Nonlinear Control

Lecture # 10
Time Varying
and
Perturbed Systems

Nonlinear Control Lecture # 10 Time Varying and Perturbed Systems

Boundedness and Ultimate Boundedness
Definition 4.3
The solutions of ẋ = f (t, x) are
uniformly bounded if there exists c > 0, independent of
t0 , and for every a ∈ (0, c), there is β > 0, dependent on
a but independent of t0 , such that

kx(t0 )k ≤ a ⇒ kx(t)k ≤ β, ∀ t ≥ t0

uniformly ultimately bounded with ultimate bound b if

there exists a positive constant c, independent of t0 , and
for every a ∈ (0, c), there is T ≥ 0, dependent on a and b
but independent of t0 , such that

kx(t0 )k ≤ a ⇒ kx(t)k ≤ b, ∀ t ≥ t0 + T

Nonlinear Control Lecture # 10 Time Varying and Perturbed Systems

 Add “Globally” if a can be arbitrarily large
Drop “uniformly” if ẋ = f (x)

Nonlinear Control Lecture # 10 Time Varying and Perturbed Systems

 Lyapunov Analysis: Let V (x) be a cont. diff. positive definite
function and suppose the sets

Ωc = {V (x) ≤ c}, Ωε = {V (x) ≤ ε}, Λ = {ε ≤ V (x) ≤ c}

are compact for some c > ε > 0

Ω
c

Ω
ε

Nonlinear Control Lecture # 10 Time Varying and Perturbed Systems

 Suppose
∂V
V̇ (t, x) = f (t, x) ≤ −W3 (x), ∀ x ∈ Λ, ∀ t ≥ 0
∂x
W3 (x) is continuous and positive definite

Ωc and Ωε are positively invariant

k = min W3 (x) > 0

x∈Λ

V̇ (t, x) ≤ −k, ∀ x ∈ Λ, ∀ t ≥ t0 ≥ 0

V (x(t)) ≤ V (x(t0 )) − k(t − t0 ) ≤ c − k(t − t0 )

x(t) enters the set Ωε within the interval [t0 , t0 + (c − ε)/k]

Nonlinear Control Lecture # 10 Time Varying and Perturbed Systems

 Suppose

V̇ (t, x) ≤ −W3 (x), ∀ x ∈ D with kxk ≥ µ, ∀ t ≥ 0

Choose c and ε such that Λ ⊂ D ∩ {kxk ≥ µ}

Ω
c

Ωε

Bb
B
µ

Nonlinear Control Lecture # 10 Time Varying and Perturbed Systems

 Let α1 and α2 be class K functions such that

α1 (kxk) ≤ V (x) ≤ α2 (kxk)

V (x) ≤ c ⇒ α1 (kxk) ≤ c ⇔ kxk ≤ α1−1 (c)

If Br ⊂ D, c = α1 (r) ⇒ Ωc ⊂ Br ⊂ D

kxk ≤ µ ⇒ V (x) ≤ α2 (µ)

ε = α2 (µ) ⇒ Bµ ⊂ Ωε
What is the ultimate bound?

V (x) ≤ ε ⇒ α1 (kxk) ≤ ε ⇔ kxk ≤ α1−1 (ε) = α1−1 (α2 (µ))

Nonlinear Control Lecture # 10 Time Varying and Perturbed Systems

 Theorem 4.4
Suppose Bµ ⊂ D ⊂ Rn and

α1 (kxk) ≤ V (x) ≤ α2 (kxk)

∂V
f (t, x) ≤ −W3 (x), ∀ x ∈ D with kxk ≥ µ, ∀ t ≥ 0
∂x
where α1 and α2 are class K functions and W3 (x) is a
continuous positive definite function. Choose c > 0 such that
Ωc = {V (x) ≤ c} is compact and contained in D and suppose
µ < α2−1 (c). Then, Ωc is positively invariant and there exists a
class KL function β such that for every x(t0 ) ∈ Ωc ,

kx(t)k ≤ max β(kx(t0 )k, t − t0 ), α1−1 (α2 (µ)) , ∀ t ≥ t0



If D = Rn and α1 ∈ K∞ , the inequality holds ∀x(t0 ), ∀µ

Nonlinear Control Lecture # 10 Time Varying and Perturbed Systems

 Remarks
The ultimate bound is independent of the initial state
The ultimate bound is a class K function of µ; hence, the
smaller the value of µ, the smaller the ultimate bound.
As µ → 0, the ultimate bound approaches zero

Nonlinear Control Lecture # 10 Time Varying and Perturbed Systems

 Example 4.8

ẋ1 = x2 , ẋ2 = −(1 + x21 )x1 − x2 + M cos ωt, M ≥0

With M = 0, ẋ2 = −(1 + x21 )x1 − x2 = −h(x1 ) − x2

1 1
 
2 2
Z x1
T
V (x) = x  x+ 2 (y + y 3 ) dy (Example 3.7)
1 0
2
1
3 1
 
2 2
V (x) = xT   x + 1 x41 def
= xT P x + 12 x41
2
1
2
1

Nonlinear Control Lecture # 10 Time Varying and Perturbed Systems

 λmin (P )kxk2 ≤ V (x) ≤ λmax (P )kxk2 + 21 kxk4

α1 (r) = λmin (P )r 2 , α2 (r) = λmax (P )r 2 + 12 r 4

V̇ = −x21 − x41 − x22 + √

(x1 + 2x2 )M cos ωt
≤ −kxk2 − x41 + M 5kxk √
= −(1 − θ)kxk2 − x41 − θkxk2 + M 5kxk
(0 < θ < 1)
√ def
≤ −(1 − θ)kxk2 − x41 , ∀ kxk ≥ M 5/θ = µ

The solutions are GUUB by

s
λmax (P )µ2 + µ4 /2
b = α1−1 (α2 (µ)) =
λmin (P )

Nonlinear Control Lecture # 10 Time Varying and Perturbed Systems

 Theorem 4.5
Suppose
c1 kxk2 ≤ V (x) ≤ c2 kxk2
∂V
f (t, x) ≤ −c3 kxk2 , ∀ x ∈ D with kxk ≥ µ, ∀ t ≥ 0
∂x
p
for some positive constants c1 to c3 , and µ < c/c2 . Then,
Ωc = {V (x) ≤ c} is positively invariant and ∀ x(t0 ) ∈ Ωc

V (x(t)) ≤ max V (x(t0 ))e−(c3 /c2 )(t−t0 ) , c2 µ2 , ∀ t ≥ t0



p
c2 /c1 max kx(t0 )ke−(c3 /c2 )(t−t0 )/2 , µ , ∀ t ≥ t0

kx(t)k ≤
If D = Rn , the inequalities hold ∀x(t0 ), ∀µ

Nonlinear Control Lecture # 10 Time Varying and Perturbed Systems

 Example 4.9

ẋ1 = x2 , ẋ2 = −h(x1 ) − x2 + u(t), h(x1 ) = x1 − 31 x31

|u(t)| ≤ d
  Z x1
1 T k k
V (x) = 2
x x+ h(y) dy, 0<k<1
k 1 0

Z x1
2 2
x
3 1
≤ x1 h(x1 ) ≤ x21 , 5 2
x
12 1
≤ h(y) dy ≤ 12 x21 , ∀ |x1 | ≤ 1
0

λmin(P1 )kxk2 ≤ xT P1 x ≤ V (x) ≤ xT P2 x ≤ λmax (P2 )kxk2

k + 56 k
   
k+1 k
P1 = 12 , P2 = 21
k 1 k 1

Nonlinear Control Lecture # 10 Time Varying and Perturbed Systems

 V̇ = −kx1 h(x1 ) − (1 − k)x22 + (kx1 + x2 )u(t)
≤ − 32 kx21 − (1 − k)x22 + |kx1 + x2 | d
3
k= 5
⇒ c1 = λmin (P1 ) = 0.2894, c2 = λmax (P2 ) = 0.9854

q
3 2
− 0.1×2 kxk2 0.9×2
kxk2


V̇ ≤ 5
− 5
+ 1+ 5
kxk d
def
≤ 0.1×2
5
kxk2 , ∀ kxk ≥ 3.2394 d = µ

c = min V (x) = 0.5367 ⇒ Ωc = {V (x) ≤ c} ⊂ {|x1 | ≤ 1}

|x1 |=1
p
For µ p
< c/c2 we need d < 0.2278. Theorem 4.5 holds and
b = µ c2 /c1 = 5.9775 d

Nonlinear Control Lecture # 10 Time Varying and Perturbed Systems

Perturbed Systems: Nonvanishing Perturbation
Nominal System:

ẋ = f (x), f (0) = 0

Perturbed System:

ẋ = f (x) + g(t, x), g(t, 0) 6= 0

Case 1:(Lemma 4.3) The origin of ẋ = f (x) is exponentially

stable
Case 2:(Lemma 4.4) The origin of ẋ = f (x) is asymptotically
stable

Nonlinear Control Lecture # 10 Time Varying and Perturbed Systems

 Lemma 4.3
Suppose that ∀ x ∈ Br , ∀ t ≥ 0

c1 kxk2 ≤ V (x) ≤ c2 kxk2

∂V 2
∂V
f (x) ≤ −c3 kxk , ≤ c4 kxk
∂x ∂x
r
c3 c1
kg(t, x)k ≤ δ < θr, 0 < θ < 1
c4 c2
Then, for all x(t0 ) ∈ {V (x) ≤ c1 r 2 }

kx(t)k ≤ max {k exp[−γ(t − t0 )]kx(t0 )k, b} , ∀ t ≥ t0

r r
c2 (1 − θ)c3 δc4 c2
k= , γ= , b=
c1 2c2 θc3 c1

Nonlinear Control Lecture # 10 Time Varying and Perturbed Systems

 Proof
Apply Theorem 4.5
∂V
V̇ (t, x) = ∂x
+ ∂V
f (x) g(t,
∂x x)
≤ −c3 kxk2 + ∂V
∂x
kg(t, x)k
≤ −c3 kxk2 + c4 δkxk
= −(1 − θ)c3 kxk2 − θc3 kxk2 + c4 δkxk
def
≤ −(1 − θ)c3 kxk2 , ∀ kxk ≥ δc4 /(θc3 ) = µ

x(t0 ) ∈ Ω = {V (x) ≤ c1 r 2 }
r r r r
c1 c3 c1 c2 δc4 c2
µ<r ⇔ δ< θr, b = µ ⇔ b=
c2 c4 c2 c1 θc3 c1

Nonlinear Control Lecture # 10 Time Varying and Perturbed Systems

 Example 4.10

ẋ1 = x2 , ẋ2 = −4x1 − 2x2 + βx32 + d(t)

β ≥ 0, |d(t)| ≤ δ, ∀ t ≥ 0

3 1
 
2 8
V (x) = xT P x = xT   x (Example 4.5)
1 5
8 16

5 2
V̇ (t, x) = −kxk2 + 2βx22 81 x1 x2 + 16


x2
+ 2d(t) 18 x1 + 16
5


x2
√ √
2 29 2 2 29δ
≤ −kxk + βk2 kxk + kxk
8 8

Nonlinear Control Lecture # 10 Time Varying and Perturbed Systems

 √
k2 = max |x2 | = 1.8194 c
xT P x≤c

√
Suppose β ≤ 8(1 − ζ)/( 29k22 ) (0 < ζ < 1)
√
V̇ (t, x) ≤ −ζkxk2 + 29δ
8
kxk
√
29δ def
≤ −(1 − θ)ζkxk2 , ∀ kxk ≥ 8ζθ
= µ
(0 < θ < 1)
If µ2 λmax (P ) < c, then all solutions of the perturbed system,
starting in Ωc , are uniformly ultimately bounded by
√ s
29δ λmax (P )
b=
8ζθ λmin (P )

Nonlinear Control Lecture # 10 Time Varying and Perturbed Systems

 Lemma 4.4
Suppose that ∀ x ∈ Br , ∀ t ≥ 0
∂V
α1 (kxk) ≤ V (x) ≤ α2 (kxk), f (x) ≤ −α3 (kxk)
∂x
θα3 (α2−1 (α1 (r)))

∂V
∂x (x) ≤ k, kg(t, x)k ≤ δ <

k
αi ∈ K, 0 < θ < 1 . Then, ∀ x(t0 ) ∈ {V (x) ≤ α1 (r)}

kx(t)k ≤ max {β(kx(t0 )k, t − t0 ), ρ(δ)} , ∀ t ≥ t0 , β ∈ KL

   
−1 −1 δk
ρ(δ) = α1 α2 α3
θ

Proof: Apply Theorem 4.4

Nonlinear Control Lecture # 10 Time Varying and Perturbed Systems

 Compare r
c3 c1
Case 1: δ < θr
c4 c2
θα3 (α2−1 (α1 (r)))
Case 2: δ <
k

Nonlinear Control Lecture # 10 Time Varying and Perturbed Systems

 Example 4.11

x
ẋ = − (Globally asymptotically stable)
1 + x2
4x4
 
4 ∂V x
V (x) = x ⇒ − = −
∂x 1 + x2 1 + x2
4|x|4
α1 (|x|) = α2 (|x|) = |x|4 ; α3 (|x|) = ; k = 4r 3
1 + |x|2
θα3 (α2−1 (α1 (r))) θα3 (r) rθ 1
= = < 2
k k 1 + r2
x 1
ẋ = − + δ, δ> 2
⇒ lim x(t) = ∞
1 + x2 t→∞

Nonlinear Control Lecture # 10 Time Varying and Perturbed Systems