Introduction to Nonlinear Control

Lecture # 4

Passivity

– p. 1/6
Memoryless Functions

+ y -
P
y
PP
u P P
P
 u

(a)
(b)

power inflow = uy

Resistor is passive if uy ≥ 0

– p. 2/6
 y y y

u u u

(a) (b) (c)

Passive Passive Not passive

y = h(t, u), h ∈ [0, ∞]

Vector case:
h i
y = h(t, u), hT = h1 , h2 , · · · , hp

power inflow = Σpi=1 ui yi = uT y

– p. 3/6
Definition: y = h(t, u) is
passive if uT y ≥ 0

lossless if uT y = 0

input strictly passive if uT y ≥ uT ϕ(u) for some

function ϕ where uT ϕ(u) > 0, ∀ u 6= 0

output strictly passive if uT y ≥ y T ρ(y) for some

function ρ where y T ρ(y) > 0, ∀ y 6= 0

– p. 4/6
Sector Nonlinearity: h belongs to the sector [α, β]
(h ∈ [α, β]) if
αu2 ≤ uh(t, u) ≤ βu2

y=βu
y=β u
y y

y=αu
u u
y=αu

(a) α>0 (b) α<0

Also, h ∈ (α, β], h ∈ [α, β), h ∈ (α, β)

– p. 5/6
αu2 ≤ uh(t, u) ≤ βu2 ⇔ [h(t, u) − αu][h(t, u) − βu] ≤ 0

Definition: A memoryless function h(t, u) is said to belong

to the sector
[0, ∞] if uT h(t, u) ≥ 0

[K1 , ∞] if uT [h(t, u) − K1 u] ≥ 0

[0, K2 ] with K2 = K2T > 0 if

hT (t, u)[h(t, u) − K2 u] ≤ 0

[K1 , K2 ] with K = K2 − K1 = K T > 0 if

[h(t, u) − K1 u]T [h(t, u) − K2 u] ≤ 0

– p. 6/6
Example
" #
h1 (u1 )
h(u) = , hi ∈ [αi , βi ], βi > αi i = 1, 2
h2 (u2 )
" # " #
α1 0 β1 0
K1 = , K2 =
0 α2 0 β2

h ∈ [K1 , K2 ]
" #
β1 − α1 0
K = K2 − K1 =
0 β2 − α2

– p. 7/6
Example
kh(u) − Luk ≤ γkuk
K1 = L − γI, K2 = L + γI

[h(u) − K1 u]T [h(u) − K2 u] =

kh(u) − Luk2 − γ 2 kuk2 ≤ 0

K = K2 − K1 = 2γI

– p. 8/6
A function in the sector [K1 , K2 ] can be transformed into a
function in the sector [0, ∞] by input feedforward followed
by output feedback

+  + 
- - - y = h(t, u) - -
 K −1 
+6 −6

- K1

Feedforward K −1 Feedback
[K1 , K2 ] [0, K] [0, I] [0, ∞]
−→ −→ −→

– p. 9/6
State Models
v2 = h2(i2)  L  
y
 B B B

i2 + v2 iL
- - BB BB BB -

+ + + +
u v1 i1 = h1(v1) vC C v3 i3 = h3(v3)
P
P P
P
 

P 
P
PP PP

 

P 
P
PP PP

 

P 
P
P P

i1 ?
i3
?

Lẋ1 = u − h2 (x1 ) − x2
C ẋ2 = x1 − h3 (x2 )
y = x1 + h1 (u)

– p. 10/6
 V (x) = 12 Lx21 + 12 Cx22
Z t
u(s)y(s) ds ≥ V (x(t)) − V (x(0))
0

u(t)y(t) ≥ V̇ (x(t), u(t))

V̇ = Lx1 ẋ1 + Cx2 ẋ2

= x1 [u − h2 (x1 ) − x2 ] + x2 [x1 − h3 (x2 )]
= x1 [u − h2 (x1 )] − x2 h3 (x2 )
= [x1 + h1 (u)]u − uh1 (u) − x1 h2 (x1 ) − x2 h3 (x2 )
= uy − uh1 (u) − x1 h2 (x1 ) − x2 h3 (x2 )

– p. 11/6
 uy = V̇ + uh1 (u) + x1 h2 (x1 ) + x2 h3 (x2 )

If h1 , h2 , and h3 are passive, uy ≥ V̇ and the system is

passive

Case 1: If h1 = h2 = h3 = 0, then uy = V̇ ; no energy

dissipation; the system is lossless

Case 2: If h1 ∈ (0, ∞] (uh1 (u) > 0 for u 6= 0), then

uy ≥ V̇ + uh1 (u)

The energy absorbed over [0, t] will be greater than the

increase in the stored energy, unless the input u(t) is
identically zero. This is a case of input strict passivity

– p. 12/6
Case 3: If h1 = 0 and h2 ∈ (0, ∞], then

y = x1 and uy ≥ V̇ + yh2 (y)

The energy absorbed over [0, t] will be greater than the

increase in the stored energy, unless the output y is
identically zero. This is a case of output strict passivity

Case 4: If h2 ∈ (0, ∞) and h3 ∈ (0, ∞), then

uy ≥ V̇ + x1 h2 (x1 ) + x2 h3 (x2 )

x1 h2 (x1 ) + x2 h3 (x2 ) is a positive definite function of x.

This is a case of state strict passivity because the energy
absorbed over [0, t] will be greater than the increase in the
stored energy, unless the state x is identically zero
– p. 13/6
Definition: The system

ẋ = f (x, u), y = h(x, u)

is passive if there is a continuously differentiable positive

semidefinite function V (x) (the storage function) such that

T ∂V
u y ≥ V̇ = f (x, u), ∀ (x, u)
∂x
Moreover, it is said to be
lossless if uT y = V̇

input strictly passive if uT y ≥ V̇ + uT ϕ(u) for some

function ϕ such that uT ϕ(u) > 0, ∀ u 6= 0

– p. 14/6
 output strictly passive if uT y ≥ V̇ + y T ρ(y) for some
function ρ such that y T ρ(y) > 0, ∀ y = 6 0

strictly passive if uT y ≥ V̇ + ψ(x) for some positive

definite function ψ

Example
ẋ = u, y=x
V (x) = 12 x2 ⇒ uy = V̇ ⇒ Lossless

– p. 15/6
Example

ẋ = u, y = x + h(u), h ∈ [0, ∞]

V (x) = 12 x2 ⇒ uy = V̇ + uh(u) ⇒ Passive

h ∈ (0, ∞] ⇒ uh(u) > 0 ∀ u 6= 0
⇒ Input strictly passive
Example

ẋ = −h(x) + u, y = x, h ∈ [0, ∞]

V (x) = 21 x2 ⇒ uy = V̇ + yh(y) ⇒ Passive

h ∈ (0, ∞] ⇒ Output strictly passive

– p. 16/6
Example

ẋ = u, y = h(x), h ∈ [0, ∞]
Z x
V (x) = h(σ) dσ ⇒ V̇ = h(x)ẋ = yu ⇒ Lossless
0
Example

aẋ = −x + u, y = h(x), h ∈ [0, ∞]

Z x
V (x) = a h(σ) dσ ⇒ V̇ = h(x)(−x+u) = yu−xh(x)
0

yu = V̇ + xh(x) ⇒ Passive
h ∈ (0, ∞] ⇒ Strictly passive

– p. 17/6
Positive Real Transfer Functions

Definition: A p × p proper rational transfer function matrix

G(s) is positive real if
poles of all elements of G(s) are in Re[s] ≤ 0
for all real ω for which jω is not a pole of any element of
G(s), the matrix G(jω) + GT (−jω) is positive
semidefinite
any pure imaginary pole jω of any element of G(s) is a
simple pole and the residue matrix
lims→jω (s − jω)G(s) is positive semidefinite Hermitian
G(s) is called strictly positive real if G(s − ε) is positive real
for some ε > 0

– p. 18/6
Scalar Case (p = 1):

G(jω) + GT (−jω) = 2Re[G(jω)]

Re[G(jω)] is an even function of ω . The second condition

of the definition reduces to

Re[G(jω)] ≥ 0, ∀ ω ∈ [0, ∞)

which holds when the Nyquist plot of of G(jω) lies in the

closed right-half complex plane

This is true only if the relative degree of the transfer function

is zero or one

– p. 19/6
Lemma: A scalar transfer function G(s) is strictly positive
real if and only if
G(s) is Hurwitz
Re[G(jω)] > 0, ∀ ω ∈ [0, ∞)
G(∞) > 0 or

lim ω 2 Re[G(jω)] > 0

ω→∞

– p. 20/6
Example:
1
G(s) =
s
has a simple pole at s = 0 whose residue is 1
 
1
Re[G(jω)] = Re = 0, ∀ ω 6= 0
jω

Hence, G is positive real. It is not strictly positive real since

1
(s − ε)

has a pole in Re[s] > 0 for any ε > 0

– p. 21/6
Example:
1
G(s) = , a > 0, is Hurwitz
s+a
a
Re[G(jω)] = > 0, ∀ ω ∈ [0, ∞)
ω2 + a2
ω2a
lim ω 2 Re[G(jω)] = lim = a > 0 ⇒ G is SPR
ω→∞ ω→∞ ω 2 + a2
Example:
1 1 − ω2
G(s) = , Re[G(jω)] =
s2 +s+1 (1 − ω 2 )2 + ω 2

G is not PR

– p. 22/6
Positive Real Lemma: Let

G(s) = C(sI − A)−1 B + D

where (A, B) is controllable and (A, C) is observable.

G(s) is positive real if and only if there exist matrices
P = P T > 0, L, and W such that

P A + AT P = −LT L
P B = C T − LT W
W T W = D + DT

– p. 23/6
Kalman–Yakubovich–Popov Lemma: Let

G(s) = C(sI − A)−1 B + D

where (A, B) is controllable and (A, C) is observable.

G(s) is strictly positive real if and only if there exist matrices
P = P T > 0, L, and W , and a positive constant ε such
that

P A + AT P = −LT L − εP
P B = C T − LT W
W T W = D + DT

– p. 24/6
Lemma: The linear time-invariant minimal realization

ẋ = Ax + Bu
y = Cx + Du

with
G(s) = C(sI − A)−1 B + D
is
passive if G(s) is positive real

strictly passive if G(s) is strictly positive real

Proof: Apply the PR and KYP Lemmas, respectively, and

use V (x) = 12 xT P x as the storage function

– p. 25/6
 T ∂V
u y− (Ax + Bu)
∂x
= uT (Cx + Du) − xT P (Ax + Bu)
= uT Cx + 12 uT (D + D T )u
− 12 xT (P A + AT P )x − xT P Bu
= uT (B T P + W T L)x + 12 uT W T W u
+ 12 xT LT Lx + 12 εxT P x − xT P Bu
= 1
2 (Lx + W u)T (Lx + W u) + 12 εxT P x ≥ 12 εxT P x

In the case of the PR Lemma, ε = 0, and we conclude that

the system is passive; in the case of the KYP Lemma,
ε > 0, and we conclude that the system is strictly passive

– p. 26/6
Connection with Lyapunov Stability

Lemma: If the system

ẋ = f (x, u), y = h(x, u)

is passive with a positive definite storage function V (x),

then the origin of ẋ = f (x, 0) is stable

Proof:

T ∂V ∂V
u y≥ f (x, u) ⇒ f (x, 0) ≤ 0
∂x ∂x

– p. 27/6
Lemma: If the system

ẋ = f (x, u), y = h(x, u)

is strictly passive, then the origin of ẋ = f (x, 0) is

asymptotically stable. Furthermore, if the storage function
is radially unbounded, the origin will be globally
asymptotically stable

Proof: The storage function V (x) is positive definite

T ∂V ∂V
u y≥ f (x, u) + ψ(x) ⇒ f (x, 0) ≤ −ψ(x)
∂x ∂x
Why is V (x) positive definite? Let φ(t; x) be the solution
of ż = f (z, 0), z(0) = x

– p. 28/6
 V̇ ≤ −ψ(x)
Z τ
V (φ(τ, x)) − V (x) ≤ − ψ(φ(t; x)) dt, ∀ τ ∈ [0, δ]
0
Z τ
V (φ(τ, x)) ≥ 0 ⇒ V (x) ≥ ψ(φ(t; x)) dt
0
Z τ
V (x̄) = 0 ⇒ ψ(φ(t; x̄)) dt = 0, ∀ τ ∈ [0, δ]
0

⇒ ψ(φ(t; x̄)) ≡ 0 ⇒ φ(t; x̄) ≡ 0 ⇒ x̄ = 0

– p. 29/6
Definition: The system

ẋ = f (x, u), y = h(x, u)

is zero-state observable if no solution of ẋ = f (x, 0) can

stay identically in S = {h(x, 0) = 0}, other than the zero
solution x(t) ≡ 0

Linear Systems

ẋ = Ax, y = Cx

Observability of (A, C) is equivalent to

y(t) = CeAt x(0) ≡ 0 ⇔ x(0) = 0 ⇔ x(t) ≡ 0

– p. 30/6
Lemma: If the system

ẋ = f (x, u), y = h(x, u)

is output strictly passive and zero-state observable, then

the origin of ẋ = f (x, 0) is asymptotically stable.
Furthermore, if the storage function is radially unbounded,
the origin will be globally asymptotically stable

Proof: The storage function V (x) is positive definite

T ∂V T ∂V
u y≥ f (x, u) + y ρ(y) ⇒ f (x, 0) ≤ −y T ρ(y)
∂x ∂x

V̇ (x(t)) ≡ 0 ⇒ y(t) ≡ 0 ⇒ x(t) ≡ 0

Apply the invariance principle
– p. 31/6
Example

ẋ1 = x2 , ẋ2 = −ax31 − kx2 + u, y = x2 , a, k > 0

V (x) = 14 ax41 + 12 x22

V̇ = ax31 x2 + x2 (−ax31 − kx2 + u) = −ky 2 + yu

The system is output strictly passive

y(t) ≡ 0 ⇔ x2 (t) ≡ 0 ⇒ ax31 (t) ≡ 0 ⇒ x1 (t) ≡ 0

The system is zero-state observable. V is radially

unbounded. Hence, the origin of the unforced system is
globally asymptotically stable

– p. 32/6
 Feedback Systems

u1- e
n 1-
y1 -
+ H1
−6

y2 e +
? u2
  2 n+
H2

ẋi = fi (xi , ei ), yi = hi (xi , ei )

yi = hi (t, ei )

– p. 33/6
Passivity Theorems

Theorem 6.1: The feedback connection of two passive

systems is passive

Theorem 6.3: Consider the feedback connection of two

dynamical systems. When u = 0, the origin of the
closed-loop system is asymptotically stable if each
feedback component is either
strictly passive, or
output strictly passive and zero-state observable
Furthermore, if the storage function for each component is
radially unbounded, the origin is globally asymptotically
stable

– p. 34/6
Theorem 6.4: Consider the feedback connection of a
strictly passive dynamical system with a passive
memoryless function. When u = 0, the origin of the
closed-loop system is uniformly asymptotically stable. if the
storage function for the dynamical system is radially
unbounded, the origin will be globally uniformly
asymptotically stable

Prove using V = V1 + V2 as a Lyapunov function candidate

Proof of Theorem 6.3: H1 is SP; H2 is OSP & ZSO

eT1 y1 ≥ V̇1 + ψ1 (x1 ), ψ1 (x1 ) > 0, ∀ x1 6= 0

eT2 y2 ≥ V̇2 + y2T ρ2 (y2 ), y2T ρ(y2 ) > 0, ∀y2 6= 0

– p. 35/6
eT1 y1 +eT2 y2 = (u1 −y2 )T y1 +(u2 +y1 )T y2 = uT1 y1 +uT2 y2

V (x) = V1 (x1 ) + V2 (x2 )

V̇ ≤ uT y − ψ1 (x1 ) − y2T ρ2 (y2 )

u = 0 ⇒ V̇ ≤ −ψ1 (x1 ) − y2T ρ2 (y2 )

V̇ = 0 ⇒ x1 = 0 and y2 = 0
y2 (t) ≡ 0 ⇒ e1 (t) ≡ 0 ( & x1 (t) ≡ 0) ⇒ y1 (t) ≡ 0
y1 (t) ≡ 0 ⇒ e2 (t) ≡ 0
By zero-state observability of H2 : y2 (t) ≡ 0 ⇒ x2 (t) ≡ 0
Apply the invariance principle
– p. 36/6
 
Example 


ẋ1 = x2  ẋ3 = x4

ẋ2 = −ax1 − kx2 + e1  ẋ4 = −bx3 − x34 + e2
3

y1 = x2 + e1  y = x
 2 4
| {z }  | {z }
H
 H
1 2

a, b, k > 0
V1 = 14 ax41 + 12 x22

V̇1 = ax31 x2 − ax31 x2 − kx22 + x2 e1 = −ky12 + y1 e1

With e1 = 0, y1 (t) ≡ 0 ⇔ x2 (t) ≡ 0 ⇒ x1 (t) ≡ 0
H1 is output strictly passive and zero-state observable

– p. 37/6
 V2 = 21 bx23 + 12 x24

V̇2 = bx3 x4 − bx3 x4 − x44 + x4 e2 = −y24 + y2 e2

With e2 = 0, y2 (t) ≡ 0 ⇔ x4 (t) ≡ 0 ⇒ x3 (t) ≡ 0
H2 is output strictly passive and zero-state observable

V1 and V2 are radially unbounded

The origin is globally asymptotically stable

– p. 38/6
Loop Transformation

Recall that a memoryless function in the sector [K1 , K2 ]

can be transformed into a function in the sector [0, ∞] by
input feedforward followed by output feedback

+  + 
- - - y = h(t, u) - -
 K −1 
+6 −6

- K1

– p. 39/6
 +h
- - H1 -
−6

H2 

H1 is a dynamical system
H2 is a memoryless function in the sector [K1 , K2 ]

– p. 40/6
+h
- +h -
- -
H1
−6 −6

K1 

+

h H2 
−
6

K1 

– p. 41/6
+h
- +h -
- - K -
H1
−6 −6

K1 

+

h H2  K −1
−
6

K1 

– p. 42/6
 H̃1
+h
- +h -
- - K ?
+
- h -
H1
−6 −6 +

K1 

+
 +
h H2  K −1 
h
−
6 +6

K1 
H̃2

– p. 43/6
Example

ẋ1 = x2 

ẋ2 = −h(x1 ) + bx2 + e1  y2 = σ(e2 )
 | {z }
y1 = x2 
H2
| {z }
H1

σ ∈ [α, β], h ∈ [α1 , ∞], b > 0, α1 > 0, k = β − α > 0


ẋ1 = x2 


ẋ2 = −h(x1 ) − ax2 + ẽ1  ỹ2 = σ̃(ẽ2 )
 | {z }
ỹ1 = kx2 + ẽ1  H̃2
| {z }
H̃1

σ̃ ∈ [0, ∞], a=α−b

– p. 44/6
Assume a = α − b > 0 and show that H̃1 is strictly passive
Z x1
V1 = k h(s) ds + xT P x
0
Z x1
V1 = k h(s) ds + p11 x21 + 2p12 x1 x2 + p22 x22
0

V̇ = kh(x1 )x2 + 2(p11 x1 + p12 x2 )x2

2(p12 x1 + p22 x2 )[−h(x1 ) − ax2 + ẽ1 ]

Take p22 = k/2, p11 = ap12

– p. 45/6
 V̇ = −2p12 x1 h(x1 ) − (ka − 2p12 )x22
+ kx2 ẽ1 + 2p12 x1 ẽ1
= −2p12 x1 h(x1 ) − (ka − 2p12 )x22
+ (kx2 + ẽ1 )ẽ1 − ẽ21 + 2p12 x1 ẽ1
ỹ1 ẽ1 = V̇ + 2p12 x1 h(x1 ) + (ka − 2p12 )x22
+ (ẽ1 − p12 x1 )2 − p212 x21
≥ V̇ + p12 (2α1 − p12 )x21 + (ka − 2p12 )x22
 
ak k
Take 0 < p12 < min , 2α1 ⇒ p212 < 2p12 = p11 p22
2 2
H̃1 is strictly passive. By Theorem 6.4 the origin is globally
asymptotically stable (when u = 0)
– p. 46/6
 Absolute Stability

r + u
- -
y -
 G(s)
−6


ψ(·)

The system is absolutely stable if (when r = 0) the origin is

globally asymptotically stable for all memoryless
time-invariant nonlinearities in a given sector

– p. 47/6
 Circle Criterion

Suppose G(s) = C(sI − A)−1 B + D is SPR and

ψ ∈ [0, ∞]
ẋ = Ax + Bu
y = Cx + Du
u = −ψ(y)

By the KYP Lemma, ∃ P = P T > 0, L, W, ε > 0

P A + AT P = −LT L − εP
P B = C T − LT W
W T W = D + DT

V (x) = 12 xT P x

– p. 48/6
 1 T 1 T
V̇ = 2
x P ẋ + 2
ẋ P x
1 T T T
= 2 x (P A + A P )x + x P Bu
= − 12 xT LT Lx − 12 εxT P x + xT (C T − LT W )u
= − 12 xT LT Lx − 12 εxT P x + (Cx + Du)T u
T T T
− u Du − x L W u

uT Du = 21 uT (D + D T )u = 12 uT W T W u

V̇ = − 12 εxT P x − 1
2
(Lx + W u)T (Lx + W u) − y T ψ(y)

y T ψ(y) ≥ 0 ⇒ V̇ ≤ − 12 εxT P x
The origin is globally exponentially stable

– p. 49/6
What if ψ ∈ [K1 , ∞]?

-
+f - G(s) - -
+f -+f -
G(s) -
− − −
6 6 6
K1 

ψ(·)   ψ(·) 
+
f
−
6
K1  ψ̃(·)

ψ̃ ∈ [0, ∞]; hence the origin is globally exponentially stable

if G(s)[I + K1 G(s)]−1 is SPR

– p. 50/6
What if ψ ∈ [K1 , K2 ]?

-
+f - G(s) - -
+f -+f -
G(s) - K -?+ -
f
− − − +
6 6 6
K1 

ψ(·)   ψ(·)  −1  
+
f +
f
− K +
6 6
K1  ψ̃(·)

ψ̃ ∈ [0, ∞]; hence the origin is globally exponentially stable

if I + KG(s)[I + K1 G(s)]−1 is SPR

– p. 51/6
I + KG(s)[I + K1 G(s)]−1 = [I + K2 G(s)][I + K1 G(s)]−1

Theorem (Circle Criterion): The system is absolutely stable

if
ψ ∈ [K1 , ∞] and G(s)[I + K1 G(s)]−1 is SPR, or
ψ ∈ [K1 , K2 ] and [I + K2 G(s)][I + K1 G(s)]−1 is SPR
Scalar Case: ψ ∈ [α, β], β > α
The system is absolutely stable if
1 + βG(s)
is Hurwitz and
1 + αG(s)
 
1 + βG(jω)
Re > 0, ∀ ω ∈ [0, ∞]
1 + αG(jω)

– p. 52/6
Case 1: α > 0
By the Nyquist criterion

1 + βG(s) 1 βG(s)
= +
1 + αG(s) 1 + αG(s) 1 + αG(s)

is Hurwitz if the Nyquist plot of G(jω) does not intersect the

point −(1/α) + j0 and encircles it m times in the
counterclockwise direction, where m is the number of poles
of G(s) in the open right-half complex plane
1
1 + βG(jω) β + G(jω)
= 1
1 + αG(jω) α + G(jω)

– p. 53/6
 "1 #
β + G(jω)
Re 1 > 0, ∀ ω ∈ [0, ∞]
α + G(jω)

D(α,β) q

θ θ
2 1

−1/α −1/β

The system is absolutely stable if the Nyquist plot of G(jω)

does not enter the disk D(α, β) and encircles it m times in
the counterclockwise direction
– p. 54/6
Case 2: α = 0

1 + βG(s)

Re[1 + βG(jω)] > 0, ∀ ω ∈ [0, ∞]

1
Re[G(jω)] > − , ∀ ω ∈ [0, ∞]
β
The system is absolutely stable if G(s) is Hurwitz and the
Nyquist plot of G(jω) lies to the right of the vertical line
defined by Re[s] = −1/β

– p. 55/6
Case 3: α < 0 < β
  "1 #
1 + βG(jω) β + G(jω)
Re > 0 ⇔ Re 1 <0
1 + αG(jω) α + G(jω)

The Nyquist plot of G(jω) must lie inside the disk D(α, β).
The Nyquist plot cannot encircle the point −(1/α) + j0.
From the Nyquist criterion, G(s) must be Hurwitz

The system is absolutely stable if G(s) is Hurwitz and the

Nyquist plot of G(jω) lies in the interior of the disk D(α, β)

– p. 56/6
Example
4
G(s) =
(s + 1)( 12 s + 1)( 13 s + 1)

6
Im G
4

0
Re G
−2

−4
−5 0 5

– p. 57/6
 Apply Case 3 with center (0, 0) and radius = 4

Sector is (−0.25, 0.25)

Apply Case 3 with center (1.5, 0) and radius = 2.834
Sector is [−0.227, 0.714]
Apply Case 2
The Nyquist plot is to the right of Re[s] = −0.857
Sector is [0, 1.166]
[0, 1.166] includes the saturation nonlinearity

– p. 58/6
 Example
4
G(s) =
(s − 1)( 12 s + 1)( 13 s + 1)

0.4 Im G

0.2

G is not Hurwitz
0
Re G
−0.2
Apply Case 1

−0.4
−4 −2 0
Center = (−3.2, 0), Radius = 0.168 ⇒ [0.2969, 0.3298]

– p. 59/6
 Popov Criterion

-
+f -
G(s) -
−
6

ψ(·) 

ẋ = Ax + Bu
y = Cx
ui = −ψi (yi ), 1 ≤ i ≤ p

ψi ∈ [0, ki ], 1 ≤ i ≤ p, (0 < ki ≤ ∞)
G(s) = C(sI − A)−1 B
Γ = diag(γ1 , . . . , γp ), M = diag(1/k1 , · · · , 1/kp )

– p. 60/6
 - M
H̃1
- ?
+ +
- i - G(s) - (I + sΓ) i -
−6 +

+
ψ(·)  (I + sΓ)−1  
i
+6
H̃2
M

Show that H̃1 and H̃2 are passive

– p. 61/6
M + (I + sΓ)G(s)
= M + (I + sΓ)C(sI − A)−1 B
= M + C(sI − A)−1 B + ΓCs(sI − A)−1 B
= M + C(sI − A)−1 B + ΓC(sI − A + A)(sI − A)−1 B
= (C + ΓCA)(sI − A)−1 B + M + ΓCB

If M + (I + sΓ)G(s) is SPR, then H̃1 is strictly passive

with the storage function V1 = 12 xT P x, where P is given by
the KYP equations

P A + AT P = −LT L − εP
P B = (C + ΓCA)T − LT W
W T W = 2M + ΓCB + B T C T Γ

– p. 62/6
H̃2 consists of p decoupled components:
1
γi żi = −zi + ψi (zi ) + ẽ2i , ỹ2i = ψi (zi )
ki
Z zi
V2i = γi ψi (σ) dσ
0
h i
1
V̇2i = γi ψi (zi )żi = ψi (zi ) −zi + ki ψi (zi ) + ẽ2i
1
= y2i e2i + ki ψi (zi ) [ψi (zi ) − ki z i ]

ψi ∈ [0, ki ] ⇒ ψi (ψi − ki zi ) ≥ 0 ⇒ V̇2i ≤ y2i e2i

H̃2 is passive Rwith the storage function
Pp z
V2 = i=1 γi 0 i ψi (σ) dσ

– p. 63/6
 p
X Z yi
Use V = 21 xT P x + γi ψi (σ) dσ
i=1 0

as a Lyapunov function candidate for the original feedback

connection

ẋ = Ax + Bu, y = Cx, u = −ψ(y)

1 T 1 T T (y)Γẏ
V̇ = 2
x P ẋ + 2
ẋ P x + ψ
1 T T P )x + xT P Bu
= 2
x (P A + A
+ ψ T (y)ΓC(Ax + Bu)
= − 12 xT LT Lx − 12 εxT P x
+ xT (C T + AT C T Γ − LT W )u
+ ψ T (y)ΓCAx + ψ T (y)ΓCBu

– p. 64/6
 V̇ = − 21 εxT P x − 12 (Lx + W u)T (Lx + W u)
− ψ(y)T [y − M ψ(y)]
≤ − 12 εxT P x − ψ(y)T [y − M ψ(y)]

ψi ∈ [0, ki ] ⇒ ψ(y)T [y−M ψ(y)] ≥ 0 ⇒ V̇ ≤ − 21 εxT P x

The origin is globally asymptotically stable
Popov Criterion: The system is absolutely stable if, for
1 ≤ i ≤ p, ψi ∈ [0, ki ] and there exists a constant γi ≥ 0,
with (1 + λk γi ) 6= 0 for every eigenvalue λk of A, such that
M + (I + sΓ)G(s) is strictly positive real

– p. 65/6
Scalar case
1
+ (1 + sγ)G(s)
k
is SPR if G(s) is Hurwitz and
1
+ Re[G(jω)] − γωIm[G(jω)] > 0, ∀ ω ∈ [0, ∞)
k
If  
1
lim + Re[G(jω)] − γωIm[G(jω)] =0
ω→∞ k
we also need
 
2 1
lim ω + Re[G(jω)] − γωIm[G(jω)] > 0
ω→∞ k

– p. 66/6
1
+ Re[G(jω)] − γωIm[G(jω)] > 0, ∀ ω ∈ [0, ∞)
k

slope = 1/γ ωIm[G(jω)]

−1/k Re[G(jω)]

Popov Plot
– p. 67/6
Example

ẋ1 = x2 , ẋ2 = −x2 − h(y), y = x1

ẋ2 = −αx1 − x2 − h(y) + αx1 , α>0

1
G(s) = , ψ(y) = h(y) − αy
s2 +s+α
h ∈ [α, β] ⇒ ψ ∈ [0, k] (k = β − α > 0)
α − ω 2 + γω 2
γ>1 ⇒ > 0, ∀ ω ∈ [0, ∞)
(α − ω 2 )2 + ω2
ω 2 (α − ω 2 + γω 2 )
and lim =γ−1>0
ω→∞ (α − ω 2 )2 + ω2

– p. 68/6
The system is absolutely stable for ψ ∈ [0, ∞] (h ∈ [α, ∞])

ω Im G
0.2 slope=1

0
Re G
−0.2
−0.4
−0.6
−0.8
−1
−0.5 0 0.5 1

Compare with the circle criterion (γ = 0)

1 α − ω2 √
+ > 0, ∀ ω ∈ [0, ∞], for k < 1 + 2 α
k (α − ω 2 )2 + ω 2
– p. 69/6