Lecture 5: LaSalles Invariance Principle & Chetaevs Theorem

Example. To illustrate a shortcoming of Lyapunovs stability theorem, consider a simple mass-springdamper system without forcing: x 1 = x2 x 2 = bx2 kx1 . where b > 0 and k > 0. We have assumed, without loss of generality, that m = 1. A reasonable Lyapunov function candidate for this system is the total energy 1 1 2 V (x1 , x2 ) = x2 2 + kx1 > 0. 2 2

k m b

|||||||||||||||||||||||

Figure 1: Mass-spring-damper system. Computing the rate of change of V , we nd that V = x2 x 2 + kx1 x 1 = x2 (bx2 kx1 ) + kx1 x2 = bx2 2 0.

According to Lyapunovs stability theorem, we may conclude that the equilibrium x1 = x2 = 0 is stable, but not that it is asymptotically stable. Of course, we know that the mass-spring-damper, if perturbed from rest, will undergo damped oscillations and return to equilibrium. In fact, we can prove this by solving explicitly. In order to understand the problem with Lyapunovs stability theorem, and to motivate a way around it, examine the phase portrait for the system, shown in Figure 1. We know that V is bounded below and 0. Notice that V = 0 if and only if x2 = 0. Thus, we know only that nonincreasing and therefore V x2 0 as t . However, it is apparent from the equations of motion that x2 cannot remain zero = 0 every time x2 = 0, V cannot remain zero unless the system is at unless x1 = 0. Thus, even though V equilibrium. Chetaevs Trick One trick, which works for some examples, is to introduce a small amount of coupling into the Lyapunov function. Suppose we take V (x1 , x2 ) = 1 2 x1 x2
T

k 1

x1 x2

in the example above. The function is positive denite provided the matrix is positive denite which is true if and only if its principal determinants (i.e., the determinants of the leading principal minors) are positive: k>0 and k 2 > 0. Thus, we must choose || < k . One may check that the Lyapunov rate is (x1 , x2 ) = V x1 x2
T

k 1 2 b 1 2 b b + 1

| ||||||||
x1 x2

 < 0 if and only if V > 0 which is true if and only if Now, V k > 0 and

1 k(b ) (b)2 > 0. 4 These conditions are satised provided > 0 is small enough. We have constructed a positive denite Lyapunov function with a negative denite rate. We may therefore conclude that the origin is asymptotically stable. Moreover, since V is radially unbounded, the origin is globally asymptotically stable. The trick described above, sometimes referred to as Chetaevs trick, can be generalized to a class of mechanical systems. However, there is a more powerful tool which applies to a much larger class of systems, mechanical and otherwise. Lasalles Invariance Principle. We continue to consider the autonomous system = f (x), x dened on a domain D Rn . Denition: Given a trajectory x(t) of (1), a point p Rn is called a positive limit point (or an accumulation point) of x(t) if there exists a sequence of times {tn }, with tn as n , such that x(t) p as n . The set of all positive limit points is called the positive limit set of x(t). Example 1: Consider a system with an asymptotically stable equilibrium point at the origin. For some non-trivial set of initial conditions, there exists a sequence of times {tn } with tn as n such that x(t) approaches that point as n . (In fact, x(t) converges to the equilibrium: limt x(t) = 0.) x(0) = x0 (1)

x2

x1

Figure 2: A stable limit cycle. Example 2: Consider the stable limit cycle portrayed in Figure 2. For any point in this limit cycle, there is a sequence of times {tn } with tn as n such that x(t) approaches that point as n . (Note that x(t) does not converge to that point. In fact, limt x(t) does not exist in this case. Denition: A set M is called an invariant set with respect to the dynamics (1) if x(0) M A set M is called positively invariant if x(0) M x(t) M t 0. x(t) M t R.

By denition, trajectories cannot leave an invariant set in forward or reverse time. Thus, trajectories can neither enter nor leave an invariant set. Trajectories may enter a positively invariant set, however; they just can not leave it (in forward time). 2

The notion of asymptotic stability is related to the notion of convergence of trajectories to an invariant set. To dene convergence to a set, we must dene distance to the set. Let the distance between the point p and the set M be dist(p, M ) = inf p x . xM Then a trajectory x(t) converges to the set M as t if for every > 0, there is a time T > 0 such that dist(x(t), M ) < t > T. Example 1: Once again, consider a system with an asymptotically stable equilibrium at the origin. The set {0} is an invariant set for this system because any trajectory starting at 0 remains at 0 for all (positive or negative) time. Any suciently small ball containing the origin is a positively invariant set. Example 2: Consider again the stable limit cycle portrayed in Figure 2. The limit cycle is an invariant set for this system because any trajectory starting on the limit cycle remains on the limit cycle for all (positive or negative) time. A suciently thin annulus containing the stable limit cycle is a positively invariant set. 0 in some domain D Rn , then the set c = {x D | V (x) c} is Example 3: If V (x) > 0 and V positively invariant, since V must increase in order for x to leave c . Lemma 4.1 [1] If a solution x(t) of (1) is bounded and belongs to D for all t 0, then its positive limit set is a non-empty, compact, invariant set. Moreover, x(t) approaches the positive limit set as t . Theorem 4.4 [1] (LaSalles Invariance Principle). Let D be a compact (i.e., closed and bounded) set that is positively invariant with respect to the dynamics (1). Let V () be a continuously dierentiable (x) 0 in . Let E be the set of all points in where V (x) = 0 and let M be function on D such that V the largest invariant set contained in E . Then every solution starting in converges to M as t . See [1] for a very readable proof. Corollary 4.1 [1] If V > 0 and M = {0}, then the origin is asymptotically stable. Corollary 4.1 [1] If V > 0, D = Rn , V is radially unbounded, and M = {0}, then the origin is globally asymptotically stable.

x2 E

x1

M
Figure 3: The sets E and M . Example: Returning to the example of the mass-spring-damper, we see that E = {(x1 , x2 ) R2 | x2 = 0} and M = {(0, 0)}. Thus, by the second corollary to LaSalles invariance principle, the equilibrium at the origin is globally asymptotically stable. 3

While Lasalles principle does not require that V be positive denite, it does require the existence of a compact, positively invariant set. It is much easier to construct such a set if V is positive denite. Indeed, as stated in an example above, the set c = {x D Rn | V (x) c} is positively invariant. Moreover, the set c is compact. Instability. Having found sucient conditions for stability, we next turn to the question of instability. Again, consider the nonlinear, time-invariant system = f (x) x and suppose that there is an equilibrium at x = 0. Geometrically, Lyapunovs stability theorem says that if you can nd a bowl-shaped function of the system state, with the equilibrium at the bottom of the bowl, and the value of that function does not increase, then the equilibrium is stable. If the value of the bowl-shaped function decreases with time, then the state converges to the equilibrium, i.e., the equilibrium is asymptotically stable. (See Figure 4.)

V(x1 ,x 2 )

x2 x1
Figure 4: A bowl-shaped function. Lyapunovs direct method allows one to prove stability of a stable equilibrium for a nonlinear system. However, the method says nothing about instability. Recall that just because Lyapunovs direct method fails does not mean that a given equilibrium is unstable. The following theorem attempts to address this shortcoming. Theorem 4.3 [1] (Chetaevs Instability Theorem). Let x = 0 be an equilibrium for the system = f (x) x and let V (x) be a continuously dierentiable function satisfying V (x0 ) > 0 for some x0 arbitrarily close to the origin.1 Let Br = {x Rn | x r } for some r > 0 and dene U = {x Br | V (x) > 0}. > 0 in U , then x = 0 is unstable. If V To prove the instability theorem, one rst concludes that trajectories starting in U {0} cannot leave U through the boundary dened by V = 0 because V is positive initially and is nondecreasing in U . (Note: If a trajectory could leave U through the boundary dened by V = 0, then it could leave in such a way that it remains nearby the equilibrium, in which case the equilibrium might be stable.) Furthermore, because V is strictly increasing, any trajectory starting in the set U {0} leaves this set through the boundary dened by x = r , as depicted for a planar system in Figure 6.
1

Note that V need not be positive denite.

x0
V U

x2

x1
Figure 5: A saddle-shaped function.

x0
V=0

x2 ||x|| = r

Figure 6: A closer view. Choosing = r > 0, there exists no > 0 for which every trajectory starting within distance of the origin remains within distance . In particular, any trajectory starting in U {0} escapes from the ball of radius r = , regardless of how close to the origin the trajectory begins. The origin is therefore an unstable equilibrium. Remark. V need not be positive denite. The theorem only requires that, as x varies from zero in some 2 direction, V becomes positive. For example, consider the function V = x2 1 + x2 depicted in Figure 6. This function is positive for any point on the x2 -axis other than the origin. Hence it satises the requirement of the instability theorem.

References
[1] H. K. Khalil. Nonlinear Systems. Prentice-Hall, third edition, 2002.