1 · · ·
(10.1.8) 4 ∞ AT t
1 1 P eA1 t1 dt · · · eAN−1 tN−1 dt AN tN dt .
0 e 0 1 N −1 e N
2. Controllability of switched linear systems

This section considers the controllability of the following switched linear
system
(10.2.1) ẋ(t) = Aσ(t) x(t) + Bσ(t) u(t), x(t) ∈ Rn , u(t) ∈ Rm .
where σ(t) : [0, ∞) → Λ is a piecewise constant mapping and Λ = {1, 2, · · · , N }.
u(t) is a piecewise constant control.
The following definition is commonly used in some recent literatures [?].
Definition 10.2. Consider system (10.2.1). State x ∈ Rn is controllable
at time t0 , if there exist a time instant tf > t0 , a switching path σ : [t0 , tf ] →
Λ, and a proper u(t), such that x(tf ; t0 , x, u, σ) = 0. If there exists a largest
subspace V such that every point x ∈ V is controllable, V is called the
controllable subspace. System (10.2.1) is controllable if V = Rn .
Denote the smallest subspace V ⊂ Rn , containing Im B and A−invariant,
by A | Im B.
The main result for this controllability is the following (with a mild
modification) :
Theorem 10.2 ([?]). The controllable subspace of system (10.2.1) is
(10.2.2) L = A1 · · · AN | Im B1 , · · · , Im BN .
Hence, the system is controllable, iff dim(L) = n.
APPENDIX A
Some Geometric Concepts
Manifold:
Suppose N is an open set in Rn . The set M is defined as
M = {x ∈ N : λi (x) = 0, i = 1, ..., n − m}
where λi are smooth functions.
⎡ ∂λ1 ⎤
∂x
⎢ .. ⎥
If rank ⎣ . ⎦ = n − m ∀x ∈ M ,
∂λn−m
∂x
then M is a (hyper)surface (which a smooth manifold of dimension m).
Tangent vector and Tangent space:

We have all learnt about tangent vectors and we know tangent space is
just the collection of all the tangent vectors. Now we try to define tangent
vector from a different angle.
Take a column vector b ∈ Rn and smooth function λ : Rn → R, then at
any point x ∈ Rn , the rate of change of λ(x) along the direction of b is
1
Lb λ = lim (λ(x + b) − λ(x))

→0
That is
∂λ(x) n
∂
Lb λ = b=( bi )λ(x)
∂x ∂xi
So we can also write a tangent vector b to Rn in the operator form:

n
∂
b= bi
∂xi
We see from this that
∂
{ } i = 1, ..., n
∂xi
is a basis for the tangent space to Rn .
Cotangent vector and cotangent space:
80 CHAPTER A. SOME GEOMETRIC CONCEPTS
Cotangent space is the dual space of tangent space. In Rn a natural

basis is
{dxi } i = 1, ..., n
n
Any vector β = βi dxi or (β1 , ..., βn ) is a cotangent vector.
How do we calculate the tangent vectors to a hyper surface as defined
above?
Suppose b is tangent vector to M at x = p, then
∂λi (p)
b = 0 i = 1, ..., n − m.
∂x
We can see tangent vectors here in general depend on the point we
choose. So we use the notation Tp M to denote the tangent space to M at
point p, which is of course m-dimensional.
Vector fields, Lie brackets and One forms:
Definition A.1. A vector field f on a smooth manifold M is a mapping

assigning to each point p ∈ M a tangent vector f (p) ∈ Tp M . A vector field
f is smooth if for each p ∈ M there exits a coordinate chart (U, φ) about p
and n real-valued smooth functions f1 , ..., fn defined on U such that for all
q∈U

n
∂
f (q) = fi (q)( )q
∂φi
i=1
Note that frequently the set of local coordinates (φ1 , ..., φn ) is represented as
an n-vector x = col(x1 , ..., xn ).
Differentials
Let N and M be smooth manifolds. Let F : N → M be a smooth
mapping. The differential of F at p ∈ N is the linear map
F∗ : Tp N → TF (p) M
defined as follows. For v ∈ Tp N and λ ∈ C ∞ (F ((p)),

(F∗ (v))(λ) = v(λ ◦ F ).
If N = Rm and M = Rp , then
⎛ ⎞
∂F1
∂x1 ··· ∂F1
∂xm
⎜ ··· ⎟
F∗ = ⎝ · · · ··· ⎠.
∂Fp ∂Fp
∂x1 ··· ∂xm
Differential equations on a manifold M :

81
A smooth curve σ : (t1 , t2 ) → M is an integral curve of f if

d
σ∗ ( )t = f (σ(t))
dt
for all t ∈ (t1 , t2 ), where σ∗ is called the differential of σ.
In local coordinates, σ(t) is expressed as (σ1 (t), ..., σn (t)), and f as

n
∂
f (σ(t)) = fi (σ1 (t), ..., σn (t))( )
∂φi σ(t)
i=1
On the other hand,
d dσi (t) ∂
n
σ∗ ( )t = ( )
dt dt ∂φi σ(t)
i=1
Therefore, the expression of σ in local coordinates is

dσi
= fi (σ1 (t), ..., σn (t)), i = 1, ..., n
dt
By the existence and uniqueness theorem for smooth differential equa-
tions it follows that for any p ∈ M there exists an interval (a,b) containing
0 and a unique integral curve σ(t), t ∈ (a, b) with σ(0) = p. A vector field
is called complete if for every point in M , we have (a, b) = (−∞, ∞).
Now we denote Φ(t, p) the solution to the differential equation at time
t with the initial condition p at 0. It follows from the theory of differential
equations that the maps Φ(t, ·) are smooth. Note that sometimes we write
Φ(t, p) as Φt (p) or Φp (t) if we want to emphasize the parameter which is
considered as the variable.
Definition A.2. Let λ be a smooth real-valued function on M. The Lie
derivative of λ along f is a function M → R, written Lf λ and defined as
(Lf λ)(p) = f (p)(λ).
In local coordinates, it is represented by

n
∂λ
Lf λ(p) = fi
∂xi
i=1
Furthermore, we have
λ(Φ(h, p)) − λ(p)
Lf λ(p) = lim .
h→0 h
Conventionally we denote
Lf Lg λ = Lf (Lg λ)
and
(n−1)
Lnf λ = Lf (Lf λ)
For any two vector fields f and g on M , we define a new vector field,
denoted by [f, g], called the Lie bracket of the two vector fields, according
to the rule:
[f, g](λ) = (Lf Lg λ)(p) − (Lg Lf λ)(p)
In local coordinates the expression of [f, g] is given as
∂g ∂f
f− g
∂x ∂x
Lemma A.1. The collection of all (smooth) vector fields on M (denoted
as V (M )) with the product [·, ·] is a Lie algebra, i.e., [·, ·] has the following
properties:
1) it is skew commutative:
[f, g] = −[g, f ]
2) it is bilinear over R:
[a1 f1 + a2 f2 , g] = a1 [f1 , g] + a2 [f2 , g]
3) it satisfies the Jacobi identity:
[f, [g, h]] + [g, [h, f ]] + [h, [f, g]] = 0
Two vector fields f g are called commuting if Φft ◦ Φgs = Φgs ◦ Φft .
Lemma A.2. f and g are commuting if and only if [f, g] = 0.
As the dual to vector fields, now we study one-forms (covector fields).

Recall that Tp M is the tangent space to M at p, now we denote Tp∗ M the
dual space of Tp M , called the cotangent space to M at p. Elements of the
cotangent space are called cotangent vectors. The dual basis is denoted by
dx1 |p , ..., dxn |p , defined by
∂
dxi |p ( )|p = δij , i, j = 1, ..., n
∂xj
Definition A.3. A one-form ω on M is a mapping assigning to each
point p ∈ M a cotangent vector ω(p). A one-form ω is smooth if for each p ∈
M there exists a coordinate chart (U, φ) and n real-valued smooth functions
ω1 , ..., ωn defined on U , such that, for all q ∈ U

n
ω(q) = ωi (q)(dφi )q
i=1
83
With any smooth function λ: M → R one may associate a one-form by

taking at each p the cotangent vector

n
∂λ
(dλ)p = (dxi )|p
∂xi
i=1
This one-form is usually denoted by the symbol dλ.
Definition A.4. A one-form ω is called exact if there exists a real-

valued smooth function λ such that
ω = dλ
A one form ω is called closed if dω = 0.
Fact: An exact form is closed. In the finite dimensional space case, the
converse is also true.
Distributions
Definition A.5. A distribution D on a manifold M is a map which

assigns to each p ∈ M a vector space D(p) of the tangent space Tp M . D is
called smooth if for each p ∈ M there exits a neighborhood U of p and a set
of smooth vector fields fi , i ∈ I, such that for all q ∈ U
D(q) = span{fi (q), i ∈ I}
Through out the course we always assume a distribution is smooth and

the index set I is finite.
A distribution is called nonsingular if for each p ∈ M
dim(D(p)) = d
where d is a constant.
A distribution D is called involutive if [f, g] ∈ D whenever f, g are vector
fields in D.
A manifold P is called an integral manifold of a distribution D if for
each p ∈ P
Tp P = D(p)
Proposition A.3. Suppose D is defined on M , if there is an integral

manifold of D through each point of M , then D is involutive.
When the distribution is nonsingular, we have a stronger result. We first
define
Definition A.6. A nonsingular distribution D on M is called com-

pletely integrable if for each p ∈ M there exits a coordinate chart (U, φ) such
that for all q ∈ U
∂ ∂
D(q) = span{( )q , ..., ( )q }
∂φ1 ∂φd
which implies P = {q ∈ U, φd+1 = cd+1 , ..., φn = cn } is an integral manifold
of D.
Theorem A.4 (Frobenius). A nonsingular distribution is completely in-

tegrable if and only if it is involutive.

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Nonlinear System Analysis and Control

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Nonlinear Systems Analysis and Control

Optimization and Systems Theory

Chapter 1. Nonlinear diﬀerential systems 1

Nonlinear diﬀerential systems

1. Introduction to nonlinear systems

where x ∈ M ⊂ Rn is the state variable, y ∈ Rp the output and u ∈ Rm the

Example 1.1 (Adaptive control). Consider a one-dimensional linear

Example 1.2 (Attitude control of spacecraft). The equations used are

ωi are the components of the angular velocity expressed in the B-frame.

Clearly this description is only valid in the region |θ| ≤ π2 .

Example 1.3 (Kinematic model of a car).

2. Some basic results

Suppose f ∈ C on the rectangle

Theorem 1.1. (Cauchy-Peano Theorem) there exists a solution x(x0 , t) ∈

Theorem 1.2. (Picard-Lindelöf Theorem) Suppose f ∈ C on Ω and f

|f (x1 , t) − f (x2 , t)| ≤ k|x1 − x2 | ∀x, x2 , t ∈ Ω,

then, there exists a unique solution x(x0 , t) ∈ C 1 on |t − t0 | ≤ α.

Remark 1.1. Consider a system ẋ = f (x), where f is Lipschitz. For a

2.1. Continuity of solutions in initial conditions.

x1 (t) − x2 (t) ≤ x1 (t0 ) − x2 (t0 )ek(t−t0 ) .

2.2. Maximal solutions. Now suppose t ∈ R+ and f (x, t) is C 1 ev-

Theorem 1.4. Suppose f (x, t) ∈ C 1 , then there exists a number δmax

f (x0 , t) ≤ hT , ∀t ∈ [0, T ]

2.4. Invariant sets. Consider an autonomous system

A point q ∈ Rn is called an ω − limit point for x(x0 , t) if there exists a

2.6. Contraction mapping theorem.

2. Index of a singular point

Definition 2.1. Suppose x0 is an isolated singular point of f (x). The

Theorem 2.1. Suppose f (x) has no singular points on a simple, closed

Fact 4. Let C be a simple, closed trajectory of the system

Remark 2.1. The index is obviously a geometric concept independent

3. Second order systems

Now let γ + := {x(t), t ≥ 0} denote a trajectory in R2 . Then

Theorem 2.2. (Bendixson) If γ + lies in a bounded region of R2 , then

Cycle Phase polygons

Unfortunately it is in general diﬃcult to determine the existence and

Proof: Suppose C is a closed trajectory of (2.3.1). Let n(x) denote the

But by the divergence theorem we have

which easily constitutes a contradiction.

Let M = (x1 , x2 ) : 0.9 ≤ x21 + x22 ≤ 1.1 .

M contains no equilibrium, therefore M contains a periodic solution.

1. Stability of Dynamic Systems

(3.1.1) ẋ = f (x, t), x ∈ Rn , t ≥ 0.

A point x0 is called an equilibrium if

Without loss of generality, we assume x0 = 0. Because if x0 = 0 we may

(3.1.2) f (x, t) − f (y, t) ≤ Lx − y, x, y ∈ Rn , t ≥ 0.

It is said to satisfy the Lipschitz condition on a region U ⊂ Rn if (3.1.2) is

Theorem 3.1. [?] Consider system (3.1.1). Assume that it satisﬁes

(2) x = 0 is uniformly attractive, if there exists an η > 0 such that

Example 3.1. (1) Consider the following system

For autonomous systems, it follows from deﬁnitions that the stability

2. Stability in the First Approximation

(2) For system (3.2.1), asymptotic stability is equivalent to exponential

In other words, if we use such P to construct a quadratic form

When in (3.1.1) the coeﬃcient matrix is time-varying, the stability anal-

Theorem 3.2. For ẋ = A(t)x, uniformly asymptotic stability is equiva-

where A(t) = P −1 (t)A0 P (t), and

Theorem 3.3. Suppose ż = A(t)z is exponentially stable. Then there

x1 (t) − x2 (t) ≤ x1 (t0 ) − x2 (t0 )ek(t−t0 ) .

f (x0 , t) ≤ hT , ∀t ∈ [0, T ]

Without loss of generality, we assume x0 = 0. Because if x0 = 0 we may

(3.1.2) f (x, t) − f (y, t) ≤ Lx − y, x, y ∈ Rn , t ≥ 0.

Theorem 3.4. Suppose A(t) < M, ∀t ≥ 0 and the eigenvalues λi (t)

Then there exists an ε > 0 such that if Ȧ < ε, ∀t ≥ 0, then x = 0 of

where g(x, t) = O(x2 ), x ∈ Br (0), t ≥ t0 ≥ 0. Then we call

V (x) > 0, V̇ (x) < 0, ∀x = 0 in S.

ax2 ≤ V (t, x) ≤ bx2 , ∀t ≥ 0, ∀x ∈ Br .

ax2 ≤ V (x) ≤ bx2 , ∀x ∈ Br

x(x0 , t) ≤ αx0 e−γt α, γ > 0

Now denote the -neighborhood of S as

Definition 5.1. An invariant set M is stable if for each > 0, there